| Trading Metrics calculated at close of trading on 21-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1,190.4 |
1,197.3 |
6.9 |
0.6% |
1,218.4 |
| High |
1,197.7 |
1,204.3 |
6.6 |
0.6% |
1,221.4 |
| Low |
1,189.6 |
1,194.3 |
4.7 |
0.4% |
1,167.1 |
| Close |
1,194.6 |
1,200.0 |
5.4 |
0.5% |
1,184.2 |
| Range |
8.1 |
10.0 |
1.9 |
23.5% |
54.3 |
| ATR |
13.3 |
13.1 |
-0.2 |
-1.8% |
0.0 |
| Volume |
205,769 |
218,291 |
12,522 |
6.1% |
1,612,246 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,229.5 |
1,224.8 |
1,205.5 |
|
| R3 |
1,219.5 |
1,214.8 |
1,202.8 |
|
| R2 |
1,209.5 |
1,209.5 |
1,201.8 |
|
| R1 |
1,204.8 |
1,204.8 |
1,200.9 |
1,207.2 |
| PP |
1,199.5 |
1,199.5 |
1,199.5 |
1,200.7 |
| S1 |
1,194.8 |
1,194.8 |
1,199.1 |
1,197.2 |
| S2 |
1,189.5 |
1,189.5 |
1,198.2 |
|
| S3 |
1,179.5 |
1,184.8 |
1,197.3 |
|
| S4 |
1,169.5 |
1,174.8 |
1,194.5 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,353.8 |
1,323.3 |
1,214.1 |
|
| R3 |
1,299.5 |
1,269.0 |
1,199.1 |
|
| R2 |
1,245.2 |
1,245.2 |
1,194.2 |
|
| R1 |
1,214.7 |
1,214.7 |
1,189.2 |
1,202.8 |
| PP |
1,190.9 |
1,190.9 |
1,190.9 |
1,185.0 |
| S1 |
1,160.4 |
1,160.4 |
1,179.2 |
1,148.5 |
| S2 |
1,136.6 |
1,136.6 |
1,174.2 |
|
| S3 |
1,082.3 |
1,106.1 |
1,169.3 |
|
| S4 |
1,028.0 |
1,051.8 |
1,154.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,204.3 |
1,167.1 |
37.2 |
3.1% |
15.1 |
1.3% |
88% |
True |
False |
283,928 |
| 10 |
1,225.6 |
1,167.1 |
58.5 |
4.9% |
13.4 |
1.1% |
56% |
False |
False |
285,981 |
| 20 |
1,244.6 |
1,167.1 |
77.5 |
6.5% |
12.5 |
1.0% |
42% |
False |
False |
239,798 |
| 40 |
1,281.0 |
1,167.1 |
113.9 |
9.5% |
12.3 |
1.0% |
29% |
False |
False |
136,235 |
| 60 |
1,325.4 |
1,167.1 |
158.3 |
13.2% |
11.6 |
1.0% |
21% |
False |
False |
93,104 |
| 80 |
1,345.0 |
1,167.1 |
177.9 |
14.8% |
11.5 |
1.0% |
18% |
False |
False |
71,096 |
| 100 |
1,388.2 |
1,167.1 |
221.1 |
18.4% |
11.9 |
1.0% |
15% |
False |
False |
57,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,246.8 |
|
2.618 |
1,230.5 |
|
1.618 |
1,220.5 |
|
1.000 |
1,214.3 |
|
0.618 |
1,210.5 |
|
HIGH |
1,204.3 |
|
0.618 |
1,200.5 |
|
0.500 |
1,199.3 |
|
0.382 |
1,198.1 |
|
LOW |
1,194.3 |
|
0.618 |
1,188.1 |
|
1.000 |
1,184.3 |
|
1.618 |
1,178.1 |
|
2.618 |
1,168.1 |
|
4.250 |
1,151.8 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,199.8 |
1,197.1 |
| PP |
1,199.5 |
1,194.3 |
| S1 |
1,199.3 |
1,191.4 |
|