| Trading Metrics calculated at close of trading on 20-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2018 |
20-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
12,241.0 |
12,247.0 |
6.0 |
0.0% |
12,333.0 |
| High |
12,248.0 |
12,368.5 |
120.5 |
1.0% |
12,457.0 |
| Low |
12,127.5 |
12,228.0 |
100.5 |
0.8% |
12,105.0 |
| Close |
12,200.5 |
12,330.0 |
129.5 |
1.1% |
12,200.5 |
| Range |
120.5 |
140.5 |
20.0 |
16.6% |
352.0 |
| ATR |
169.5 |
169.4 |
-0.1 |
-0.1% |
0.0 |
| Volume |
62,648 |
66,772 |
4,124 |
6.6% |
388,379 |
|
| Daily Pivots for day following 20-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,730.3 |
12,670.7 |
12,407.3 |
|
| R3 |
12,589.8 |
12,530.2 |
12,368.6 |
|
| R2 |
12,449.3 |
12,449.3 |
12,355.8 |
|
| R1 |
12,389.7 |
12,389.7 |
12,342.9 |
12,419.5 |
| PP |
12,308.8 |
12,308.8 |
12,308.8 |
12,323.8 |
| S1 |
12,249.2 |
12,249.2 |
12,317.1 |
12,279.0 |
| S2 |
12,168.3 |
12,168.3 |
12,304.2 |
|
| S3 |
12,027.8 |
12,108.7 |
12,291.4 |
|
| S4 |
11,887.3 |
11,968.2 |
12,252.7 |
|
|
| 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% |
171.9 |
1.4% |
64% |
False |
False |
75,309 |
| 10 |
12,734.0 |
12,105.0 |
629.0 |
5.1% |
155.8 |
1.3% |
36% |
False |
False |
80,403 |
| 20 |
12,880.5 |
12,105.0 |
775.5 |
6.3% |
151.6 |
1.2% |
29% |
False |
False |
81,838 |
| 40 |
12,880.5 |
12,086.5 |
794.0 |
6.4% |
157.0 |
1.3% |
31% |
False |
False |
83,381 |
| 60 |
13,170.0 |
12,086.5 |
1,083.5 |
8.8% |
166.2 |
1.3% |
22% |
False |
False |
72,271 |
| 80 |
13,186.0 |
12,086.5 |
1,099.5 |
8.9% |
153.5 |
1.2% |
22% |
False |
False |
54,245 |
| 100 |
13,186.0 |
11,719.5 |
1,466.5 |
11.9% |
153.5 |
1.2% |
42% |
False |
False |
43,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,965.6 |
|
2.618 |
12,736.3 |
|
1.618 |
12,595.8 |
|
1.000 |
12,509.0 |
|
0.618 |
12,455.3 |
|
HIGH |
12,368.5 |
|
0.618 |
12,314.8 |
|
0.500 |
12,298.3 |
|
0.382 |
12,281.7 |
|
LOW |
12,228.0 |
|
0.618 |
12,141.2 |
|
1.000 |
12,087.5 |
|
1.618 |
12,000.7 |
|
2.618 |
11,860.2 |
|
4.250 |
11,630.9 |
|
|
| Fisher Pivots for day following 20-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,319.4 |
12,302.7 |
| PP |
12,308.8 |
12,275.3 |
| S1 |
12,298.3 |
12,248.0 |
|