| Trading Metrics calculated at close of trading on 13-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2018 |
13-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
12,599.0 |
12,333.0 |
-266.0 |
-2.1% |
12,641.0 |
| High |
12,622.0 |
12,394.5 |
-227.5 |
-1.8% |
12,734.0 |
| Low |
12,377.5 |
12,315.5 |
-62.0 |
-0.5% |
12,377.5 |
| Close |
12,411.5 |
12,369.5 |
-42.0 |
-0.3% |
12,411.5 |
| Range |
244.5 |
79.0 |
-165.5 |
-67.7% |
356.5 |
| ATR |
169.5 |
164.2 |
-5.2 |
-3.1% |
0.0 |
| Volume |
75,655 |
78,605 |
2,950 |
3.9% |
420,511 |
|
| Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,596.8 |
12,562.2 |
12,413.0 |
|
| R3 |
12,517.8 |
12,483.2 |
12,391.2 |
|
| R2 |
12,438.8 |
12,438.8 |
12,384.0 |
|
| R1 |
12,404.2 |
12,404.2 |
12,376.7 |
12,421.5 |
| PP |
12,359.8 |
12,359.8 |
12,359.8 |
12,368.5 |
| S1 |
12,325.2 |
12,325.2 |
12,362.3 |
12,342.5 |
| S2 |
12,280.8 |
12,280.8 |
12,355.0 |
|
| S3 |
12,201.8 |
12,246.2 |
12,347.8 |
|
| S4 |
12,122.8 |
12,167.2 |
12,326.1 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,577.2 |
13,350.8 |
12,607.6 |
|
| R3 |
13,220.7 |
12,994.3 |
12,509.5 |
|
| R2 |
12,864.2 |
12,864.2 |
12,476.9 |
|
| R1 |
12,637.8 |
12,637.8 |
12,444.2 |
12,572.8 |
| PP |
12,507.7 |
12,507.7 |
12,507.7 |
12,475.1 |
| S1 |
12,281.3 |
12,281.3 |
12,378.8 |
12,216.3 |
| S2 |
12,151.2 |
12,151.2 |
12,346.1 |
|
| S3 |
11,794.7 |
11,924.8 |
12,313.5 |
|
| S4 |
11,438.2 |
11,568.3 |
12,215.4 |
|
|
| 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 |
12,315.5 |
418.5 |
3.4% |
139.7 |
1.1% |
13% |
False |
True |
85,497 |
| 10 |
12,854.0 |
12,315.5 |
538.5 |
4.4% |
144.9 |
1.2% |
10% |
False |
True |
85,177 |
| 20 |
12,880.5 |
12,315.5 |
565.0 |
4.6% |
146.2 |
1.2% |
10% |
False |
True |
83,847 |
| 40 |
12,999.0 |
12,086.5 |
912.5 |
7.4% |
157.5 |
1.3% |
31% |
False |
False |
86,591 |
| 60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.9% |
164.3 |
1.3% |
26% |
False |
False |
66,027 |
| 80 |
13,186.0 |
12,086.5 |
1,099.5 |
8.9% |
150.5 |
1.2% |
26% |
False |
False |
49,546 |
| 100 |
13,186.0 |
11,719.5 |
1,466.5 |
11.9% |
154.1 |
1.2% |
44% |
False |
False |
39,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,730.3 |
|
2.618 |
12,601.3 |
|
1.618 |
12,522.3 |
|
1.000 |
12,473.5 |
|
0.618 |
12,443.3 |
|
HIGH |
12,394.5 |
|
0.618 |
12,364.3 |
|
0.500 |
12,355.0 |
|
0.382 |
12,345.7 |
|
LOW |
12,315.5 |
|
0.618 |
12,266.7 |
|
1.000 |
12,236.5 |
|
1.618 |
12,187.7 |
|
2.618 |
12,108.7 |
|
4.250 |
11,979.8 |
|
|
| Fisher Pivots for day following 13-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,364.7 |
12,504.8 |
| PP |
12,359.8 |
12,459.7 |
| S1 |
12,355.0 |
12,414.6 |
|