| Trading Metrics calculated at close of trading on 24-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
12,353.5 |
12,380.5 |
27.0 |
0.2% |
12,247.0 |
| High |
12,408.5 |
12,444.0 |
35.5 |
0.3% |
12,444.0 |
| Low |
12,346.0 |
12,336.5 |
-9.5 |
-0.1% |
12,228.0 |
| Close |
12,365.5 |
12,392.5 |
27.0 |
0.2% |
12,392.5 |
| Range |
62.5 |
107.5 |
45.0 |
72.0% |
216.0 |
| ATR |
155.0 |
151.6 |
-3.4 |
-2.2% |
0.0 |
| Volume |
62,822 |
64,395 |
1,573 |
2.5% |
317,070 |
|
| Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,713.5 |
12,660.5 |
12,451.6 |
|
| R3 |
12,606.0 |
12,553.0 |
12,422.1 |
|
| R2 |
12,498.5 |
12,498.5 |
12,412.2 |
|
| R1 |
12,445.5 |
12,445.5 |
12,402.4 |
12,472.0 |
| PP |
12,391.0 |
12,391.0 |
12,391.0 |
12,404.3 |
| S1 |
12,338.0 |
12,338.0 |
12,382.6 |
12,364.5 |
| S2 |
12,283.5 |
12,283.5 |
12,372.8 |
|
| S3 |
12,176.0 |
12,230.5 |
12,362.9 |
|
| S4 |
12,068.5 |
12,123.0 |
12,333.4 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,002.8 |
12,913.7 |
12,511.3 |
|
| R3 |
12,786.8 |
12,697.7 |
12,451.9 |
|
| R2 |
12,570.8 |
12,570.8 |
12,432.1 |
|
| R1 |
12,481.7 |
12,481.7 |
12,412.3 |
12,526.3 |
| PP |
12,354.8 |
12,354.8 |
12,354.8 |
12,377.1 |
| S1 |
12,265.7 |
12,265.7 |
12,372.7 |
12,310.3 |
| S2 |
12,138.8 |
12,138.8 |
12,352.9 |
|
| S3 |
11,922.8 |
12,049.7 |
12,333.1 |
|
| S4 |
11,706.8 |
11,833.7 |
12,273.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,444.0 |
12,228.0 |
216.0 |
1.7% |
109.0 |
0.9% |
76% |
True |
False |
63,414 |
| 10 |
12,457.0 |
12,105.0 |
352.0 |
2.8% |
134.3 |
1.1% |
82% |
False |
False |
70,544 |
| 20 |
12,854.0 |
12,105.0 |
749.0 |
6.0% |
139.8 |
1.1% |
38% |
False |
False |
78,012 |
| 40 |
12,880.5 |
12,105.0 |
775.5 |
6.3% |
140.7 |
1.1% |
37% |
False |
False |
78,366 |
| 60 |
13,170.0 |
12,086.5 |
1,083.5 |
8.7% |
160.1 |
1.3% |
28% |
False |
False |
76,400 |
| 80 |
13,186.0 |
12,086.5 |
1,099.5 |
8.9% |
152.8 |
1.2% |
28% |
False |
False |
57,369 |
| 100 |
13,186.0 |
11,798.0 |
1,388.0 |
11.2% |
149.2 |
1.2% |
43% |
False |
False |
45,915 |
| 120 |
13,186.0 |
11,719.5 |
1,466.5 |
11.8% |
154.2 |
1.2% |
46% |
False |
False |
38,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,900.9 |
|
2.618 |
12,725.4 |
|
1.618 |
12,617.9 |
|
1.000 |
12,551.5 |
|
0.618 |
12,510.4 |
|
HIGH |
12,444.0 |
|
0.618 |
12,402.9 |
|
0.500 |
12,390.3 |
|
0.382 |
12,377.6 |
|
LOW |
12,336.5 |
|
0.618 |
12,270.1 |
|
1.000 |
12,229.0 |
|
1.618 |
12,162.6 |
|
2.618 |
12,055.1 |
|
4.250 |
11,879.6 |
|
|
| Fisher Pivots for day following 24-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,391.8 |
12,390.2 |
| PP |
12,391.0 |
12,387.8 |
| S1 |
12,390.3 |
12,385.5 |
|