| Trading Metrics calculated at close of trading on 14-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1,686.5 |
1,678.1 |
-8.4 |
-0.5% |
1,676.7 |
| High |
1,691.9 |
1,697.8 |
5.9 |
0.3% |
1,699.2 |
| Low |
1,669.9 |
1,677.9 |
8.0 |
0.5% |
1,671.0 |
| Close |
1,677.1 |
1,696.6 |
19.5 |
1.2% |
1,687.3 |
| Range |
22.0 |
19.9 |
-2.1 |
-9.5% |
28.2 |
| ATR |
19.8 |
19.9 |
0.1 |
0.3% |
0.0 |
| Volume |
115,570 |
100,358 |
-15,212 |
-13.2% |
440,822 |
|
| Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,750.5 |
1,743.4 |
1,707.5 |
|
| R3 |
1,730.6 |
1,723.5 |
1,702.1 |
|
| R2 |
1,710.7 |
1,710.7 |
1,700.2 |
|
| R1 |
1,703.6 |
1,703.6 |
1,698.4 |
1,707.2 |
| PP |
1,690.8 |
1,690.8 |
1,690.8 |
1,692.5 |
| S1 |
1,683.7 |
1,683.7 |
1,694.8 |
1,687.3 |
| S2 |
1,670.9 |
1,670.9 |
1,693.0 |
|
| S3 |
1,651.0 |
1,663.8 |
1,691.1 |
|
| S4 |
1,631.1 |
1,643.9 |
1,685.7 |
|
|
| 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% |
17.9 |
1.1% |
91% |
False |
False |
96,385 |
| 10 |
1,699.2 |
1,656.8 |
42.4 |
2.5% |
18.8 |
1.1% |
94% |
False |
False |
98,557 |
| 20 |
1,711.8 |
1,653.3 |
58.5 |
3.4% |
20.4 |
1.2% |
74% |
False |
False |
105,638 |
| 40 |
1,720.8 |
1,632.5 |
88.3 |
5.2% |
20.9 |
1.2% |
73% |
False |
False |
116,729 |
| 60 |
1,720.8 |
1,614.0 |
106.8 |
6.3% |
19.3 |
1.1% |
77% |
False |
False |
98,880 |
| 80 |
1,720.8 |
1,532.2 |
188.6 |
11.1% |
19.1 |
1.1% |
87% |
False |
False |
74,165 |
| 100 |
1,720.8 |
1,488.2 |
232.6 |
13.7% |
20.4 |
1.2% |
90% |
False |
False |
59,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,782.4 |
|
2.618 |
1,749.9 |
|
1.618 |
1,730.0 |
|
1.000 |
1,717.7 |
|
0.618 |
1,710.1 |
|
HIGH |
1,697.8 |
|
0.618 |
1,690.2 |
|
0.500 |
1,687.9 |
|
0.382 |
1,685.5 |
|
LOW |
1,677.9 |
|
0.618 |
1,665.6 |
|
1.000 |
1,658.0 |
|
1.618 |
1,645.7 |
|
2.618 |
1,625.8 |
|
4.250 |
1,593.3 |
|
|
| Fisher Pivots for day following 14-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,693.7 |
1,692.5 |
| PP |
1,690.8 |
1,688.3 |
| S1 |
1,687.9 |
1,684.2 |
|