| Trading Metrics calculated at close of trading on 15-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1,678.1 |
1,696.6 |
18.5 |
1.1% |
1,676.7 |
| High |
1,697.8 |
1,697.4 |
-0.4 |
0.0% |
1,699.2 |
| Low |
1,677.9 |
1,662.5 |
-15.4 |
-0.9% |
1,671.0 |
| Close |
1,696.6 |
1,673.8 |
-22.8 |
-1.3% |
1,687.3 |
| Range |
19.9 |
34.9 |
15.0 |
75.4% |
28.2 |
| ATR |
19.9 |
21.0 |
1.1 |
5.4% |
0.0 |
| Volume |
100,358 |
148,349 |
47,991 |
47.8% |
440,822 |
|
| Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,782.6 |
1,763.1 |
1,693.0 |
|
| R3 |
1,747.7 |
1,728.2 |
1,683.4 |
|
| R2 |
1,712.8 |
1,712.8 |
1,680.2 |
|
| R1 |
1,693.3 |
1,693.3 |
1,677.0 |
1,685.6 |
| PP |
1,677.9 |
1,677.9 |
1,677.9 |
1,674.1 |
| S1 |
1,658.4 |
1,658.4 |
1,670.6 |
1,650.7 |
| S2 |
1,643.0 |
1,643.0 |
1,667.4 |
|
| S3 |
1,608.1 |
1,623.5 |
1,664.2 |
|
| S4 |
1,573.2 |
1,588.6 |
1,654.6 |
|
|
| 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 |
1,662.5 |
36.7 |
2.2% |
21.8 |
1.3% |
31% |
False |
True |
108,609 |
| 10 |
1,699.2 |
1,656.8 |
42.4 |
2.5% |
20.3 |
1.2% |
40% |
False |
False |
102,819 |
| 20 |
1,711.8 |
1,653.3 |
58.5 |
3.5% |
21.4 |
1.3% |
35% |
False |
False |
108,986 |
| 40 |
1,720.8 |
1,632.5 |
88.3 |
5.3% |
21.2 |
1.3% |
47% |
False |
False |
116,966 |
| 60 |
1,720.8 |
1,614.0 |
106.8 |
6.4% |
19.8 |
1.2% |
56% |
False |
False |
101,352 |
| 80 |
1,720.8 |
1,532.2 |
188.6 |
11.3% |
19.4 |
1.2% |
75% |
False |
False |
76,019 |
| 100 |
1,720.8 |
1,488.2 |
232.6 |
13.9% |
20.3 |
1.2% |
80% |
False |
False |
60,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,845.7 |
|
2.618 |
1,788.8 |
|
1.618 |
1,753.9 |
|
1.000 |
1,732.3 |
|
0.618 |
1,719.0 |
|
HIGH |
1,697.4 |
|
0.618 |
1,684.1 |
|
0.500 |
1,680.0 |
|
0.382 |
1,675.8 |
|
LOW |
1,662.5 |
|
0.618 |
1,640.9 |
|
1.000 |
1,627.6 |
|
1.618 |
1,606.0 |
|
2.618 |
1,571.1 |
|
4.250 |
1,514.2 |
|
|
| Fisher Pivots for day following 15-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,680.0 |
1,680.2 |
| PP |
1,677.9 |
1,678.0 |
| S1 |
1,675.9 |
1,675.9 |
|