Trading Metrics calculated at close of trading on 27-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,401.0 |
3,421.0 |
20.0 |
0.6% |
3,368.0 |
High |
3,417.0 |
3,443.0 |
26.0 |
0.8% |
3,417.0 |
Low |
3,401.0 |
3,415.0 |
14.0 |
0.4% |
3,368.0 |
Close |
3,411.0 |
3,439.0 |
28.0 |
0.8% |
3,411.0 |
Range |
16.0 |
28.0 |
12.0 |
75.0% |
49.0 |
ATR |
32.5 |
32.5 |
0.0 |
-0.1% |
0.0 |
Volume |
360 |
908 |
548 |
152.2% |
11,521 |
|
Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,516.3 |
3,505.7 |
3,454.4 |
|
R3 |
3,488.3 |
3,477.7 |
3,446.7 |
|
R2 |
3,460.3 |
3,460.3 |
3,444.1 |
|
R1 |
3,449.7 |
3,449.7 |
3,441.6 |
3,455.0 |
PP |
3,432.3 |
3,432.3 |
3,432.3 |
3,435.0 |
S1 |
3,421.7 |
3,421.7 |
3,436.4 |
3,427.0 |
S2 |
3,404.3 |
3,404.3 |
3,433.9 |
|
S3 |
3,376.3 |
3,393.7 |
3,431.3 |
|
S4 |
3,348.3 |
3,365.7 |
3,423.6 |
|
|
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 |
3,443.0 |
3,380.0 |
63.0 |
1.8% |
22.0 |
0.6% |
94% |
True |
False |
1,448 |
10 |
3,443.0 |
3,319.0 |
124.0 |
3.6% |
29.5 |
0.9% |
97% |
True |
False |
2,571 |
20 |
3,515.0 |
3,319.0 |
196.0 |
5.7% |
28.7 |
0.8% |
61% |
False |
False |
2,001 |
40 |
3,515.0 |
3,319.0 |
196.0 |
5.7% |
27.5 |
0.8% |
61% |
False |
False |
1,068 |
60 |
3,516.0 |
3,315.0 |
201.0 |
5.8% |
32.6 |
0.9% |
62% |
False |
False |
4,049 |
80 |
3,547.0 |
3,315.0 |
232.0 |
6.7% |
30.8 |
0.9% |
53% |
False |
False |
4,123 |
100 |
3,547.0 |
3,298.0 |
249.0 |
7.2% |
27.6 |
0.8% |
57% |
False |
False |
3,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,562.0 |
2.618 |
3,516.3 |
1.618 |
3,488.3 |
1.000 |
3,471.0 |
0.618 |
3,460.3 |
HIGH |
3,443.0 |
0.618 |
3,432.3 |
0.500 |
3,429.0 |
0.382 |
3,425.7 |
LOW |
3,415.0 |
0.618 |
3,397.7 |
1.000 |
3,387.0 |
1.618 |
3,369.7 |
2.618 |
3,341.7 |
4.250 |
3,296.0 |
|
|
Fisher Pivots for day following 27-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,435.7 |
3,432.5 |
PP |
3,432.3 |
3,426.0 |
S1 |
3,429.0 |
3,419.5 |
|