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 |
25,688.58 |
25,882.71 |
194.13 |
0.8% |
25,727.70 |
High |
25,826.05 |
26,067.57 |
241.52 |
0.9% |
25,888.82 |
Low |
25,688.58 |
25,882.71 |
194.13 |
0.8% |
25,608.02 |
Close |
25,790.35 |
26,049.64 |
259.29 |
1.0% |
25,790.35 |
Range |
137.47 |
184.86 |
47.39 |
34.5% |
280.80 |
ATR |
196.07 |
201.87 |
5.80 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,554.55 |
26,486.96 |
26,151.31 |
|
R3 |
26,369.69 |
26,302.10 |
26,100.48 |
|
R2 |
26,184.83 |
26,184.83 |
26,083.53 |
|
R1 |
26,117.24 |
26,117.24 |
26,066.59 |
26,151.04 |
PP |
25,999.97 |
25,999.97 |
25,999.97 |
26,016.87 |
S1 |
25,932.38 |
25,932.38 |
26,032.69 |
25,966.18 |
S2 |
25,815.11 |
25,815.11 |
26,015.75 |
|
S3 |
25,630.25 |
25,747.52 |
25,998.80 |
|
S4 |
25,445.39 |
25,562.66 |
25,947.97 |
|
|
Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,604.80 |
26,478.37 |
25,944.79 |
|
R3 |
26,324.00 |
26,197.57 |
25,867.57 |
|
R2 |
26,043.20 |
26,043.20 |
25,841.83 |
|
R1 |
25,916.77 |
25,916.77 |
25,816.09 |
25,979.99 |
PP |
25,762.40 |
25,762.40 |
25,762.40 |
25,794.00 |
S1 |
25,635.97 |
25,635.97 |
25,764.61 |
25,699.19 |
S2 |
25,481.60 |
25,481.60 |
25,738.87 |
|
S3 |
25,200.80 |
25,355.17 |
25,713.13 |
|
S4 |
24,920.00 |
25,074.37 |
25,635.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,067.57 |
25,608.02 |
459.55 |
1.8% |
138.90 |
0.5% |
96% |
True |
False |
|
10 |
26,067.57 |
24,965.77 |
1,101.80 |
4.2% |
169.44 |
0.7% |
98% |
True |
False |
|
20 |
26,067.57 |
24,965.77 |
1,101.80 |
4.2% |
166.83 |
0.6% |
98% |
True |
False |
|
40 |
26,067.57 |
24,077.56 |
1,990.01 |
7.6% |
173.38 |
0.7% |
99% |
True |
False |
|
60 |
26,067.57 |
23,997.21 |
2,070.36 |
7.9% |
184.83 |
0.7% |
99% |
True |
False |
|
80 |
26,067.57 |
23,778.87 |
2,288.70 |
8.8% |
194.84 |
0.7% |
99% |
True |
False |
|
100 |
26,067.57 |
23,531.31 |
2,536.26 |
9.7% |
220.44 |
0.8% |
99% |
True |
False |
|
120 |
26,067.57 |
23,344.52 |
2,723.05 |
10.5% |
255.16 |
1.0% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,853.23 |
2.618 |
26,551.53 |
1.618 |
26,366.67 |
1.000 |
26,252.43 |
0.618 |
26,181.81 |
HIGH |
26,067.57 |
0.618 |
25,996.95 |
0.500 |
25,975.14 |
0.382 |
25,953.33 |
LOW |
25,882.71 |
0.618 |
25,768.47 |
1.000 |
25,697.85 |
1.618 |
25,583.61 |
2.618 |
25,398.75 |
4.250 |
25,097.06 |
|
|
Fisher Pivots for day following 27-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
26,024.81 |
25,979.03 |
PP |
25,999.97 |
25,908.41 |
S1 |
25,975.14 |
25,837.80 |
|