| Trading Metrics calculated at close of trading on 15-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,826.75 |
2,841.75 |
15.00 |
0.5% |
2,841.50 |
| High |
2,843.50 |
2,843.00 |
-0.50 |
0.0% |
2,863.75 |
| Low |
2,825.75 |
2,803.00 |
-22.75 |
-0.8% |
2,826.00 |
| Close |
2,841.00 |
2,821.25 |
-19.75 |
-0.7% |
2,836.75 |
| Range |
17.75 |
40.00 |
22.25 |
125.4% |
37.75 |
| ATR |
22.38 |
23.64 |
1.26 |
5.6% |
0.00 |
| Volume |
1,022,577 |
1,871,800 |
849,223 |
83.0% |
4,435,835 |
|
| Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,942.50 |
2,921.75 |
2,843.25 |
|
| R3 |
2,902.50 |
2,881.75 |
2,832.25 |
|
| R2 |
2,862.50 |
2,862.50 |
2,828.50 |
|
| R1 |
2,841.75 |
2,841.75 |
2,825.00 |
2,832.00 |
| PP |
2,822.50 |
2,822.50 |
2,822.50 |
2,817.50 |
| S1 |
2,801.75 |
2,801.75 |
2,817.50 |
2,792.00 |
| S2 |
2,782.50 |
2,782.50 |
2,814.00 |
|
| S3 |
2,742.50 |
2,761.75 |
2,810.25 |
|
| S4 |
2,702.50 |
2,721.75 |
2,799.25 |
|
|
| 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 |
2,803.00 |
59.75 |
2.1% |
24.00 |
0.9% |
31% |
False |
True |
1,258,025 |
| 10 |
2,863.75 |
2,791.00 |
72.75 |
2.6% |
22.25 |
0.8% |
42% |
False |
False |
1,077,346 |
| 20 |
2,863.75 |
2,791.00 |
72.75 |
2.6% |
22.75 |
0.8% |
42% |
False |
False |
1,124,954 |
| 40 |
2,863.75 |
2,693.25 |
170.50 |
6.0% |
25.00 |
0.9% |
75% |
False |
False |
1,195,354 |
| 60 |
2,863.75 |
2,679.25 |
184.50 |
6.5% |
25.50 |
0.9% |
77% |
False |
False |
1,003,942 |
| 80 |
2,863.75 |
2,595.75 |
268.00 |
9.5% |
26.75 |
1.0% |
84% |
False |
False |
754,958 |
| 100 |
2,863.75 |
2,556.75 |
307.00 |
10.9% |
31.00 |
1.1% |
86% |
False |
False |
605,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,013.00 |
|
2.618 |
2,947.75 |
|
1.618 |
2,907.75 |
|
1.000 |
2,883.00 |
|
0.618 |
2,867.75 |
|
HIGH |
2,843.00 |
|
0.618 |
2,827.75 |
|
0.500 |
2,823.00 |
|
0.382 |
2,818.25 |
|
LOW |
2,803.00 |
|
0.618 |
2,778.25 |
|
1.000 |
2,763.00 |
|
1.618 |
2,738.25 |
|
2.618 |
2,698.25 |
|
4.250 |
2,633.00 |
|
|
| Fisher Pivots for day following 15-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,823.00 |
2,823.50 |
| PP |
2,822.50 |
2,822.75 |
| S1 |
2,821.75 |
2,822.00 |
|