Trading Metrics calculated at close of trading on 28-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2018 |
28-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1,205.76 |
1,211.23 |
5.47 |
0.5% |
1,184.52 |
High |
1,211.84 |
1,214.10 |
2.26 |
0.2% |
1,208.09 |
Low |
1,203.11 |
1,199.93 |
-3.18 |
-0.3% |
1,182.72 |
Close |
1,211.11 |
1,200.89 |
-10.22 |
-0.8% |
1,205.86 |
Range |
8.73 |
14.17 |
5.44 |
62.3% |
25.37 |
ATR |
12.25 |
12.39 |
0.14 |
1.1% |
0.00 |
Volume |
9,730 |
10,720 |
990 |
10.2% |
52,050 |
|
Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,247.48 |
1,238.36 |
1,208.68 |
|
R3 |
1,233.31 |
1,224.19 |
1,204.79 |
|
R2 |
1,219.14 |
1,219.14 |
1,203.49 |
|
R1 |
1,210.02 |
1,210.02 |
1,202.19 |
1,207.50 |
PP |
1,204.97 |
1,204.97 |
1,204.97 |
1,203.71 |
S1 |
1,195.85 |
1,195.85 |
1,199.59 |
1,193.33 |
S2 |
1,190.80 |
1,190.80 |
1,198.29 |
|
S3 |
1,176.63 |
1,181.68 |
1,196.99 |
|
S4 |
1,162.46 |
1,167.51 |
1,193.10 |
|
|
Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,275.00 |
1,265.80 |
1,219.81 |
|
R3 |
1,249.63 |
1,240.43 |
1,212.84 |
|
R2 |
1,224.26 |
1,224.26 |
1,210.51 |
|
R1 |
1,215.06 |
1,215.06 |
1,208.19 |
1,219.66 |
PP |
1,198.89 |
1,198.89 |
1,198.89 |
1,201.19 |
S1 |
1,189.69 |
1,189.69 |
1,203.53 |
1,194.29 |
S2 |
1,173.52 |
1,173.52 |
1,201.21 |
|
S3 |
1,148.15 |
1,164.32 |
1,198.88 |
|
S4 |
1,122.78 |
1,138.95 |
1,191.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,214.10 |
1,183.36 |
30.74 |
2.6% |
13.71 |
1.1% |
57% |
True |
False |
10,458 |
10 |
1,214.10 |
1,160.75 |
53.35 |
4.4% |
13.98 |
1.2% |
75% |
True |
False |
10,448 |
20 |
1,224.45 |
1,160.75 |
63.70 |
5.3% |
12.49 |
1.0% |
63% |
False |
False |
10,208 |
40 |
1,265.59 |
1,160.75 |
104.84 |
8.7% |
11.62 |
1.0% |
38% |
False |
False |
10,860 |
60 |
1,308.89 |
1,160.75 |
148.14 |
12.3% |
11.18 |
0.9% |
27% |
False |
False |
10,587 |
80 |
1,325.56 |
1,160.75 |
164.81 |
13.7% |
10.91 |
0.9% |
24% |
False |
False |
10,546 |
100 |
1,364.36 |
1,160.75 |
203.61 |
17.0% |
11.18 |
0.9% |
20% |
False |
False |
10,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,274.32 |
2.618 |
1,251.20 |
1.618 |
1,237.03 |
1.000 |
1,228.27 |
0.618 |
1,222.86 |
HIGH |
1,214.10 |
0.618 |
1,208.69 |
0.500 |
1,207.02 |
0.382 |
1,205.34 |
LOW |
1,199.93 |
0.618 |
1,191.17 |
1.000 |
1,185.76 |
1.618 |
1,177.00 |
2.618 |
1,162.83 |
4.250 |
1,139.71 |
|
|
Fisher Pivots for day following 28-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1,207.02 |
1,200.17 |
PP |
1,204.97 |
1,199.45 |
S1 |
1,202.93 |
1,198.73 |
|