| Trading Metrics calculated at close of trading on 22-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,856.75 |
2,853.00 |
-3.75 |
-0.1% |
2,835.75 |
| High |
2,874.00 |
2,868.25 |
-5.75 |
-0.2% |
2,857.00 |
| Low |
2,852.00 |
2,846.25 |
-5.75 |
-0.2% |
2,803.00 |
| Close |
2,861.75 |
2,861.25 |
-0.50 |
0.0% |
2,852.25 |
| Range |
22.00 |
22.00 |
0.00 |
0.0% |
54.00 |
| ATR |
23.16 |
23.07 |
-0.08 |
-0.4% |
0.00 |
| Volume |
1,055,051 |
996,434 |
-58,617 |
-5.6% |
6,651,760 |
|
| Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,924.50 |
2,915.00 |
2,873.25 |
|
| R3 |
2,902.50 |
2,893.00 |
2,867.25 |
|
| R2 |
2,880.50 |
2,880.50 |
2,865.25 |
|
| R1 |
2,871.00 |
2,871.00 |
2,863.25 |
2,875.75 |
| PP |
2,858.50 |
2,858.50 |
2,858.50 |
2,861.00 |
| S1 |
2,849.00 |
2,849.00 |
2,859.25 |
2,853.75 |
| S2 |
2,836.50 |
2,836.50 |
2,857.25 |
|
| S3 |
2,814.50 |
2,827.00 |
2,855.25 |
|
| S4 |
2,792.50 |
2,805.00 |
2,849.25 |
|
|
| 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 |
2,874.00 |
2,817.50 |
56.50 |
2.0% |
22.25 |
0.8% |
77% |
False |
False |
1,068,675 |
| 10 |
2,874.00 |
2,803.00 |
71.00 |
2.5% |
23.00 |
0.8% |
82% |
False |
False |
1,163,350 |
| 20 |
2,874.00 |
2,791.00 |
83.00 |
2.9% |
22.50 |
0.8% |
85% |
False |
False |
1,114,154 |
| 40 |
2,874.00 |
2,693.25 |
180.75 |
6.3% |
23.75 |
0.8% |
93% |
False |
False |
1,146,667 |
| 60 |
2,874.00 |
2,690.00 |
184.00 |
6.4% |
24.75 |
0.9% |
93% |
False |
False |
1,091,624 |
| 80 |
2,874.00 |
2,595.75 |
278.25 |
9.7% |
25.75 |
0.9% |
95% |
False |
False |
821,249 |
| 100 |
2,874.00 |
2,563.50 |
310.50 |
10.9% |
28.75 |
1.0% |
96% |
False |
False |
658,853 |
| 120 |
2,874.00 |
2,556.75 |
317.25 |
11.1% |
31.75 |
1.1% |
96% |
False |
False |
549,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,961.75 |
|
2.618 |
2,925.75 |
|
1.618 |
2,903.75 |
|
1.000 |
2,890.25 |
|
0.618 |
2,881.75 |
|
HIGH |
2,868.25 |
|
0.618 |
2,859.75 |
|
0.500 |
2,857.25 |
|
0.382 |
2,854.75 |
|
LOW |
2,846.25 |
|
0.618 |
2,832.75 |
|
1.000 |
2,824.25 |
|
1.618 |
2,810.75 |
|
2.618 |
2,788.75 |
|
4.250 |
2,752.75 |
|
|
| Fisher Pivots for day following 22-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,860.00 |
2,861.00 |
| PP |
2,858.50 |
2,860.50 |
| S1 |
2,857.25 |
2,860.00 |
|