Trading Metrics calculated at close of trading on 13-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2018 |
13-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1,691.9 |
1,686.5 |
-5.4 |
-0.3% |
1,676.7 |
High |
1,698.5 |
1,691.9 |
-6.6 |
-0.4% |
1,699.2 |
Low |
1,680.5 |
1,669.9 |
-10.6 |
-0.6% |
1,671.0 |
Close |
1,687.3 |
1,677.1 |
-10.2 |
-0.6% |
1,687.3 |
Range |
18.0 |
22.0 |
4.0 |
22.2% |
28.2 |
ATR |
19.7 |
19.8 |
0.2 |
0.8% |
0.0 |
Volume |
107,057 |
115,570 |
8,513 |
8.0% |
440,822 |
|
Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,745.6 |
1,733.4 |
1,689.2 |
|
R3 |
1,723.6 |
1,711.4 |
1,683.2 |
|
R2 |
1,701.6 |
1,701.6 |
1,681.1 |
|
R1 |
1,689.4 |
1,689.4 |
1,679.1 |
1,684.5 |
PP |
1,679.6 |
1,679.6 |
1,679.6 |
1,677.2 |
S1 |
1,667.4 |
1,667.4 |
1,675.1 |
1,662.5 |
S2 |
1,657.6 |
1,657.6 |
1,673.1 |
|
S3 |
1,635.6 |
1,645.4 |
1,671.1 |
|
S4 |
1,613.6 |
1,623.4 |
1,665.0 |
|
|
Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,770.4 |
1,757.1 |
1,702.8 |
|
R3 |
1,742.2 |
1,728.9 |
1,695.1 |
|
R2 |
1,714.0 |
1,714.0 |
1,692.5 |
|
R1 |
1,700.7 |
1,700.7 |
1,689.9 |
1,707.4 |
PP |
1,685.8 |
1,685.8 |
1,685.8 |
1,689.2 |
S1 |
1,672.5 |
1,672.5 |
1,684.7 |
1,679.2 |
S2 |
1,657.6 |
1,657.6 |
1,682.1 |
|
S3 |
1,629.4 |
1,644.3 |
1,679.5 |
|
S4 |
1,601.2 |
1,616.1 |
1,671.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,699.2 |
1,669.9 |
29.3 |
1.7% |
16.2 |
1.0% |
25% |
False |
True |
93,891 |
10 |
1,699.2 |
1,653.3 |
45.9 |
2.7% |
19.4 |
1.2% |
52% |
False |
False |
102,619 |
20 |
1,711.8 |
1,653.3 |
58.5 |
3.5% |
20.1 |
1.2% |
41% |
False |
False |
105,571 |
40 |
1,720.8 |
1,632.5 |
88.3 |
5.3% |
21.0 |
1.3% |
51% |
False |
False |
116,711 |
60 |
1,720.8 |
1,614.0 |
106.8 |
6.4% |
19.1 |
1.1% |
59% |
False |
False |
97,207 |
80 |
1,720.8 |
1,532.2 |
188.6 |
11.2% |
19.1 |
1.1% |
77% |
False |
False |
72,910 |
100 |
1,720.8 |
1,488.2 |
232.6 |
13.9% |
20.6 |
1.2% |
81% |
False |
False |
58,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,785.4 |
2.618 |
1,749.5 |
1.618 |
1,727.5 |
1.000 |
1,713.9 |
0.618 |
1,705.5 |
HIGH |
1,691.9 |
0.618 |
1,683.5 |
0.500 |
1,680.9 |
0.382 |
1,678.3 |
LOW |
1,669.9 |
0.618 |
1,656.3 |
1.000 |
1,647.9 |
1.618 |
1,634.3 |
2.618 |
1,612.3 |
4.250 |
1,576.4 |
|
|
Fisher Pivots for day following 13-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1,680.9 |
1,684.6 |
PP |
1,679.6 |
1,682.1 |
S1 |
1,678.4 |
1,679.6 |
|