| 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 |
1,201.5 |
1,183.0 |
-18.5 |
-1.5% |
1,222.0 |
| High |
1,202.0 |
1,189.0 |
-13.0 |
-1.1% |
1,226.0 |
| Low |
1,180.0 |
1,167.1 |
-12.9 |
-1.1% |
1,213.1 |
| Close |
1,185.0 |
1,184.0 |
-1.0 |
-0.1% |
1,219.0 |
| Range |
22.0 |
21.9 |
-0.1 |
-0.5% |
12.9 |
| ATR |
12.6 |
13.3 |
0.7 |
5.2% |
0.0 |
| Volume |
377,682 |
362,108 |
-15,574 |
-4.1% |
1,228,429 |
|
| Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,245.7 |
1,236.8 |
1,196.0 |
|
| R3 |
1,223.8 |
1,214.9 |
1,190.0 |
|
| R2 |
1,201.9 |
1,201.9 |
1,188.0 |
|
| R1 |
1,193.0 |
1,193.0 |
1,186.0 |
1,197.5 |
| PP |
1,180.0 |
1,180.0 |
1,180.0 |
1,182.3 |
| S1 |
1,171.1 |
1,171.1 |
1,182.0 |
1,175.6 |
| S2 |
1,158.1 |
1,158.1 |
1,180.0 |
|
| S3 |
1,136.2 |
1,149.2 |
1,178.0 |
|
| S4 |
1,114.3 |
1,127.3 |
1,172.0 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,258.1 |
1,251.4 |
1,226.1 |
|
| R3 |
1,245.2 |
1,238.5 |
1,222.5 |
|
| R2 |
1,232.3 |
1,232.3 |
1,221.4 |
|
| R1 |
1,225.6 |
1,225.6 |
1,220.2 |
1,222.5 |
| PP |
1,219.4 |
1,219.4 |
1,219.4 |
1,217.8 |
| S1 |
1,212.7 |
1,212.7 |
1,217.8 |
1,209.6 |
| S2 |
1,206.5 |
1,206.5 |
1,216.6 |
|
| S3 |
1,193.6 |
1,199.8 |
1,215.5 |
|
| S4 |
1,180.7 |
1,186.9 |
1,211.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,224.9 |
1,167.1 |
57.8 |
4.9% |
17.1 |
1.4% |
29% |
False |
True |
336,938 |
| 10 |
1,228.5 |
1,167.1 |
61.4 |
5.2% |
13.9 |
1.2% |
28% |
False |
True |
286,509 |
| 20 |
1,244.7 |
1,167.1 |
77.6 |
6.6% |
13.0 |
1.1% |
22% |
False |
True |
215,665 |
| 40 |
1,285.9 |
1,167.1 |
118.8 |
10.0% |
12.1 |
1.0% |
14% |
False |
True |
119,850 |
| 60 |
1,325.4 |
1,167.1 |
158.3 |
13.4% |
11.6 |
1.0% |
11% |
False |
True |
82,271 |
| 80 |
1,351.2 |
1,167.1 |
184.1 |
15.5% |
11.5 |
1.0% |
9% |
False |
True |
62,686 |
| 100 |
1,388.2 |
1,167.1 |
221.1 |
18.7% |
12.1 |
1.0% |
8% |
False |
True |
51,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,282.1 |
|
2.618 |
1,246.3 |
|
1.618 |
1,224.4 |
|
1.000 |
1,210.9 |
|
0.618 |
1,202.5 |
|
HIGH |
1,189.0 |
|
0.618 |
1,180.6 |
|
0.500 |
1,178.1 |
|
0.382 |
1,175.5 |
|
LOW |
1,167.1 |
|
0.618 |
1,153.6 |
|
1.000 |
1,145.2 |
|
1.618 |
1,131.7 |
|
2.618 |
1,109.8 |
|
4.250 |
1,074.0 |
|
|
| Fisher Pivots for day following 16-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,182.0 |
1,186.5 |
| PP |
1,180.0 |
1,185.6 |
| S1 |
1,178.1 |
1,184.8 |
|