| Trading Metrics calculated at close of trading on 16-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2018 |
16-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1,696.6 |
1,674.0 |
-22.6 |
-1.3% |
1,676.7 |
| High |
1,697.4 |
1,693.0 |
-4.4 |
-0.3% |
1,699.2 |
| Low |
1,662.5 |
1,671.0 |
8.5 |
0.5% |
1,671.0 |
| Close |
1,673.8 |
1,689.2 |
15.4 |
0.9% |
1,687.3 |
| Range |
34.9 |
22.0 |
-12.9 |
-37.0% |
28.2 |
| ATR |
21.0 |
21.0 |
0.1 |
0.3% |
0.0 |
| Volume |
148,349 |
91,739 |
-56,610 |
-38.2% |
440,822 |
|
| Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,750.4 |
1,741.8 |
1,701.3 |
|
| R3 |
1,728.4 |
1,719.8 |
1,695.3 |
|
| R2 |
1,706.4 |
1,706.4 |
1,693.2 |
|
| R1 |
1,697.8 |
1,697.8 |
1,691.2 |
1,702.1 |
| PP |
1,684.4 |
1,684.4 |
1,684.4 |
1,686.6 |
| S1 |
1,675.8 |
1,675.8 |
1,687.2 |
1,680.1 |
| S2 |
1,662.4 |
1,662.4 |
1,685.2 |
|
| S3 |
1,640.4 |
1,653.8 |
1,683.2 |
|
| S4 |
1,618.4 |
1,631.8 |
1,677.1 |
|
|
| 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 |
1,698.5 |
1,662.5 |
36.0 |
2.1% |
23.4 |
1.4% |
74% |
False |
False |
112,614 |
| 10 |
1,699.2 |
1,662.5 |
36.7 |
2.2% |
19.6 |
1.2% |
73% |
False |
False |
100,952 |
| 20 |
1,711.8 |
1,653.3 |
58.5 |
3.5% |
21.4 |
1.3% |
61% |
False |
False |
108,263 |
| 40 |
1,720.8 |
1,632.5 |
88.3 |
5.2% |
21.3 |
1.3% |
64% |
False |
False |
116,425 |
| 60 |
1,720.8 |
1,614.0 |
106.8 |
6.3% |
19.9 |
1.2% |
70% |
False |
False |
102,880 |
| 80 |
1,720.8 |
1,532.2 |
188.6 |
11.2% |
19.2 |
1.1% |
83% |
False |
False |
77,165 |
| 100 |
1,720.8 |
1,488.2 |
232.6 |
13.8% |
20.3 |
1.2% |
86% |
False |
False |
61,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,786.5 |
|
2.618 |
1,750.6 |
|
1.618 |
1,728.6 |
|
1.000 |
1,715.0 |
|
0.618 |
1,706.6 |
|
HIGH |
1,693.0 |
|
0.618 |
1,684.6 |
|
0.500 |
1,682.0 |
|
0.382 |
1,679.4 |
|
LOW |
1,671.0 |
|
0.618 |
1,657.4 |
|
1.000 |
1,649.0 |
|
1.618 |
1,635.4 |
|
2.618 |
1,613.4 |
|
4.250 |
1,577.5 |
|
|
| Fisher Pivots for day following 16-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,686.8 |
1,686.2 |
| PP |
1,684.4 |
1,683.2 |
| S1 |
1,682.0 |
1,680.2 |
|