| Trading Metrics calculated at close of trading on 09-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2018 |
09-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,863.75 |
2,858.50 |
-5.25 |
-0.2% |
2,820.25 |
| High |
2,866.50 |
2,866.75 |
0.25 |
0.0% |
2,845.25 |
| Low |
2,856.75 |
2,855.25 |
-1.50 |
-0.1% |
2,795.50 |
| Close |
2,859.50 |
2,858.00 |
-1.50 |
-0.1% |
2,843.75 |
| Range |
9.75 |
11.50 |
1.75 |
17.9% |
49.75 |
| ATR |
22.57 |
21.78 |
-0.79 |
-3.5% |
0.00 |
| Volume |
1,485 |
1,409 |
-76 |
-5.1% |
17,593 |
|
| Daily Pivots for day following 09-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,894.50 |
2,887.75 |
2,864.25 |
|
| R3 |
2,883.00 |
2,876.25 |
2,861.25 |
|
| R2 |
2,871.50 |
2,871.50 |
2,860.00 |
|
| R1 |
2,864.75 |
2,864.75 |
2,859.00 |
2,862.50 |
| PP |
2,860.00 |
2,860.00 |
2,860.00 |
2,858.75 |
| S1 |
2,853.25 |
2,853.25 |
2,857.00 |
2,851.00 |
| S2 |
2,848.50 |
2,848.50 |
2,856.00 |
|
| S3 |
2,837.00 |
2,841.75 |
2,854.75 |
|
| S4 |
2,825.50 |
2,830.25 |
2,851.75 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,977.50 |
2,960.25 |
2,871.00 |
|
| R3 |
2,927.75 |
2,910.50 |
2,857.50 |
|
| R2 |
2,878.00 |
2,878.00 |
2,852.75 |
|
| R1 |
2,860.75 |
2,860.75 |
2,848.25 |
2,869.50 |
| PP |
2,828.25 |
2,828.25 |
2,828.25 |
2,832.50 |
| S1 |
2,811.00 |
2,811.00 |
2,839.25 |
2,819.50 |
| S2 |
2,778.50 |
2,778.50 |
2,834.75 |
|
| S3 |
2,728.75 |
2,761.25 |
2,830.00 |
|
| S4 |
2,679.00 |
2,711.50 |
2,816.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,868.00 |
2,829.00 |
39.00 |
1.4% |
14.25 |
0.5% |
74% |
False |
False |
1,740 |
| 10 |
2,868.00 |
2,795.50 |
72.50 |
2.5% |
21.50 |
0.8% |
86% |
False |
False |
2,694 |
| 20 |
2,868.00 |
2,793.50 |
74.50 |
2.6% |
20.00 |
0.7% |
87% |
False |
False |
2,577 |
| 40 |
2,868.00 |
2,696.75 |
171.25 |
6.0% |
24.75 |
0.9% |
94% |
False |
False |
2,668 |
| 60 |
2,868.00 |
2,683.00 |
185.00 |
6.5% |
24.50 |
0.9% |
95% |
False |
False |
2,139 |
| 80 |
2,868.00 |
2,599.50 |
268.50 |
9.4% |
26.25 |
0.9% |
96% |
False |
False |
1,771 |
| 100 |
2,868.00 |
2,561.75 |
306.25 |
10.7% |
31.00 |
1.1% |
97% |
False |
False |
1,705 |
| 120 |
2,868.00 |
2,561.75 |
306.25 |
10.7% |
31.75 |
1.1% |
97% |
False |
False |
1,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,915.50 |
|
2.618 |
2,896.75 |
|
1.618 |
2,885.25 |
|
1.000 |
2,878.25 |
|
0.618 |
2,873.75 |
|
HIGH |
2,866.75 |
|
0.618 |
2,862.25 |
|
0.500 |
2,861.00 |
|
0.382 |
2,859.75 |
|
LOW |
2,855.25 |
|
0.618 |
2,848.25 |
|
1.000 |
2,843.75 |
|
1.618 |
2,836.75 |
|
2.618 |
2,825.25 |
|
4.250 |
2,806.50 |
|
|
| Fisher Pivots for day following 09-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,861.00 |
2,860.50 |
| PP |
2,860.00 |
2,859.50 |
| S1 |
2,859.00 |
2,858.75 |
|