| Trading Metrics calculated at close of trading on 09-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2018 |
09-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,860.50 |
2,853.50 |
-7.00 |
-0.2% |
2,816.00 |
| High |
2,862.50 |
2,862.75 |
0.25 |
0.0% |
2,841.50 |
| Low |
2,852.50 |
2,850.50 |
-2.00 |
-0.1% |
2,791.00 |
| Close |
2,855.25 |
2,853.75 |
-1.50 |
-0.1% |
2,839.50 |
| Range |
10.00 |
12.25 |
2.25 |
22.5% |
50.50 |
| ATR |
23.01 |
22.24 |
-0.77 |
-3.3% |
0.00 |
| Volume |
745,412 |
696,695 |
-48,717 |
-6.5% |
5,795,024 |
|
| Daily Pivots for day following 09-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,892.50 |
2,885.25 |
2,860.50 |
|
| R3 |
2,880.25 |
2,873.00 |
2,857.00 |
|
| R2 |
2,868.00 |
2,868.00 |
2,856.00 |
|
| R1 |
2,860.75 |
2,860.75 |
2,854.75 |
2,864.50 |
| PP |
2,855.75 |
2,855.75 |
2,855.75 |
2,857.50 |
| S1 |
2,848.50 |
2,848.50 |
2,852.75 |
2,852.00 |
| S2 |
2,843.50 |
2,843.50 |
2,851.50 |
|
| S3 |
2,831.25 |
2,836.25 |
2,850.50 |
|
| S4 |
2,819.00 |
2,824.00 |
2,847.00 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,975.50 |
2,958.00 |
2,867.25 |
|
| R3 |
2,925.00 |
2,907.50 |
2,853.50 |
|
| R2 |
2,874.50 |
2,874.50 |
2,848.75 |
|
| R1 |
2,857.00 |
2,857.00 |
2,844.25 |
2,865.75 |
| PP |
2,824.00 |
2,824.00 |
2,824.00 |
2,828.50 |
| S1 |
2,806.50 |
2,806.50 |
2,834.75 |
2,815.25 |
| S2 |
2,773.50 |
2,773.50 |
2,830.25 |
|
| S3 |
2,723.00 |
2,756.00 |
2,825.50 |
|
| S4 |
2,672.50 |
2,705.50 |
2,811.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,863.75 |
2,824.75 |
39.00 |
1.4% |
14.50 |
0.5% |
74% |
False |
False |
788,379 |
| 10 |
2,863.75 |
2,791.00 |
72.75 |
2.5% |
22.00 |
0.8% |
86% |
False |
False |
1,030,673 |
| 20 |
2,863.75 |
2,789.75 |
74.00 |
2.6% |
20.50 |
0.7% |
86% |
False |
False |
1,028,962 |
| 40 |
2,863.75 |
2,693.25 |
170.50 |
6.0% |
25.25 |
0.9% |
94% |
False |
False |
1,191,453 |
| 60 |
2,863.75 |
2,679.25 |
184.50 |
6.5% |
25.00 |
0.9% |
95% |
False |
False |
911,384 |
| 80 |
2,863.75 |
2,595.75 |
268.00 |
9.4% |
27.00 |
0.9% |
96% |
False |
False |
685,698 |
| 100 |
2,863.75 |
2,556.75 |
307.00 |
10.8% |
32.00 |
1.1% |
97% |
False |
False |
550,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,914.75 |
|
2.618 |
2,894.75 |
|
1.618 |
2,882.50 |
|
1.000 |
2,875.00 |
|
0.618 |
2,870.25 |
|
HIGH |
2,862.75 |
|
0.618 |
2,858.00 |
|
0.500 |
2,856.50 |
|
0.382 |
2,855.25 |
|
LOW |
2,850.50 |
|
0.618 |
2,843.00 |
|
1.000 |
2,838.25 |
|
1.618 |
2,830.75 |
|
2.618 |
2,818.50 |
|
4.250 |
2,798.50 |
|
|
| Fisher Pivots for day following 09-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,856.50 |
2,856.00 |
| PP |
2,855.75 |
2,855.25 |
| S1 |
2,854.75 |
2,854.50 |
|