| Trading Metrics calculated at close of trading on 16-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2018 |
16-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,841.75 |
2,822.25 |
-19.50 |
-0.7% |
2,841.50 |
| High |
2,843.00 |
2,851.75 |
8.75 |
0.3% |
2,863.75 |
| Low |
2,803.00 |
2,817.50 |
14.50 |
0.5% |
2,826.00 |
| Close |
2,821.25 |
2,844.75 |
23.50 |
0.8% |
2,836.75 |
| Range |
40.00 |
34.25 |
-5.75 |
-14.4% |
37.75 |
| ATR |
23.64 |
24.40 |
0.76 |
3.2% |
0.00 |
| Volume |
1,871,800 |
1,271,529 |
-600,271 |
-32.1% |
4,435,835 |
|
| Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,940.75 |
2,927.00 |
2,863.50 |
|
| R3 |
2,906.50 |
2,892.75 |
2,854.25 |
|
| R2 |
2,872.25 |
2,872.25 |
2,851.00 |
|
| R1 |
2,858.50 |
2,858.50 |
2,848.00 |
2,865.50 |
| PP |
2,838.00 |
2,838.00 |
2,838.00 |
2,841.50 |
| S1 |
2,824.25 |
2,824.25 |
2,841.50 |
2,831.00 |
| S2 |
2,803.75 |
2,803.75 |
2,838.50 |
|
| S3 |
2,769.50 |
2,790.00 |
2,835.25 |
|
| S4 |
2,735.25 |
2,755.75 |
2,826.00 |
|
|
| 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 |
2,852.75 |
2,803.00 |
49.75 |
1.7% |
28.50 |
1.0% |
84% |
False |
False |
1,372,992 |
| 10 |
2,863.75 |
2,803.00 |
60.75 |
2.1% |
21.50 |
0.8% |
69% |
False |
False |
1,080,685 |
| 20 |
2,863.75 |
2,791.00 |
72.75 |
2.6% |
23.50 |
0.8% |
74% |
False |
False |
1,134,398 |
| 40 |
2,863.75 |
2,693.25 |
170.50 |
6.0% |
25.25 |
0.9% |
89% |
False |
False |
1,200,072 |
| 60 |
2,863.75 |
2,679.25 |
184.50 |
6.5% |
25.75 |
0.9% |
90% |
False |
False |
1,024,912 |
| 80 |
2,863.75 |
2,595.75 |
268.00 |
9.4% |
26.50 |
0.9% |
93% |
False |
False |
770,720 |
| 100 |
2,863.75 |
2,556.75 |
307.00 |
10.8% |
30.75 |
1.1% |
94% |
False |
False |
618,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,997.25 |
|
2.618 |
2,941.50 |
|
1.618 |
2,907.25 |
|
1.000 |
2,886.00 |
|
0.618 |
2,873.00 |
|
HIGH |
2,851.75 |
|
0.618 |
2,838.75 |
|
0.500 |
2,834.50 |
|
0.382 |
2,830.50 |
|
LOW |
2,817.50 |
|
0.618 |
2,796.25 |
|
1.000 |
2,783.25 |
|
1.618 |
2,762.00 |
|
2.618 |
2,727.75 |
|
4.250 |
2,672.00 |
|
|
| Fisher Pivots for day following 16-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,841.50 |
2,839.00 |
| PP |
2,838.00 |
2,833.25 |
| S1 |
2,834.50 |
2,827.50 |
|