Trading Metrics calculated at close of trading on 30-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2018 |
30-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,435.0 |
3,429.0 |
-6.0 |
-0.2% |
3,368.0 |
High |
3,440.0 |
3,431.0 |
-9.0 |
-0.3% |
3,417.0 |
Low |
3,420.0 |
3,402.0 |
-18.0 |
-0.5% |
3,368.0 |
Close |
3,438.0 |
3,412.0 |
-26.0 |
-0.8% |
3,411.0 |
Range |
20.0 |
29.0 |
9.0 |
45.0% |
49.0 |
ATR |
30.5 |
30.9 |
0.4 |
1.3% |
0.0 |
Volume |
2,458 |
3,583 |
1,125 |
45.8% |
11,521 |
|
Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,502.0 |
3,486.0 |
3,428.0 |
|
R3 |
3,473.0 |
3,457.0 |
3,420.0 |
|
R2 |
3,444.0 |
3,444.0 |
3,417.3 |
|
R1 |
3,428.0 |
3,428.0 |
3,414.7 |
3,421.5 |
PP |
3,415.0 |
3,415.0 |
3,415.0 |
3,411.8 |
S1 |
3,399.0 |
3,399.0 |
3,409.3 |
3,392.5 |
S2 |
3,386.0 |
3,386.0 |
3,406.7 |
|
S3 |
3,357.0 |
3,370.0 |
3,404.0 |
|
S4 |
3,328.0 |
3,341.0 |
3,396.1 |
|
|
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 |
3,444.0 |
3,401.0 |
43.0 |
1.3% |
22.0 |
0.6% |
26% |
False |
False |
1,662 |
10 |
3,444.0 |
3,337.0 |
107.0 |
3.1% |
22.2 |
0.7% |
70% |
False |
False |
2,005 |
20 |
3,494.0 |
3,319.0 |
175.0 |
5.1% |
27.5 |
0.8% |
53% |
False |
False |
2,280 |
40 |
3,515.0 |
3,319.0 |
196.0 |
5.7% |
26.7 |
0.8% |
47% |
False |
False |
1,234 |
60 |
3,516.0 |
3,315.0 |
201.0 |
5.9% |
31.4 |
0.9% |
48% |
False |
False |
4,145 |
80 |
3,547.0 |
3,315.0 |
232.0 |
6.8% |
31.3 |
0.9% |
42% |
False |
False |
4,211 |
100 |
3,547.0 |
3,315.0 |
232.0 |
6.8% |
27.9 |
0.8% |
42% |
False |
False |
3,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,554.3 |
2.618 |
3,506.9 |
1.618 |
3,477.9 |
1.000 |
3,460.0 |
0.618 |
3,448.9 |
HIGH |
3,431.0 |
0.618 |
3,419.9 |
0.500 |
3,416.5 |
0.382 |
3,413.1 |
LOW |
3,402.0 |
0.618 |
3,384.1 |
1.000 |
3,373.0 |
1.618 |
3,355.1 |
2.618 |
3,326.1 |
4.250 |
3,278.8 |
|
|
Fisher Pivots for day following 30-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,416.5 |
3,423.0 |
PP |
3,415.0 |
3,419.3 |
S1 |
3,413.5 |
3,415.7 |
|