| Trading Metrics calculated at close of trading on 15-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
12,381.5 |
12,378.0 |
-3.5 |
0.0% |
12,641.0 |
| High |
12,457.0 |
12,427.0 |
-30.0 |
-0.2% |
12,734.0 |
| Low |
12,286.0 |
12,105.0 |
-181.0 |
-1.5% |
12,377.5 |
| Close |
12,359.5 |
12,129.0 |
-230.5 |
-1.9% |
12,411.5 |
| Range |
171.0 |
322.0 |
151.0 |
88.3% |
356.5 |
| ATR |
164.7 |
176.0 |
11.2 |
6.8% |
0.0 |
| Volume |
106,702 |
68,075 |
-38,627 |
-36.2% |
420,511 |
|
| Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,186.3 |
12,979.7 |
12,306.1 |
|
| R3 |
12,864.3 |
12,657.7 |
12,217.6 |
|
| R2 |
12,542.3 |
12,542.3 |
12,188.0 |
|
| R1 |
12,335.7 |
12,335.7 |
12,158.5 |
12,278.0 |
| PP |
12,220.3 |
12,220.3 |
12,220.3 |
12,191.5 |
| S1 |
12,013.7 |
12,013.7 |
12,099.5 |
11,956.0 |
| S2 |
11,898.3 |
11,898.3 |
12,070.0 |
|
| S3 |
11,576.3 |
11,691.7 |
12,040.5 |
|
| S4 |
11,254.3 |
11,369.7 |
11,951.9 |
|
|
| 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 |
12,694.0 |
12,105.0 |
589.0 |
4.9% |
188.7 |
1.6% |
4% |
False |
True |
88,351 |
| 10 |
12,734.0 |
12,105.0 |
629.0 |
5.2% |
167.2 |
1.4% |
4% |
False |
True |
82,874 |
| 20 |
12,880.5 |
12,105.0 |
775.5 |
6.4% |
156.1 |
1.3% |
3% |
False |
True |
85,144 |
| 40 |
12,880.5 |
12,086.5 |
794.0 |
6.5% |
160.2 |
1.3% |
5% |
False |
False |
86,237 |
| 60 |
13,186.0 |
12,086.5 |
1,099.5 |
9.1% |
169.0 |
1.4% |
4% |
False |
False |
68,927 |
| 80 |
13,186.0 |
12,086.5 |
1,099.5 |
9.1% |
154.7 |
1.3% |
4% |
False |
False |
51,728 |
| 100 |
13,186.0 |
11,719.5 |
1,466.5 |
12.1% |
155.9 |
1.3% |
28% |
False |
False |
41,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,795.5 |
|
2.618 |
13,270.0 |
|
1.618 |
12,948.0 |
|
1.000 |
12,749.0 |
|
0.618 |
12,626.0 |
|
HIGH |
12,427.0 |
|
0.618 |
12,304.0 |
|
0.500 |
12,266.0 |
|
0.382 |
12,228.0 |
|
LOW |
12,105.0 |
|
0.618 |
11,906.0 |
|
1.000 |
11,783.0 |
|
1.618 |
11,584.0 |
|
2.618 |
11,262.0 |
|
4.250 |
10,736.5 |
|
|
| Fisher Pivots for day following 15-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,266.0 |
12,281.0 |
| PP |
12,220.3 |
12,230.3 |
| S1 |
12,174.7 |
12,179.7 |
|