| Trading Metrics calculated at close of trading on 23-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2018 |
23-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,853.00 |
2,861.75 |
8.75 |
0.3% |
2,835.75 |
| High |
2,868.25 |
2,869.75 |
1.50 |
0.1% |
2,857.00 |
| Low |
2,846.25 |
2,854.75 |
8.50 |
0.3% |
2,803.00 |
| Close |
2,861.25 |
2,858.00 |
-3.25 |
-0.1% |
2,852.25 |
| Range |
22.00 |
15.00 |
-7.00 |
-31.8% |
54.00 |
| ATR |
23.07 |
22.50 |
-0.58 |
-2.5% |
0.00 |
| Volume |
996,434 |
1,050,042 |
53,608 |
5.4% |
6,651,760 |
|
| Daily Pivots for day following 23-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,905.75 |
2,897.00 |
2,866.25 |
|
| R3 |
2,890.75 |
2,882.00 |
2,862.00 |
|
| R2 |
2,875.75 |
2,875.75 |
2,860.75 |
|
| R1 |
2,867.00 |
2,867.00 |
2,859.50 |
2,864.00 |
| PP |
2,860.75 |
2,860.75 |
2,860.75 |
2,859.25 |
| S1 |
2,852.00 |
2,852.00 |
2,856.50 |
2,849.00 |
| S2 |
2,845.75 |
2,845.75 |
2,855.25 |
|
| S3 |
2,830.75 |
2,837.00 |
2,854.00 |
|
| S4 |
2,815.75 |
2,822.00 |
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 |
2,835.00 |
39.00 |
1.4% |
18.25 |
0.6% |
59% |
False |
False |
1,024,378 |
| 10 |
2,874.00 |
2,803.00 |
71.00 |
2.5% |
23.50 |
0.8% |
77% |
False |
False |
1,198,685 |
| 20 |
2,874.00 |
2,791.00 |
83.00 |
2.9% |
22.75 |
0.8% |
81% |
False |
False |
1,114,679 |
| 40 |
2,874.00 |
2,693.25 |
180.75 |
6.3% |
23.00 |
0.8% |
91% |
False |
False |
1,119,976 |
| 60 |
2,874.00 |
2,693.25 |
180.75 |
6.3% |
24.25 |
0.9% |
91% |
False |
False |
1,108,698 |
| 80 |
2,874.00 |
2,595.75 |
278.25 |
9.7% |
25.50 |
0.9% |
94% |
False |
False |
834,332 |
| 100 |
2,874.00 |
2,563.50 |
310.50 |
10.9% |
28.50 |
1.0% |
95% |
False |
False |
669,152 |
| 120 |
2,874.00 |
2,556.75 |
317.25 |
11.1% |
31.50 |
1.1% |
95% |
False |
False |
558,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,933.50 |
|
2.618 |
2,909.00 |
|
1.618 |
2,894.00 |
|
1.000 |
2,884.75 |
|
0.618 |
2,879.00 |
|
HIGH |
2,869.75 |
|
0.618 |
2,864.00 |
|
0.500 |
2,862.25 |
|
0.382 |
2,860.50 |
|
LOW |
2,854.75 |
|
0.618 |
2,845.50 |
|
1.000 |
2,839.75 |
|
1.618 |
2,830.50 |
|
2.618 |
2,815.50 |
|
4.250 |
2,791.00 |
|
|
| Fisher Pivots for day following 23-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,862.25 |
2,860.00 |
| PP |
2,860.75 |
2,859.50 |
| S1 |
2,859.50 |
2,858.75 |
|