Trading Metrics calculated at close of trading on 22-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,380.0 |
3,381.0 |
1.0 |
0.0% |
3,389.0 |
High |
3,404.0 |
3,410.0 |
6.0 |
0.2% |
3,416.0 |
Low |
3,380.0 |
3,381.0 |
1.0 |
0.0% |
3,319.0 |
Close |
3,394.0 |
3,403.0 |
9.0 |
0.3% |
3,351.0 |
Range |
24.0 |
29.0 |
5.0 |
20.8% |
97.0 |
ATR |
35.8 |
35.3 |
-0.5 |
-1.3% |
0.0 |
Volume |
148 |
124 |
-24 |
-16.2% |
23,959 |
|
Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,485.0 |
3,473.0 |
3,419.0 |
|
R3 |
3,456.0 |
3,444.0 |
3,411.0 |
|
R2 |
3,427.0 |
3,427.0 |
3,408.3 |
|
R1 |
3,415.0 |
3,415.0 |
3,405.7 |
3,421.0 |
PP |
3,398.0 |
3,398.0 |
3,398.0 |
3,401.0 |
S1 |
3,386.0 |
3,386.0 |
3,400.3 |
3,392.0 |
S2 |
3,369.0 |
3,369.0 |
3,397.7 |
|
S3 |
3,340.0 |
3,357.0 |
3,395.0 |
|
S4 |
3,311.0 |
3,328.0 |
3,387.1 |
|
|
Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,653.0 |
3,599.0 |
3,404.4 |
|
R3 |
3,556.0 |
3,502.0 |
3,377.7 |
|
R2 |
3,459.0 |
3,459.0 |
3,368.8 |
|
R1 |
3,405.0 |
3,405.0 |
3,359.9 |
3,383.5 |
PP |
3,362.0 |
3,362.0 |
3,362.0 |
3,351.3 |
S1 |
3,308.0 |
3,308.0 |
3,342.1 |
3,286.5 |
S2 |
3,265.0 |
3,265.0 |
3,333.2 |
|
S3 |
3,168.0 |
3,211.0 |
3,324.3 |
|
S4 |
3,071.0 |
3,114.0 |
3,297.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,410.0 |
3,337.0 |
73.0 |
2.1% |
25.4 |
0.7% |
90% |
True |
False |
1,453 |
10 |
3,476.0 |
3,319.0 |
157.0 |
4.6% |
33.2 |
1.0% |
54% |
False |
False |
2,986 |
20 |
3,515.0 |
3,319.0 |
196.0 |
5.8% |
29.0 |
0.9% |
43% |
False |
False |
1,673 |
40 |
3,515.0 |
3,319.0 |
196.0 |
5.8% |
29.2 |
0.9% |
43% |
False |
False |
972 |
60 |
3,516.0 |
3,315.0 |
201.0 |
5.9% |
33.4 |
1.0% |
44% |
False |
False |
4,084 |
80 |
3,547.0 |
3,315.0 |
232.0 |
6.8% |
30.5 |
0.9% |
38% |
False |
False |
4,036 |
100 |
3,547.0 |
3,189.0 |
358.0 |
10.5% |
28.4 |
0.8% |
60% |
False |
False |
3,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,533.3 |
2.618 |
3,485.9 |
1.618 |
3,456.9 |
1.000 |
3,439.0 |
0.618 |
3,427.9 |
HIGH |
3,410.0 |
0.618 |
3,398.9 |
0.500 |
3,395.5 |
0.382 |
3,392.1 |
LOW |
3,381.0 |
0.618 |
3,363.1 |
1.000 |
3,352.0 |
1.618 |
3,334.1 |
2.618 |
3,305.1 |
4.250 |
3,257.8 |
|
|
Fisher Pivots for day following 22-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,400.5 |
3,398.3 |
PP |
3,398.0 |
3,393.7 |
S1 |
3,395.5 |
3,389.0 |
|