| Trading Metrics calculated at close of trading on 13-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2018 |
13-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,852.50 |
2,835.75 |
-16.75 |
-0.6% |
2,841.50 |
| High |
2,852.75 |
2,843.75 |
-9.00 |
-0.3% |
2,863.75 |
| Low |
2,826.00 |
2,820.00 |
-6.00 |
-0.2% |
2,826.00 |
| Close |
2,836.75 |
2,825.50 |
-11.25 |
-0.4% |
2,836.75 |
| Range |
26.75 |
23.75 |
-3.00 |
-11.2% |
37.75 |
| ATR |
22.64 |
22.72 |
0.08 |
0.4% |
0.00 |
| Volume |
1,416,182 |
1,282,874 |
-133,308 |
-9.4% |
4,435,835 |
|
| Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.00 |
2,887.00 |
2,838.50 |
|
| R3 |
2,877.25 |
2,863.25 |
2,832.00 |
|
| R2 |
2,853.50 |
2,853.50 |
2,829.75 |
|
| R1 |
2,839.50 |
2,839.50 |
2,827.75 |
2,834.50 |
| PP |
2,829.75 |
2,829.75 |
2,829.75 |
2,827.25 |
| S1 |
2,815.75 |
2,815.75 |
2,823.25 |
2,811.00 |
| S2 |
2,806.00 |
2,806.00 |
2,821.25 |
|
| S3 |
2,782.25 |
2,792.00 |
2,819.00 |
|
| S4 |
2,758.50 |
2,768.25 |
2,812.50 |
|
|
| 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 |
2,820.00 |
43.75 |
1.5% |
17.75 |
0.6% |
13% |
False |
True |
984,277 |
| 10 |
2,863.75 |
2,791.00 |
72.75 |
2.6% |
21.00 |
0.7% |
47% |
False |
False |
1,034,427 |
| 20 |
2,863.75 |
2,789.75 |
74.00 |
2.6% |
21.75 |
0.8% |
48% |
False |
False |
1,076,220 |
| 40 |
2,863.75 |
2,693.25 |
170.50 |
6.0% |
25.25 |
0.9% |
78% |
False |
False |
1,189,250 |
| 60 |
2,863.75 |
2,679.25 |
184.50 |
6.5% |
25.25 |
0.9% |
79% |
False |
False |
956,116 |
| 80 |
2,863.75 |
2,595.75 |
268.00 |
9.5% |
27.00 |
1.0% |
86% |
False |
False |
719,064 |
| 100 |
2,863.75 |
2,556.75 |
307.00 |
10.9% |
32.00 |
1.1% |
88% |
False |
False |
577,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,944.75 |
|
2.618 |
2,906.00 |
|
1.618 |
2,882.25 |
|
1.000 |
2,867.50 |
|
0.618 |
2,858.50 |
|
HIGH |
2,843.75 |
|
0.618 |
2,834.75 |
|
0.500 |
2,832.00 |
|
0.382 |
2,829.00 |
|
LOW |
2,820.00 |
|
0.618 |
2,805.25 |
|
1.000 |
2,796.25 |
|
1.618 |
2,781.50 |
|
2.618 |
2,757.75 |
|
4.250 |
2,719.00 |
|
|
| Fisher Pivots for day following 13-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,832.00 |
2,841.50 |
| PP |
2,829.75 |
2,836.00 |
| S1 |
2,827.50 |
2,830.75 |
|