| Trading Metrics calculated at close of trading on 17-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2018 |
17-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,822.25 |
2,843.50 |
21.25 |
0.8% |
2,835.75 |
| High |
2,851.75 |
2,857.00 |
5.25 |
0.2% |
2,857.00 |
| Low |
2,817.50 |
2,835.00 |
17.50 |
0.6% |
2,803.00 |
| Close |
2,844.75 |
2,852.25 |
7.50 |
0.3% |
2,852.25 |
| Range |
34.25 |
22.00 |
-12.25 |
-35.8% |
54.00 |
| ATR |
24.40 |
24.22 |
-0.17 |
-0.7% |
0.00 |
| Volume |
1,271,529 |
1,202,980 |
-68,549 |
-5.4% |
6,651,760 |
|
| Daily Pivots for day following 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,914.00 |
2,905.25 |
2,864.25 |
|
| R3 |
2,892.00 |
2,883.25 |
2,858.25 |
|
| R2 |
2,870.00 |
2,870.00 |
2,856.25 |
|
| R1 |
2,861.25 |
2,861.25 |
2,854.25 |
2,865.50 |
| PP |
2,848.00 |
2,848.00 |
2,848.00 |
2,850.25 |
| S1 |
2,839.25 |
2,839.25 |
2,850.25 |
2,843.50 |
| S2 |
2,826.00 |
2,826.00 |
2,848.25 |
|
| S3 |
2,804.00 |
2,817.25 |
2,846.25 |
|
| S4 |
2,782.00 |
2,795.25 |
2,840.25 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,999.50 |
2,979.75 |
2,882.00 |
|
| R3 |
2,945.50 |
2,925.75 |
2,867.00 |
|
| R2 |
2,891.50 |
2,891.50 |
2,862.25 |
|
| R1 |
2,871.75 |
2,871.75 |
2,857.25 |
2,881.50 |
| PP |
2,837.50 |
2,837.50 |
2,837.50 |
2,842.25 |
| S1 |
2,817.75 |
2,817.75 |
2,847.25 |
2,827.50 |
| S2 |
2,783.50 |
2,783.50 |
2,842.25 |
|
| S3 |
2,729.50 |
2,763.75 |
2,837.50 |
|
| S4 |
2,675.50 |
2,709.75 |
2,822.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,857.00 |
2,803.00 |
54.00 |
1.9% |
27.50 |
1.0% |
91% |
True |
False |
1,330,352 |
| 10 |
2,863.75 |
2,803.00 |
60.75 |
2.1% |
22.00 |
0.8% |
81% |
False |
False |
1,108,759 |
| 20 |
2,863.75 |
2,791.00 |
72.75 |
2.6% |
23.75 |
0.8% |
84% |
False |
False |
1,143,864 |
| 40 |
2,863.75 |
2,693.25 |
170.50 |
6.0% |
25.00 |
0.9% |
93% |
False |
False |
1,192,816 |
| 60 |
2,863.75 |
2,679.25 |
184.50 |
6.5% |
25.75 |
0.9% |
94% |
False |
False |
1,044,619 |
| 80 |
2,863.75 |
2,595.75 |
268.00 |
9.4% |
26.25 |
0.9% |
96% |
False |
False |
785,625 |
| 100 |
2,863.75 |
2,556.75 |
307.00 |
10.8% |
30.00 |
1.1% |
96% |
False |
False |
630,379 |
| 120 |
2,863.75 |
2,556.75 |
307.00 |
10.8% |
32.75 |
1.1% |
96% |
False |
False |
526,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,950.50 |
|
2.618 |
2,914.50 |
|
1.618 |
2,892.50 |
|
1.000 |
2,879.00 |
|
0.618 |
2,870.50 |
|
HIGH |
2,857.00 |
|
0.618 |
2,848.50 |
|
0.500 |
2,846.00 |
|
0.382 |
2,843.50 |
|
LOW |
2,835.00 |
|
0.618 |
2,821.50 |
|
1.000 |
2,813.00 |
|
1.618 |
2,799.50 |
|
2.618 |
2,777.50 |
|
4.250 |
2,741.50 |
|
|
| Fisher Pivots for day following 17-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,850.25 |
2,844.75 |
| PP |
2,848.00 |
2,837.50 |
| S1 |
2,846.00 |
2,830.00 |
|