| Trading Metrics calculated at close of trading on 16-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2018 |
16-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
12,378.0 |
12,227.5 |
-150.5 |
-1.2% |
12,641.0 |
| High |
12,427.0 |
12,267.0 |
-160.0 |
-1.3% |
12,734.0 |
| Low |
12,105.0 |
12,161.5 |
56.5 |
0.5% |
12,377.5 |
| Close |
12,129.0 |
12,243.5 |
114.5 |
0.9% |
12,411.5 |
| Range |
322.0 |
105.5 |
-216.5 |
-67.2% |
356.5 |
| ATR |
176.0 |
173.2 |
-2.7 |
-1.5% |
0.0 |
| Volume |
68,075 |
72,349 |
4,274 |
6.3% |
420,511 |
|
| Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,540.5 |
12,497.5 |
12,301.5 |
|
| R3 |
12,435.0 |
12,392.0 |
12,272.5 |
|
| R2 |
12,329.5 |
12,329.5 |
12,262.8 |
|
| R1 |
12,286.5 |
12,286.5 |
12,253.2 |
12,308.0 |
| PP |
12,224.0 |
12,224.0 |
12,224.0 |
12,234.8 |
| S1 |
12,181.0 |
12,181.0 |
12,233.8 |
12,202.5 |
| S2 |
12,118.5 |
12,118.5 |
12,224.2 |
|
| S3 |
12,013.0 |
12,075.5 |
12,214.5 |
|
| S4 |
11,907.5 |
11,970.0 |
12,185.5 |
|
|
| 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 |
12,622.0 |
12,105.0 |
517.0 |
4.2% |
184.4 |
1.5% |
27% |
False |
False |
80,277 |
| 10 |
12,734.0 |
12,105.0 |
629.0 |
5.1% |
157.0 |
1.3% |
22% |
False |
False |
83,461 |
| 20 |
12,880.5 |
12,105.0 |
775.5 |
6.3% |
156.2 |
1.3% |
18% |
False |
False |
83,328 |
| 40 |
12,880.5 |
12,086.5 |
794.0 |
6.5% |
160.4 |
1.3% |
20% |
False |
False |
85,200 |
| 60 |
13,170.0 |
12,086.5 |
1,083.5 |
8.8% |
168.7 |
1.4% |
14% |
False |
False |
70,123 |
| 80 |
13,186.0 |
12,086.5 |
1,099.5 |
9.0% |
154.9 |
1.3% |
14% |
False |
False |
52,632 |
| 100 |
13,186.0 |
11,719.5 |
1,466.5 |
12.0% |
156.0 |
1.3% |
36% |
False |
False |
42,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,715.4 |
|
2.618 |
12,543.2 |
|
1.618 |
12,437.7 |
|
1.000 |
12,372.5 |
|
0.618 |
12,332.2 |
|
HIGH |
12,267.0 |
|
0.618 |
12,226.7 |
|
0.500 |
12,214.3 |
|
0.382 |
12,201.8 |
|
LOW |
12,161.5 |
|
0.618 |
12,096.3 |
|
1.000 |
12,056.0 |
|
1.618 |
11,990.8 |
|
2.618 |
11,885.3 |
|
4.250 |
11,713.1 |
|
|
| Fisher Pivots for day following 16-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,233.8 |
12,281.0 |
| PP |
12,224.0 |
12,268.5 |
| S1 |
12,214.3 |
12,256.0 |
|