| Trading Metrics calculated at close of trading on 17-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2018 |
17-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
12,227.5 |
12,241.0 |
13.5 |
0.1% |
12,333.0 |
| High |
12,267.0 |
12,248.0 |
-19.0 |
-0.2% |
12,457.0 |
| Low |
12,161.5 |
12,127.5 |
-34.0 |
-0.3% |
12,105.0 |
| Close |
12,243.5 |
12,200.5 |
-43.0 |
-0.4% |
12,200.5 |
| Range |
105.5 |
120.5 |
15.0 |
14.2% |
352.0 |
| ATR |
173.2 |
169.5 |
-3.8 |
-2.2% |
0.0 |
| Volume |
72,349 |
62,648 |
-9,701 |
-13.4% |
388,379 |
|
| Daily Pivots for day following 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,553.5 |
12,497.5 |
12,266.8 |
|
| R3 |
12,433.0 |
12,377.0 |
12,233.6 |
|
| R2 |
12,312.5 |
12,312.5 |
12,222.6 |
|
| R1 |
12,256.5 |
12,256.5 |
12,211.5 |
12,224.3 |
| PP |
12,192.0 |
12,192.0 |
12,192.0 |
12,175.9 |
| S1 |
12,136.0 |
12,136.0 |
12,189.5 |
12,103.8 |
| S2 |
12,071.5 |
12,071.5 |
12,178.4 |
|
| S3 |
11,951.0 |
12,015.5 |
12,167.4 |
|
| S4 |
11,830.5 |
11,895.0 |
12,134.2 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,310.2 |
13,107.3 |
12,394.1 |
|
| R3 |
12,958.2 |
12,755.3 |
12,297.3 |
|
| R2 |
12,606.2 |
12,606.2 |
12,265.0 |
|
| R1 |
12,403.3 |
12,403.3 |
12,232.8 |
12,328.8 |
| PP |
12,254.2 |
12,254.2 |
12,254.2 |
12,216.9 |
| S1 |
12,051.3 |
12,051.3 |
12,168.2 |
11,976.8 |
| S2 |
11,902.2 |
11,902.2 |
12,136.0 |
|
| S3 |
11,550.2 |
11,699.3 |
12,103.7 |
|
| S4 |
11,198.2 |
11,347.3 |
12,006.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,457.0 |
12,105.0 |
352.0 |
2.9% |
159.6 |
1.3% |
27% |
False |
False |
77,675 |
| 10 |
12,734.0 |
12,105.0 |
629.0 |
5.2% |
160.2 |
1.3% |
15% |
False |
False |
80,889 |
| 20 |
12,880.5 |
12,105.0 |
775.5 |
6.4% |
150.0 |
1.2% |
12% |
False |
False |
83,197 |
| 40 |
12,880.5 |
12,086.5 |
794.0 |
6.5% |
156.5 |
1.3% |
14% |
False |
False |
84,749 |
| 60 |
13,170.0 |
12,086.5 |
1,083.5 |
8.9% |
167.2 |
1.4% |
11% |
False |
False |
71,161 |
| 80 |
13,186.0 |
12,086.5 |
1,099.5 |
9.0% |
155.0 |
1.3% |
10% |
False |
False |
53,412 |
| 100 |
13,186.0 |
11,719.5 |
1,466.5 |
12.0% |
154.4 |
1.3% |
33% |
False |
False |
42,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,760.1 |
|
2.618 |
12,563.5 |
|
1.618 |
12,443.0 |
|
1.000 |
12,368.5 |
|
0.618 |
12,322.5 |
|
HIGH |
12,248.0 |
|
0.618 |
12,202.0 |
|
0.500 |
12,187.8 |
|
0.382 |
12,173.5 |
|
LOW |
12,127.5 |
|
0.618 |
12,053.0 |
|
1.000 |
12,007.0 |
|
1.618 |
11,932.5 |
|
2.618 |
11,812.0 |
|
4.250 |
11,615.4 |
|
|
| Fisher Pivots for day following 17-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,196.3 |
12,266.0 |
| PP |
12,192.0 |
12,244.2 |
| S1 |
12,187.8 |
12,222.3 |
|