| Trading Metrics calculated at close of trading on 23-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2018 |
23-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
22,230 |
22,400 |
170 |
0.8% |
22,125 |
| High |
22,455 |
22,525 |
70 |
0.3% |
22,385 |
| Low |
22,145 |
22,365 |
220 |
1.0% |
21,830 |
| Close |
22,370 |
22,500 |
130 |
0.6% |
22,270 |
| Range |
310 |
160 |
-150 |
-48.4% |
555 |
| ATR |
301 |
291 |
-10 |
-3.3% |
0 |
| Volume |
5,801 |
5,950 |
149 |
2.6% |
51,529 |
|
| Daily Pivots for day following 23-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,943 |
22,882 |
22,588 |
|
| R3 |
22,783 |
22,722 |
22,544 |
|
| R2 |
22,623 |
22,623 |
22,529 |
|
| R1 |
22,562 |
22,562 |
22,515 |
22,593 |
| PP |
22,463 |
22,463 |
22,463 |
22,479 |
| S1 |
22,402 |
22,402 |
22,485 |
22,433 |
| S2 |
22,303 |
22,303 |
22,471 |
|
| S3 |
22,143 |
22,242 |
22,456 |
|
| S4 |
21,983 |
22,082 |
22,412 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,827 |
23,603 |
22,575 |
|
| R3 |
23,272 |
23,048 |
22,423 |
|
| R2 |
22,717 |
22,717 |
22,372 |
|
| R1 |
22,493 |
22,493 |
22,321 |
22,605 |
| PP |
22,162 |
22,162 |
22,162 |
22,218 |
| S1 |
21,938 |
21,938 |
22,219 |
22,050 |
| S2 |
21,607 |
21,607 |
22,168 |
|
| S3 |
21,052 |
21,383 |
22,118 |
|
| S4 |
20,497 |
20,828 |
21,965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,525 |
22,045 |
480 |
2.1% |
238 |
1.1% |
95% |
True |
False |
5,842 |
| 10 |
22,620 |
21,830 |
790 |
3.5% |
342 |
1.5% |
85% |
False |
False |
8,765 |
| 20 |
22,830 |
21,830 |
1,000 |
4.4% |
288 |
1.3% |
67% |
False |
False |
7,844 |
| 40 |
22,955 |
21,475 |
1,480 |
6.6% |
289 |
1.3% |
69% |
False |
False |
8,387 |
| 60 |
23,005 |
21,475 |
1,530 |
6.8% |
295 |
1.3% |
67% |
False |
False |
8,727 |
| 80 |
23,040 |
21,475 |
1,565 |
7.0% |
269 |
1.2% |
65% |
False |
False |
6,557 |
| 100 |
23,040 |
21,105 |
1,935 |
8.6% |
252 |
1.1% |
72% |
False |
False |
5,246 |
| 120 |
23,040 |
20,180 |
2,860 |
12.7% |
264 |
1.2% |
81% |
False |
False |
4,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,205 |
|
2.618 |
22,944 |
|
1.618 |
22,784 |
|
1.000 |
22,685 |
|
0.618 |
22,624 |
|
HIGH |
22,525 |
|
0.618 |
22,464 |
|
0.500 |
22,445 |
|
0.382 |
22,426 |
|
LOW |
22,365 |
|
0.618 |
22,266 |
|
1.000 |
22,205 |
|
1.618 |
22,106 |
|
2.618 |
21,946 |
|
4.250 |
21,685 |
|
|
| Fisher Pivots for day following 23-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
22,482 |
22,428 |
| PP |
22,463 |
22,357 |
| S1 |
22,445 |
22,285 |
|