| Trading Metrics calculated at close of trading on 22-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
12,321.0 |
12,346.5 |
25.5 |
0.2% |
12,333.0 |
| High |
12,427.0 |
12,437.5 |
10.5 |
0.1% |
12,457.0 |
| Low |
12,303.0 |
12,327.0 |
24.0 |
0.2% |
12,105.0 |
| Close |
12,379.0 |
12,384.0 |
5.0 |
0.0% |
12,200.5 |
| Range |
124.0 |
110.5 |
-13.5 |
-10.9% |
352.0 |
| ATR |
166.1 |
162.2 |
-4.0 |
-2.4% |
0.0 |
| Volume |
67,666 |
55,415 |
-12,251 |
-18.1% |
388,379 |
|
| Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,714.3 |
12,659.7 |
12,444.8 |
|
| R3 |
12,603.8 |
12,549.2 |
12,414.4 |
|
| R2 |
12,493.3 |
12,493.3 |
12,404.3 |
|
| R1 |
12,438.7 |
12,438.7 |
12,394.1 |
12,466.0 |
| PP |
12,382.8 |
12,382.8 |
12,382.8 |
12,396.5 |
| S1 |
12,328.2 |
12,328.2 |
12,373.9 |
12,355.5 |
| S2 |
12,272.3 |
12,272.3 |
12,363.7 |
|
| S3 |
12,161.8 |
12,217.7 |
12,353.6 |
|
| S4 |
12,051.3 |
12,107.2 |
12,323.2 |
|
|
| 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 |
12,437.5 |
12,127.5 |
310.0 |
2.5% |
120.2 |
1.0% |
83% |
True |
False |
64,970 |
| 10 |
12,694.0 |
12,105.0 |
589.0 |
4.8% |
154.5 |
1.2% |
47% |
False |
False |
76,660 |
| 20 |
12,880.5 |
12,105.0 |
775.5 |
6.3% |
144.0 |
1.2% |
36% |
False |
False |
78,358 |
| 40 |
12,880.5 |
12,086.5 |
794.0 |
6.4% |
151.3 |
1.2% |
37% |
False |
False |
80,601 |
| 60 |
13,170.0 |
12,086.5 |
1,083.5 |
8.7% |
163.9 |
1.3% |
27% |
False |
False |
74,303 |
| 80 |
13,186.0 |
12,086.5 |
1,099.5 |
8.9% |
152.6 |
1.2% |
27% |
False |
False |
55,782 |
| 100 |
13,186.0 |
11,770.5 |
1,415.5 |
11.4% |
151.5 |
1.2% |
43% |
False |
False |
44,644 |
| 120 |
13,186.0 |
11,719.5 |
1,466.5 |
11.8% |
154.7 |
1.2% |
45% |
False |
False |
37,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,907.1 |
|
2.618 |
12,726.8 |
|
1.618 |
12,616.3 |
|
1.000 |
12,548.0 |
|
0.618 |
12,505.8 |
|
HIGH |
12,437.5 |
|
0.618 |
12,395.3 |
|
0.500 |
12,382.3 |
|
0.382 |
12,369.2 |
|
LOW |
12,327.0 |
|
0.618 |
12,258.7 |
|
1.000 |
12,216.5 |
|
1.618 |
12,148.2 |
|
2.618 |
12,037.7 |
|
4.250 |
11,857.4 |
|
|
| Fisher Pivots for day following 22-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,383.4 |
12,366.9 |
| PP |
12,382.8 |
12,349.8 |
| S1 |
12,382.3 |
12,332.8 |
|