Trading Metrics calculated at close of trading on 22-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1,700.2 |
1,712.5 |
12.3 |
0.7% |
1,686.5 |
High |
1,724.9 |
1,725.8 |
0.9 |
0.1% |
1,697.8 |
Low |
1,695.9 |
1,708.4 |
12.5 |
0.7% |
1,662.5 |
Close |
1,717.2 |
1,723.3 |
6.1 |
0.4% |
1,696.9 |
Range |
29.0 |
17.4 |
-11.6 |
-40.0% |
35.3 |
ATR |
20.9 |
20.7 |
-0.3 |
-1.2% |
0.0 |
Volume |
120,076 |
87,291 |
-32,785 |
-27.3% |
541,418 |
|
Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,771.4 |
1,764.7 |
1,732.9 |
|
R3 |
1,754.0 |
1,747.3 |
1,728.1 |
|
R2 |
1,736.6 |
1,736.6 |
1,726.5 |
|
R1 |
1,729.9 |
1,729.9 |
1,724.9 |
1,733.3 |
PP |
1,719.2 |
1,719.2 |
1,719.2 |
1,720.8 |
S1 |
1,712.5 |
1,712.5 |
1,721.7 |
1,715.9 |
S2 |
1,701.8 |
1,701.8 |
1,720.1 |
|
S3 |
1,684.4 |
1,695.1 |
1,718.5 |
|
S4 |
1,667.0 |
1,677.7 |
1,713.7 |
|
|
Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,791.6 |
1,779.6 |
1,716.3 |
|
R3 |
1,756.3 |
1,744.3 |
1,706.6 |
|
R2 |
1,721.0 |
1,721.0 |
1,703.4 |
|
R1 |
1,709.0 |
1,709.0 |
1,700.1 |
1,715.0 |
PP |
1,685.7 |
1,685.7 |
1,685.7 |
1,688.8 |
S1 |
1,673.7 |
1,673.7 |
1,693.7 |
1,679.7 |
S2 |
1,650.4 |
1,650.4 |
1,690.4 |
|
S3 |
1,615.1 |
1,638.4 |
1,687.2 |
|
S4 |
1,579.8 |
1,603.1 |
1,677.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,725.8 |
1,671.0 |
54.8 |
3.2% |
19.9 |
1.2% |
95% |
True |
False |
93,240 |
10 |
1,725.8 |
1,662.5 |
63.3 |
3.7% |
20.8 |
1.2% |
96% |
True |
False |
100,924 |
20 |
1,725.8 |
1,653.3 |
72.5 |
4.2% |
21.5 |
1.2% |
97% |
True |
False |
106,055 |
40 |
1,725.8 |
1,632.5 |
93.3 |
5.4% |
20.5 |
1.2% |
97% |
True |
False |
107,918 |
60 |
1,725.8 |
1,628.0 |
97.8 |
5.7% |
20.2 |
1.2% |
97% |
True |
False |
109,113 |
80 |
1,725.8 |
1,532.2 |
193.6 |
11.2% |
19.3 |
1.1% |
99% |
True |
False |
81,845 |
100 |
1,725.8 |
1,490.0 |
235.8 |
13.7% |
19.6 |
1.1% |
99% |
True |
False |
65,483 |
120 |
1,725.8 |
1,488.2 |
237.6 |
13.8% |
19.0 |
1.1% |
99% |
True |
False |
54,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,799.8 |
2.618 |
1,771.4 |
1.618 |
1,754.0 |
1.000 |
1,743.2 |
0.618 |
1,736.6 |
HIGH |
1,725.8 |
0.618 |
1,719.2 |
0.500 |
1,717.1 |
0.382 |
1,715.0 |
LOW |
1,708.4 |
0.618 |
1,697.6 |
1.000 |
1,691.0 |
1.618 |
1,680.2 |
2.618 |
1,662.8 |
4.250 |
1,634.5 |
|
|
Fisher Pivots for day following 22-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1,721.2 |
1,718.0 |
PP |
1,719.2 |
1,712.8 |
S1 |
1,717.1 |
1,707.5 |
|