| Trading Metrics calculated at close of trading on 21-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,851.75 |
2,856.75 |
5.00 |
0.2% |
2,835.75 |
| High |
2,860.75 |
2,874.00 |
13.25 |
0.5% |
2,857.00 |
| Low |
2,850.25 |
2,852.00 |
1.75 |
0.1% |
2,803.00 |
| Close |
2,858.50 |
2,861.75 |
3.25 |
0.1% |
2,852.25 |
| Range |
10.50 |
22.00 |
11.50 |
109.5% |
54.00 |
| ATR |
23.24 |
23.16 |
-0.09 |
-0.4% |
0.00 |
| Volume |
817,383 |
1,055,051 |
237,668 |
29.1% |
6,651,760 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,928.50 |
2,917.25 |
2,873.75 |
|
| R3 |
2,906.50 |
2,895.25 |
2,867.75 |
|
| R2 |
2,884.50 |
2,884.50 |
2,865.75 |
|
| R1 |
2,873.25 |
2,873.25 |
2,863.75 |
2,879.00 |
| PP |
2,862.50 |
2,862.50 |
2,862.50 |
2,865.50 |
| S1 |
2,851.25 |
2,851.25 |
2,859.75 |
2,857.00 |
| S2 |
2,840.50 |
2,840.50 |
2,857.75 |
|
| S3 |
2,818.50 |
2,829.25 |
2,855.75 |
|
| S4 |
2,796.50 |
2,807.25 |
2,849.75 |
|
|
| 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 |
2,874.00 |
2,803.00 |
71.00 |
2.5% |
25.75 |
0.9% |
83% |
True |
False |
1,243,748 |
| 10 |
2,874.00 |
2,803.00 |
71.00 |
2.5% |
22.00 |
0.8% |
83% |
True |
False |
1,138,248 |
| 20 |
2,874.00 |
2,791.00 |
83.00 |
2.9% |
23.25 |
0.8% |
85% |
True |
False |
1,129,477 |
| 40 |
2,874.00 |
2,693.25 |
180.75 |
6.3% |
23.75 |
0.8% |
93% |
True |
False |
1,156,733 |
| 60 |
2,874.00 |
2,679.25 |
194.75 |
6.8% |
25.25 |
0.9% |
94% |
True |
False |
1,075,318 |
| 80 |
2,874.00 |
2,595.75 |
278.25 |
9.7% |
26.00 |
0.9% |
96% |
True |
False |
808,883 |
| 100 |
2,874.00 |
2,556.75 |
317.25 |
11.1% |
29.50 |
1.0% |
96% |
True |
False |
648,964 |
| 120 |
2,874.00 |
2,556.75 |
317.25 |
11.1% |
32.00 |
1.1% |
96% |
True |
False |
541,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,967.50 |
|
2.618 |
2,931.50 |
|
1.618 |
2,909.50 |
|
1.000 |
2,896.00 |
|
0.618 |
2,887.50 |
|
HIGH |
2,874.00 |
|
0.618 |
2,865.50 |
|
0.500 |
2,863.00 |
|
0.382 |
2,860.50 |
|
LOW |
2,852.00 |
|
0.618 |
2,838.50 |
|
1.000 |
2,830.00 |
|
1.618 |
2,816.50 |
|
2.618 |
2,794.50 |
|
4.250 |
2,758.50 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,863.00 |
2,859.25 |
| PP |
2,862.50 |
2,857.00 |
| S1 |
2,862.25 |
2,854.50 |
|