| Trading Metrics calculated at close of trading on 10-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,853.50 |
2,852.50 |
-1.00 |
0.0% |
2,841.50 |
| High |
2,862.75 |
2,852.75 |
-10.00 |
-0.3% |
2,863.75 |
| Low |
2,850.50 |
2,826.00 |
-24.50 |
-0.9% |
2,826.00 |
| Close |
2,853.75 |
2,836.75 |
-17.00 |
-0.6% |
2,836.75 |
| Range |
12.25 |
26.75 |
14.50 |
118.4% |
37.75 |
| ATR |
22.24 |
22.64 |
0.39 |
1.8% |
0.00 |
| Volume |
696,695 |
1,416,182 |
719,487 |
103.3% |
4,435,835 |
|
| Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,918.75 |
2,904.50 |
2,851.50 |
|
| R3 |
2,892.00 |
2,877.75 |
2,844.00 |
|
| R2 |
2,865.25 |
2,865.25 |
2,841.75 |
|
| R1 |
2,851.00 |
2,851.00 |
2,839.25 |
2,844.75 |
| PP |
2,838.50 |
2,838.50 |
2,838.50 |
2,835.50 |
| S1 |
2,824.25 |
2,824.25 |
2,834.25 |
2,818.00 |
| S2 |
2,811.75 |
2,811.75 |
2,831.75 |
|
| S3 |
2,785.00 |
2,797.50 |
2,829.50 |
|
| S4 |
2,758.25 |
2,770.75 |
2,822.00 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,955.50 |
2,933.75 |
2,857.50 |
|
| R3 |
2,917.75 |
2,896.00 |
2,847.25 |
|
| R2 |
2,880.00 |
2,880.00 |
2,843.75 |
|
| R1 |
2,858.25 |
2,858.25 |
2,840.25 |
2,850.25 |
| PP |
2,842.25 |
2,842.25 |
2,842.25 |
2,838.00 |
| S1 |
2,820.50 |
2,820.50 |
2,833.25 |
2,812.50 |
| S2 |
2,804.50 |
2,804.50 |
2,829.75 |
|
| S3 |
2,766.75 |
2,782.75 |
2,826.25 |
|
| S4 |
2,729.00 |
2,745.00 |
2,816.00 |
|
|
| 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 |
2,826.00 |
37.75 |
1.3% |
16.50 |
0.6% |
28% |
False |
True |
887,167 |
| 10 |
2,863.75 |
2,791.00 |
72.75 |
2.6% |
21.00 |
0.7% |
63% |
False |
False |
1,023,085 |
| 20 |
2,863.75 |
2,789.75 |
74.00 |
2.6% |
21.25 |
0.7% |
64% |
False |
False |
1,052,156 |
| 40 |
2,863.75 |
2,693.25 |
170.50 |
6.0% |
25.25 |
0.9% |
84% |
False |
False |
1,194,979 |
| 60 |
2,863.75 |
2,679.25 |
184.50 |
6.5% |
25.00 |
0.9% |
85% |
False |
False |
934,848 |
| 80 |
2,863.75 |
2,595.75 |
268.00 |
9.4% |
27.00 |
1.0% |
90% |
False |
False |
703,309 |
| 100 |
2,863.75 |
2,556.75 |
307.00 |
10.8% |
32.25 |
1.1% |
91% |
False |
False |
564,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,966.50 |
|
2.618 |
2,922.75 |
|
1.618 |
2,896.00 |
|
1.000 |
2,879.50 |
|
0.618 |
2,869.25 |
|
HIGH |
2,852.75 |
|
0.618 |
2,842.50 |
|
0.500 |
2,839.50 |
|
0.382 |
2,836.25 |
|
LOW |
2,826.00 |
|
0.618 |
2,809.50 |
|
1.000 |
2,799.25 |
|
1.618 |
2,782.75 |
|
2.618 |
2,756.00 |
|
4.250 |
2,712.25 |
|
|
| Fisher Pivots for day following 10-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,839.50 |
2,844.50 |
| PP |
2,838.50 |
2,841.75 |
| S1 |
2,837.50 |
2,839.25 |
|