Trading Metrics calculated at close of trading on 17-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2018 |
17-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
1,674.0 |
1,688.5 |
14.5 |
0.9% |
1,686.5 |
High |
1,693.0 |
1,697.7 |
4.7 |
0.3% |
1,697.8 |
Low |
1,671.0 |
1,680.3 |
9.3 |
0.6% |
1,662.5 |
Close |
1,689.2 |
1,696.9 |
7.7 |
0.5% |
1,696.9 |
Range |
22.0 |
17.4 |
-4.6 |
-20.9% |
35.3 |
ATR |
21.0 |
20.8 |
-0.3 |
-1.2% |
0.0 |
Volume |
91,739 |
85,402 |
-6,337 |
-6.9% |
541,418 |
|
Daily Pivots for day following 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,743.8 |
1,737.8 |
1,706.5 |
|
R3 |
1,726.4 |
1,720.4 |
1,701.7 |
|
R2 |
1,709.0 |
1,709.0 |
1,700.1 |
|
R1 |
1,703.0 |
1,703.0 |
1,698.5 |
1,706.0 |
PP |
1,691.6 |
1,691.6 |
1,691.6 |
1,693.2 |
S1 |
1,685.6 |
1,685.6 |
1,695.3 |
1,688.6 |
S2 |
1,674.2 |
1,674.2 |
1,693.7 |
|
S3 |
1,656.8 |
1,668.2 |
1,692.1 |
|
S4 |
1,639.4 |
1,650.8 |
1,687.3 |
|
|
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 |
1,697.8 |
1,662.5 |
35.3 |
2.1% |
23.2 |
1.4% |
97% |
False |
False |
108,283 |
10 |
1,699.2 |
1,662.5 |
36.7 |
2.2% |
19.2 |
1.1% |
94% |
False |
False |
98,224 |
20 |
1,711.8 |
1,653.3 |
58.5 |
3.4% |
21.8 |
1.3% |
75% |
False |
False |
107,456 |
40 |
1,715.0 |
1,632.5 |
82.5 |
4.9% |
20.9 |
1.2% |
78% |
False |
False |
114,710 |
60 |
1,720.8 |
1,614.0 |
106.8 |
6.3% |
20.0 |
1.2% |
78% |
False |
False |
104,303 |
80 |
1,720.8 |
1,532.2 |
188.6 |
11.1% |
19.2 |
1.1% |
87% |
False |
False |
78,233 |
100 |
1,720.8 |
1,488.2 |
232.6 |
13.7% |
20.0 |
1.2% |
90% |
False |
False |
62,594 |
120 |
1,720.8 |
1,488.2 |
232.6 |
13.7% |
18.5 |
1.1% |
90% |
False |
False |
52,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,771.7 |
2.618 |
1,743.3 |
1.618 |
1,725.9 |
1.000 |
1,715.1 |
0.618 |
1,708.5 |
HIGH |
1,697.7 |
0.618 |
1,691.1 |
0.500 |
1,689.0 |
0.382 |
1,686.9 |
LOW |
1,680.3 |
0.618 |
1,669.5 |
1.000 |
1,662.9 |
1.618 |
1,652.1 |
2.618 |
1,634.7 |
4.250 |
1,606.4 |
|
|
Fisher Pivots for day following 17-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
1,694.3 |
1,691.3 |
PP |
1,691.6 |
1,685.7 |
S1 |
1,689.0 |
1,680.1 |
|