Trading Metrics calculated at close of trading on 31-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2018 |
31-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
3,429.0 |
3,406.0 |
-23.0 |
-0.7% |
3,421.0 |
High |
3,431.0 |
3,408.0 |
-23.0 |
-0.7% |
3,444.0 |
Low |
3,402.0 |
3,361.0 |
-41.0 |
-1.2% |
3,361.0 |
Close |
3,412.0 |
3,371.0 |
-41.0 |
-1.2% |
3,371.0 |
Range |
29.0 |
47.0 |
18.0 |
62.1% |
83.0 |
ATR |
30.9 |
32.4 |
1.4 |
4.6% |
0.0 |
Volume |
3,583 |
3,577 |
-6 |
-0.2% |
11,529 |
|
Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,521.0 |
3,493.0 |
3,396.9 |
|
R3 |
3,474.0 |
3,446.0 |
3,383.9 |
|
R2 |
3,427.0 |
3,427.0 |
3,379.6 |
|
R1 |
3,399.0 |
3,399.0 |
3,375.3 |
3,389.5 |
PP |
3,380.0 |
3,380.0 |
3,380.0 |
3,375.3 |
S1 |
3,352.0 |
3,352.0 |
3,366.7 |
3,342.5 |
S2 |
3,333.0 |
3,333.0 |
3,362.4 |
|
S3 |
3,286.0 |
3,305.0 |
3,358.1 |
|
S4 |
3,239.0 |
3,258.0 |
3,345.2 |
|
|
Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,641.0 |
3,589.0 |
3,416.7 |
|
R3 |
3,558.0 |
3,506.0 |
3,393.8 |
|
R2 |
3,475.0 |
3,475.0 |
3,386.2 |
|
R1 |
3,423.0 |
3,423.0 |
3,378.6 |
3,407.5 |
PP |
3,392.0 |
3,392.0 |
3,392.0 |
3,384.3 |
S1 |
3,340.0 |
3,340.0 |
3,363.4 |
3,324.5 |
S2 |
3,309.0 |
3,309.0 |
3,355.8 |
|
S3 |
3,226.0 |
3,257.0 |
3,348.2 |
|
S4 |
3,143.0 |
3,174.0 |
3,325.4 |
|
|
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 |
3,361.0 |
83.0 |
2.5% |
28.2 |
0.8% |
12% |
False |
True |
2,305 |
10 |
3,444.0 |
3,361.0 |
83.0 |
2.5% |
23.9 |
0.7% |
12% |
False |
True |
2,305 |
20 |
3,494.0 |
3,319.0 |
175.0 |
5.2% |
28.9 |
0.9% |
30% |
False |
False |
2,445 |
40 |
3,515.0 |
3,319.0 |
196.0 |
5.8% |
27.1 |
0.8% |
27% |
False |
False |
1,323 |
60 |
3,516.0 |
3,315.0 |
201.0 |
6.0% |
31.7 |
0.9% |
28% |
False |
False |
4,074 |
80 |
3,547.0 |
3,315.0 |
232.0 |
6.9% |
31.8 |
0.9% |
24% |
False |
False |
4,255 |
100 |
3,547.0 |
3,315.0 |
232.0 |
6.9% |
28.3 |
0.8% |
24% |
False |
False |
3,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,607.8 |
2.618 |
3,531.0 |
1.618 |
3,484.0 |
1.000 |
3,455.0 |
0.618 |
3,437.0 |
HIGH |
3,408.0 |
0.618 |
3,390.0 |
0.500 |
3,384.5 |
0.382 |
3,379.0 |
LOW |
3,361.0 |
0.618 |
3,332.0 |
1.000 |
3,314.0 |
1.618 |
3,285.0 |
2.618 |
3,238.0 |
4.250 |
3,161.3 |
|
|
Fisher Pivots for day following 31-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
3,384.5 |
3,400.5 |
PP |
3,380.0 |
3,390.7 |
S1 |
3,375.5 |
3,380.8 |
|