| Trading Metrics calculated at close of trading on 24-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,861.75 |
2,858.25 |
-3.50 |
-0.1% |
2,851.75 |
| High |
2,869.75 |
2,877.50 |
7.75 |
0.3% |
2,877.50 |
| Low |
2,854.75 |
2,856.25 |
1.50 |
0.1% |
2,846.25 |
| Close |
2,858.00 |
2,876.75 |
18.75 |
0.7% |
2,876.75 |
| Range |
15.00 |
21.25 |
6.25 |
41.7% |
31.25 |
| ATR |
22.50 |
22.41 |
-0.09 |
-0.4% |
0.00 |
| Volume |
1,050,042 |
1,058,571 |
8,529 |
0.8% |
4,977,481 |
|
| Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.00 |
2,926.50 |
2,888.50 |
|
| R3 |
2,912.75 |
2,905.25 |
2,882.50 |
|
| R2 |
2,891.50 |
2,891.50 |
2,880.75 |
|
| R1 |
2,884.00 |
2,884.00 |
2,878.75 |
2,887.75 |
| PP |
2,870.25 |
2,870.25 |
2,870.25 |
2,872.00 |
| S1 |
2,862.75 |
2,862.75 |
2,874.75 |
2,866.50 |
| S2 |
2,849.00 |
2,849.00 |
2,872.75 |
|
| S3 |
2,827.75 |
2,841.50 |
2,871.00 |
|
| S4 |
2,806.50 |
2,820.25 |
2,865.00 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,960.50 |
2,950.00 |
2,894.00 |
|
| R3 |
2,929.25 |
2,918.75 |
2,885.25 |
|
| R2 |
2,898.00 |
2,898.00 |
2,882.50 |
|
| R1 |
2,887.50 |
2,887.50 |
2,879.50 |
2,892.75 |
| PP |
2,866.75 |
2,866.75 |
2,866.75 |
2,869.50 |
| S1 |
2,856.25 |
2,856.25 |
2,874.00 |
2,861.50 |
| S2 |
2,835.50 |
2,835.50 |
2,871.00 |
|
| S3 |
2,804.25 |
2,825.00 |
2,868.25 |
|
| S4 |
2,773.00 |
2,793.75 |
2,859.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,877.50 |
2,846.25 |
31.25 |
1.1% |
18.25 |
0.6% |
98% |
True |
False |
995,496 |
| 10 |
2,877.50 |
2,803.00 |
74.50 |
2.6% |
22.75 |
0.8% |
99% |
True |
False |
1,162,924 |
| 20 |
2,877.50 |
2,791.00 |
86.50 |
3.0% |
21.75 |
0.8% |
99% |
True |
False |
1,093,005 |
| 40 |
2,877.50 |
2,698.50 |
179.00 |
6.2% |
22.75 |
0.8% |
100% |
True |
False |
1,104,473 |
| 60 |
2,877.50 |
2,693.25 |
184.25 |
6.4% |
24.25 |
0.8% |
100% |
True |
False |
1,125,782 |
| 80 |
2,877.50 |
2,595.75 |
281.75 |
9.8% |
25.25 |
0.9% |
100% |
True |
False |
847,490 |
| 100 |
2,877.50 |
2,588.25 |
289.25 |
10.1% |
27.75 |
1.0% |
100% |
True |
False |
679,654 |
| 120 |
2,877.50 |
2,556.75 |
320.75 |
11.1% |
31.50 |
1.1% |
100% |
True |
False |
567,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,967.75 |
|
2.618 |
2,933.25 |
|
1.618 |
2,912.00 |
|
1.000 |
2,898.75 |
|
0.618 |
2,890.75 |
|
HIGH |
2,877.50 |
|
0.618 |
2,869.50 |
|
0.500 |
2,867.00 |
|
0.382 |
2,864.25 |
|
LOW |
2,856.25 |
|
0.618 |
2,843.00 |
|
1.000 |
2,835.00 |
|
1.618 |
2,821.75 |
|
2.618 |
2,800.50 |
|
4.250 |
2,766.00 |
|
|
| Fisher Pivots for day following 24-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,873.50 |
2,871.75 |
| PP |
2,870.25 |
2,866.75 |
| S1 |
2,867.00 |
2,862.00 |
|