| Trading Metrics calculated at close of trading on 09-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2018 |
09-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
12,649.0 |
12,620.5 |
-28.5 |
-0.2% |
12,784.5 |
| High |
12,700.5 |
12,694.0 |
-6.5 |
-0.1% |
12,854.0 |
| Low |
12,578.0 |
12,567.0 |
-11.0 |
-0.1% |
12,484.5 |
| Close |
12,621.5 |
12,658.5 |
37.0 |
0.3% |
12,611.5 |
| Range |
122.5 |
127.0 |
4.5 |
3.7% |
369.5 |
| ATR |
163.5 |
160.9 |
-2.6 |
-1.6% |
0.0 |
| Volume |
82,803 |
112,722 |
29,919 |
36.1% |
434,289 |
|
| Daily Pivots for day following 09-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,020.8 |
12,966.7 |
12,728.4 |
|
| R3 |
12,893.8 |
12,839.7 |
12,693.4 |
|
| R2 |
12,766.8 |
12,766.8 |
12,681.8 |
|
| R1 |
12,712.7 |
12,712.7 |
12,670.1 |
12,739.8 |
| PP |
12,639.8 |
12,639.8 |
12,639.8 |
12,653.4 |
| S1 |
12,585.7 |
12,585.7 |
12,646.9 |
12,612.8 |
| S2 |
12,512.8 |
12,512.8 |
12,635.2 |
|
| S3 |
12,385.8 |
12,458.7 |
12,623.6 |
|
| S4 |
12,258.8 |
12,331.7 |
12,588.7 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,758.5 |
13,554.5 |
12,814.7 |
|
| R3 |
13,389.0 |
13,185.0 |
12,713.1 |
|
| R2 |
13,019.5 |
13,019.5 |
12,679.2 |
|
| R1 |
12,815.5 |
12,815.5 |
12,645.4 |
12,732.8 |
| PP |
12,650.0 |
12,650.0 |
12,650.0 |
12,608.6 |
| S1 |
12,446.0 |
12,446.0 |
12,577.6 |
12,363.3 |
| S2 |
12,280.5 |
12,280.5 |
12,543.8 |
|
| S3 |
11,911.0 |
12,076.5 |
12,509.9 |
|
| S4 |
11,541.5 |
11,707.0 |
12,408.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,734.0 |
12,528.0 |
206.0 |
1.6% |
129.6 |
1.0% |
63% |
False |
False |
86,646 |
| 10 |
12,880.5 |
12,484.5 |
396.0 |
3.1% |
130.6 |
1.0% |
44% |
False |
False |
83,747 |
| 20 |
12,880.5 |
12,454.5 |
426.0 |
3.4% |
139.6 |
1.1% |
48% |
False |
False |
84,138 |
| 40 |
13,170.0 |
12,086.5 |
1,083.5 |
8.6% |
163.3 |
1.3% |
53% |
False |
False |
87,622 |
| 60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.7% |
161.2 |
1.3% |
52% |
False |
False |
63,460 |
| 80 |
13,186.0 |
12,086.5 |
1,099.5 |
8.7% |
150.1 |
1.2% |
52% |
False |
False |
47,621 |
| 100 |
13,186.0 |
11,719.5 |
1,466.5 |
11.6% |
152.9 |
1.2% |
64% |
False |
False |
38,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,233.8 |
|
2.618 |
13,026.5 |
|
1.618 |
12,899.5 |
|
1.000 |
12,821.0 |
|
0.618 |
12,772.5 |
|
HIGH |
12,694.0 |
|
0.618 |
12,645.5 |
|
0.500 |
12,630.5 |
|
0.382 |
12,615.5 |
|
LOW |
12,567.0 |
|
0.618 |
12,488.5 |
|
1.000 |
12,440.0 |
|
1.618 |
12,361.5 |
|
2.618 |
12,234.5 |
|
4.250 |
12,027.3 |
|
|
| Fisher Pivots for day following 09-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,649.2 |
12,655.8 |
| PP |
12,639.8 |
12,653.2 |
| S1 |
12,630.5 |
12,650.5 |
|