| Trading Metrics calculated at close of trading on 14-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,835.75 |
2,826.75 |
-9.00 |
-0.3% |
2,841.50 |
| High |
2,843.75 |
2,843.50 |
-0.25 |
0.0% |
2,863.75 |
| Low |
2,820.00 |
2,825.75 |
5.75 |
0.2% |
2,826.00 |
| Close |
2,825.50 |
2,841.00 |
15.50 |
0.5% |
2,836.75 |
| Range |
23.75 |
17.75 |
-6.00 |
-25.3% |
37.75 |
| ATR |
22.72 |
22.38 |
-0.34 |
-1.5% |
0.00 |
| Volume |
1,282,874 |
1,022,577 |
-260,297 |
-20.3% |
4,435,835 |
|
| Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,890.00 |
2,883.25 |
2,850.75 |
|
| R3 |
2,872.25 |
2,865.50 |
2,846.00 |
|
| R2 |
2,854.50 |
2,854.50 |
2,844.25 |
|
| R1 |
2,847.75 |
2,847.75 |
2,842.75 |
2,851.00 |
| PP |
2,836.75 |
2,836.75 |
2,836.75 |
2,838.50 |
| S1 |
2,830.00 |
2,830.00 |
2,839.25 |
2,833.50 |
| S2 |
2,819.00 |
2,819.00 |
2,837.75 |
|
| S3 |
2,801.25 |
2,812.25 |
2,836.00 |
|
| S4 |
2,783.50 |
2,794.50 |
2,831.25 |
|
|
| 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 |
2,862.75 |
2,820.00 |
42.75 |
1.5% |
18.00 |
0.6% |
49% |
False |
False |
1,032,748 |
| 10 |
2,863.75 |
2,791.00 |
72.75 |
2.6% |
20.25 |
0.7% |
69% |
False |
False |
999,995 |
| 20 |
2,863.75 |
2,791.00 |
72.75 |
2.6% |
21.25 |
0.7% |
69% |
False |
False |
1,074,390 |
| 40 |
2,863.75 |
2,693.25 |
170.50 |
6.0% |
25.00 |
0.9% |
87% |
False |
False |
1,189,986 |
| 60 |
2,863.75 |
2,679.25 |
184.50 |
6.5% |
25.25 |
0.9% |
88% |
False |
False |
972,908 |
| 80 |
2,863.75 |
2,595.75 |
268.00 |
9.4% |
26.75 |
0.9% |
92% |
False |
False |
731,704 |
| 100 |
2,863.75 |
2,556.75 |
307.00 |
10.8% |
31.50 |
1.1% |
93% |
False |
False |
587,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,919.00 |
|
2.618 |
2,890.00 |
|
1.618 |
2,872.25 |
|
1.000 |
2,861.25 |
|
0.618 |
2,854.50 |
|
HIGH |
2,843.50 |
|
0.618 |
2,836.75 |
|
0.500 |
2,834.50 |
|
0.382 |
2,832.50 |
|
LOW |
2,825.75 |
|
0.618 |
2,814.75 |
|
1.000 |
2,808.00 |
|
1.618 |
2,797.00 |
|
2.618 |
2,779.25 |
|
4.250 |
2,750.25 |
|
|
| Fisher Pivots for day following 14-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,839.00 |
2,839.50 |
| PP |
2,836.75 |
2,838.00 |
| S1 |
2,834.50 |
2,836.50 |
|