Trading Metrics calculated at close of trading on 29-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2018 |
29-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1,731.0 |
1,729.6 |
-1.4 |
-0.1% |
1,697.6 |
High |
1,735.6 |
1,738.3 |
2.7 |
0.2% |
1,728.7 |
Low |
1,721.6 |
1,724.9 |
3.3 |
0.2% |
1,689.2 |
Close |
1,729.5 |
1,736.6 |
7.1 |
0.4% |
1,726.8 |
Range |
14.0 |
13.4 |
-0.6 |
-4.3% |
39.5 |
ATR |
18.7 |
18.3 |
-0.4 |
-2.0% |
0.0 |
Volume |
76,771 |
83,206 |
6,435 |
8.4% |
455,711 |
|
Daily Pivots for day following 29-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,773.5 |
1,768.4 |
1,744.0 |
|
R3 |
1,760.1 |
1,755.0 |
1,740.3 |
|
R2 |
1,746.7 |
1,746.7 |
1,739.1 |
|
R1 |
1,741.6 |
1,741.6 |
1,737.8 |
1,744.2 |
PP |
1,733.3 |
1,733.3 |
1,733.3 |
1,734.5 |
S1 |
1,728.2 |
1,728.2 |
1,735.4 |
1,730.8 |
S2 |
1,719.9 |
1,719.9 |
1,734.1 |
|
S3 |
1,706.5 |
1,714.8 |
1,732.9 |
|
S4 |
1,693.1 |
1,701.4 |
1,729.2 |
|
|
Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,833.4 |
1,819.6 |
1,748.5 |
|
R3 |
1,793.9 |
1,780.1 |
1,737.7 |
|
R2 |
1,754.4 |
1,754.4 |
1,734.0 |
|
R1 |
1,740.6 |
1,740.6 |
1,730.4 |
1,747.5 |
PP |
1,714.9 |
1,714.9 |
1,714.9 |
1,718.4 |
S1 |
1,701.1 |
1,701.1 |
1,723.2 |
1,708.0 |
S2 |
1,675.4 |
1,675.4 |
1,719.6 |
|
S3 |
1,635.9 |
1,661.6 |
1,715.9 |
|
S4 |
1,596.4 |
1,622.1 |
1,705.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,740.2 |
1,712.7 |
27.5 |
1.6% |
13.0 |
0.7% |
87% |
False |
False |
81,916 |
10 |
1,740.2 |
1,671.0 |
69.2 |
4.0% |
16.5 |
0.9% |
95% |
False |
False |
87,578 |
20 |
1,740.2 |
1,656.8 |
83.4 |
4.8% |
18.4 |
1.1% |
96% |
False |
False |
95,198 |
40 |
1,740.2 |
1,653.3 |
86.9 |
5.0% |
19.3 |
1.1% |
96% |
False |
False |
101,115 |
60 |
1,740.2 |
1,632.5 |
107.7 |
6.2% |
19.7 |
1.1% |
97% |
False |
False |
115,616 |
80 |
1,740.2 |
1,580.6 |
159.6 |
9.2% |
18.5 |
1.1% |
98% |
False |
False |
86,963 |
100 |
1,740.2 |
1,519.8 |
220.4 |
12.7% |
19.0 |
1.1% |
98% |
False |
False |
69,578 |
120 |
1,740.2 |
1,488.2 |
252.0 |
14.5% |
19.5 |
1.1% |
99% |
False |
False |
57,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,795.3 |
2.618 |
1,773.4 |
1.618 |
1,760.0 |
1.000 |
1,751.7 |
0.618 |
1,746.6 |
HIGH |
1,738.3 |
0.618 |
1,733.2 |
0.500 |
1,731.6 |
0.382 |
1,730.0 |
LOW |
1,724.9 |
0.618 |
1,716.6 |
1.000 |
1,711.5 |
1.618 |
1,703.2 |
2.618 |
1,689.8 |
4.250 |
1,668.0 |
|
|
Fisher Pivots for day following 29-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1,734.9 |
1,734.7 |
PP |
1,733.3 |
1,732.8 |
S1 |
1,731.6 |
1,730.9 |
|