Trading Metrics calculated at close of trading on 15-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1,193.73 |
1,194.03 |
0.30 |
0.0% |
1,213.29 |
High |
1,198.22 |
1,194.47 |
-3.75 |
-0.3% |
1,217.52 |
Low |
1,191.95 |
1,173.28 |
-18.67 |
-1.6% |
1,206.09 |
Close |
1,193.75 |
1,174.20 |
-19.55 |
-1.6% |
1,211.17 |
Range |
6.27 |
21.19 |
14.92 |
238.0% |
11.43 |
ATR |
10.88 |
11.62 |
0.74 |
6.8% |
0.00 |
Volume |
10,137 |
10,304 |
167 |
1.6% |
49,021 |
|
Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,244.22 |
1,230.40 |
1,185.85 |
|
R3 |
1,223.03 |
1,209.21 |
1,180.03 |
|
R2 |
1,201.84 |
1,201.84 |
1,178.08 |
|
R1 |
1,188.02 |
1,188.02 |
1,176.14 |
1,184.34 |
PP |
1,180.65 |
1,180.65 |
1,180.65 |
1,178.81 |
S1 |
1,166.83 |
1,166.83 |
1,172.26 |
1,163.15 |
S2 |
1,159.46 |
1,159.46 |
1,170.32 |
|
S3 |
1,138.27 |
1,145.64 |
1,168.37 |
|
S4 |
1,117.08 |
1,124.45 |
1,162.55 |
|
|
Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,245.88 |
1,239.96 |
1,217.46 |
|
R3 |
1,234.45 |
1,228.53 |
1,214.31 |
|
R2 |
1,223.02 |
1,223.02 |
1,213.27 |
|
R1 |
1,217.10 |
1,217.10 |
1,212.22 |
1,214.35 |
PP |
1,211.59 |
1,211.59 |
1,211.59 |
1,210.22 |
S1 |
1,205.67 |
1,205.67 |
1,210.12 |
1,202.92 |
S2 |
1,200.16 |
1,200.16 |
1,209.07 |
|
S3 |
1,188.73 |
1,194.24 |
1,208.03 |
|
S4 |
1,177.30 |
1,182.81 |
1,204.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,216.73 |
1,173.28 |
43.45 |
3.7% |
12.97 |
1.1% |
2% |
False |
True |
10,271 |
10 |
1,220.65 |
1,173.28 |
47.37 |
4.0% |
12.25 |
1.0% |
2% |
False |
True |
9,996 |
20 |
1,234.76 |
1,173.28 |
61.48 |
5.2% |
11.75 |
1.0% |
1% |
False |
True |
10,160 |
40 |
1,272.20 |
1,173.28 |
98.92 |
8.4% |
10.97 |
0.9% |
1% |
False |
True |
10,753 |
60 |
1,308.89 |
1,173.28 |
135.61 |
11.5% |
10.51 |
0.9% |
1% |
False |
True |
10,521 |
80 |
1,325.84 |
1,173.28 |
152.56 |
13.0% |
10.63 |
0.9% |
1% |
False |
True |
10,573 |
100 |
1,364.36 |
1,173.28 |
191.08 |
16.3% |
11.07 |
0.9% |
0% |
False |
True |
10,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,284.53 |
2.618 |
1,249.95 |
1.618 |
1,228.76 |
1.000 |
1,215.66 |
0.618 |
1,207.57 |
HIGH |
1,194.47 |
0.618 |
1,186.38 |
0.500 |
1,183.88 |
0.382 |
1,181.37 |
LOW |
1,173.28 |
0.618 |
1,160.18 |
1.000 |
1,152.09 |
1.618 |
1,138.99 |
2.618 |
1,117.80 |
4.250 |
1,083.22 |
|
|
Fisher Pivots for day following 15-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1,183.88 |
1,193.43 |
PP |
1,180.65 |
1,187.02 |
S1 |
1,177.43 |
1,180.61 |
|