| Trading Metrics calculated at close of trading on 20-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2018 |
20-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
7,382.50 |
7,390.50 |
8.00 |
0.1% |
7,425.50 |
| High |
7,407.00 |
7,420.75 |
13.75 |
0.2% |
7,479.00 |
| Low |
7,321.75 |
7,351.50 |
29.75 |
0.4% |
7,316.50 |
| Close |
7,387.75 |
7,387.00 |
-0.75 |
0.0% |
7,387.75 |
| Range |
85.25 |
69.25 |
-16.00 |
-18.8% |
162.50 |
| ATR |
93.84 |
92.08 |
-1.76 |
-1.9% |
0.00 |
| Volume |
366,862 |
286,070 |
-80,792 |
-22.0% |
1,919,750 |
|
| Daily Pivots for day following 20-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,594.25 |
7,559.75 |
7,425.00 |
|
| R3 |
7,525.00 |
7,490.50 |
7,406.00 |
|
| R2 |
7,455.75 |
7,455.75 |
7,399.75 |
|
| R1 |
7,421.25 |
7,421.25 |
7,393.25 |
7,404.00 |
| PP |
7,386.50 |
7,386.50 |
7,386.50 |
7,377.75 |
| S1 |
7,352.00 |
7,352.00 |
7,380.75 |
7,334.50 |
| S2 |
7,317.25 |
7,317.25 |
7,374.25 |
|
| S3 |
7,248.00 |
7,282.75 |
7,368.00 |
|
| S4 |
7,178.75 |
7,213.50 |
7,349.00 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,882.00 |
7,797.25 |
7,477.00 |
|
| R3 |
7,719.50 |
7,634.75 |
7,432.50 |
|
| R2 |
7,557.00 |
7,557.00 |
7,417.50 |
|
| R1 |
7,472.25 |
7,472.25 |
7,402.75 |
7,433.50 |
| PP |
7,394.50 |
7,394.50 |
7,394.50 |
7,375.00 |
| S1 |
7,309.75 |
7,309.75 |
7,372.75 |
7,271.00 |
| S2 |
7,232.00 |
7,232.00 |
7,358.00 |
|
| S3 |
7,069.50 |
7,147.25 |
7,343.00 |
|
| S4 |
6,907.00 |
6,984.75 |
7,298.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,465.00 |
7,316.50 |
148.50 |
2.0% |
88.50 |
1.2% |
47% |
False |
False |
365,576 |
| 10 |
7,505.50 |
7,316.50 |
189.00 |
2.6% |
77.25 |
1.0% |
37% |
False |
False |
334,354 |
| 20 |
7,530.00 |
7,166.75 |
363.25 |
4.9% |
95.50 |
1.3% |
61% |
False |
False |
365,839 |
| 40 |
7,530.00 |
6,956.00 |
574.00 |
7.8% |
101.75 |
1.4% |
75% |
False |
False |
360,038 |
| 60 |
7,530.00 |
6,916.50 |
613.50 |
8.3% |
97.00 |
1.3% |
77% |
False |
False |
302,614 |
| 80 |
7,530.00 |
6,563.25 |
966.75 |
13.1% |
97.25 |
1.3% |
85% |
False |
False |
227,158 |
| 100 |
7,530.00 |
6,338.00 |
1,192.00 |
16.1% |
108.25 |
1.5% |
88% |
False |
False |
182,012 |
| 120 |
7,530.00 |
6,338.00 |
1,192.00 |
16.1% |
114.00 |
1.5% |
88% |
False |
False |
151,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,715.00 |
|
2.618 |
7,602.00 |
|
1.618 |
7,532.75 |
|
1.000 |
7,490.00 |
|
0.618 |
7,463.50 |
|
HIGH |
7,420.75 |
|
0.618 |
7,394.25 |
|
0.500 |
7,386.00 |
|
0.382 |
7,378.00 |
|
LOW |
7,351.50 |
|
0.618 |
7,308.75 |
|
1.000 |
7,282.25 |
|
1.618 |
7,239.50 |
|
2.618 |
7,170.25 |
|
4.250 |
7,057.25 |
|
|
| Fisher Pivots for day following 20-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,386.75 |
7,384.00 |
| PP |
7,386.50 |
7,381.00 |
| S1 |
7,386.00 |
7,378.00 |
|