Trading Metrics calculated at close of trading on 24-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,408.0 |
3,401.0 |
-7.0 |
-0.2% |
3,368.0 |
High |
3,409.0 |
3,417.0 |
8.0 |
0.2% |
3,417.0 |
Low |
3,396.0 |
3,401.0 |
5.0 |
0.1% |
3,368.0 |
Close |
3,400.0 |
3,411.0 |
11.0 |
0.3% |
3,411.0 |
Range |
13.0 |
16.0 |
3.0 |
23.1% |
49.0 |
ATR |
33.7 |
32.5 |
-1.2 |
-3.5% |
0.0 |
Volume |
5,701 |
360 |
-5,341 |
-93.7% |
11,521 |
|
Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,457.7 |
3,450.3 |
3,419.8 |
|
R3 |
3,441.7 |
3,434.3 |
3,415.4 |
|
R2 |
3,425.7 |
3,425.7 |
3,413.9 |
|
R1 |
3,418.3 |
3,418.3 |
3,412.5 |
3,422.0 |
PP |
3,409.7 |
3,409.7 |
3,409.7 |
3,411.5 |
S1 |
3,402.3 |
3,402.3 |
3,409.5 |
3,406.0 |
S2 |
3,393.7 |
3,393.7 |
3,408.1 |
|
S3 |
3,377.7 |
3,386.3 |
3,406.6 |
|
S4 |
3,361.7 |
3,370.3 |
3,402.2 |
|
|
Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,545.7 |
3,527.3 |
3,438.0 |
|
R3 |
3,496.7 |
3,478.3 |
3,424.5 |
|
R2 |
3,447.7 |
3,447.7 |
3,420.0 |
|
R1 |
3,429.3 |
3,429.3 |
3,415.5 |
3,438.5 |
PP |
3,398.7 |
3,398.7 |
3,398.7 |
3,403.3 |
S1 |
3,380.3 |
3,380.3 |
3,406.5 |
3,389.5 |
S2 |
3,349.7 |
3,349.7 |
3,402.0 |
|
S3 |
3,300.7 |
3,331.3 |
3,397.5 |
|
S4 |
3,251.7 |
3,282.3 |
3,384.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,417.0 |
3,368.0 |
49.0 |
1.4% |
19.6 |
0.6% |
88% |
True |
False |
2,304 |
10 |
3,417.0 |
3,319.0 |
98.0 |
2.9% |
28.4 |
0.8% |
94% |
True |
False |
3,548 |
20 |
3,515.0 |
3,319.0 |
196.0 |
5.7% |
28.2 |
0.8% |
47% |
False |
False |
1,960 |
40 |
3,515.0 |
3,319.0 |
196.0 |
5.7% |
27.8 |
0.8% |
47% |
False |
False |
1,046 |
60 |
3,516.0 |
3,315.0 |
201.0 |
5.9% |
32.3 |
0.9% |
48% |
False |
False |
4,139 |
80 |
3,547.0 |
3,315.0 |
232.0 |
6.8% |
30.5 |
0.9% |
41% |
False |
False |
4,112 |
100 |
3,547.0 |
3,277.0 |
270.0 |
7.9% |
27.6 |
0.8% |
50% |
False |
False |
3,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,485.0 |
2.618 |
3,458.9 |
1.618 |
3,442.9 |
1.000 |
3,433.0 |
0.618 |
3,426.9 |
HIGH |
3,417.0 |
0.618 |
3,410.9 |
0.500 |
3,409.0 |
0.382 |
3,407.1 |
LOW |
3,401.0 |
0.618 |
3,391.1 |
1.000 |
3,385.0 |
1.618 |
3,375.1 |
2.618 |
3,359.1 |
4.250 |
3,333.0 |
|
|
Fisher Pivots for day following 24-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,410.3 |
3,407.0 |
PP |
3,409.7 |
3,403.0 |
S1 |
3,409.0 |
3,399.0 |
|