| Trading Metrics calculated at close of trading on 10-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,858.50 |
2,856.25 |
-2.25 |
-0.1% |
2,846.25 |
| High |
2,866.75 |
2,856.50 |
-10.25 |
-0.4% |
2,868.00 |
| Low |
2,855.25 |
2,830.00 |
-25.25 |
-0.9% |
2,830.00 |
| Close |
2,858.00 |
2,840.75 |
-17.25 |
-0.6% |
2,840.75 |
| Range |
11.50 |
26.50 |
15.00 |
130.4% |
38.00 |
| ATR |
21.78 |
22.22 |
0.44 |
2.0% |
0.00 |
| Volume |
1,409 |
3,027 |
1,618 |
114.8% |
10,304 |
|
| Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,922.00 |
2,907.75 |
2,855.25 |
|
| R3 |
2,895.50 |
2,881.25 |
2,848.00 |
|
| R2 |
2,869.00 |
2,869.00 |
2,845.50 |
|
| R1 |
2,854.75 |
2,854.75 |
2,843.25 |
2,848.50 |
| PP |
2,842.50 |
2,842.50 |
2,842.50 |
2,839.25 |
| S1 |
2,828.25 |
2,828.25 |
2,838.25 |
2,822.00 |
| S2 |
2,816.00 |
2,816.00 |
2,836.00 |
|
| S3 |
2,789.50 |
2,801.75 |
2,833.50 |
|
| S4 |
2,763.00 |
2,775.25 |
2,826.25 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,960.25 |
2,938.50 |
2,861.75 |
|
| R3 |
2,922.25 |
2,900.50 |
2,851.25 |
|
| R2 |
2,884.25 |
2,884.25 |
2,847.75 |
|
| R1 |
2,862.50 |
2,862.50 |
2,844.25 |
2,854.50 |
| PP |
2,846.25 |
2,846.25 |
2,846.25 |
2,842.25 |
| S1 |
2,824.50 |
2,824.50 |
2,837.25 |
2,816.50 |
| S2 |
2,808.25 |
2,808.25 |
2,833.75 |
|
| S3 |
2,770.25 |
2,786.50 |
2,830.25 |
|
| S4 |
2,732.25 |
2,748.50 |
2,819.75 |
|
|
| 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 |
2,830.00 |
38.00 |
1.3% |
16.25 |
0.6% |
28% |
False |
True |
2,060 |
| 10 |
2,868.00 |
2,795.50 |
72.50 |
2.6% |
20.50 |
0.7% |
62% |
False |
False |
2,789 |
| 20 |
2,868.00 |
2,793.50 |
74.50 |
2.6% |
20.75 |
0.7% |
63% |
False |
False |
2,658 |
| 40 |
2,868.00 |
2,696.75 |
171.25 |
6.0% |
24.75 |
0.9% |
84% |
False |
False |
2,703 |
| 60 |
2,868.00 |
2,683.00 |
185.00 |
6.5% |
24.50 |
0.9% |
85% |
False |
False |
2,153 |
| 80 |
2,868.00 |
2,599.50 |
268.50 |
9.5% |
26.25 |
0.9% |
90% |
False |
False |
1,806 |
| 100 |
2,868.00 |
2,561.75 |
306.25 |
10.8% |
31.00 |
1.1% |
91% |
False |
False |
1,735 |
| 120 |
2,868.00 |
2,561.75 |
306.25 |
10.8% |
31.75 |
1.1% |
91% |
False |
False |
1,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,969.00 |
|
2.618 |
2,926.00 |
|
1.618 |
2,899.50 |
|
1.000 |
2,883.00 |
|
0.618 |
2,873.00 |
|
HIGH |
2,856.50 |
|
0.618 |
2,846.50 |
|
0.500 |
2,843.25 |
|
0.382 |
2,840.00 |
|
LOW |
2,830.00 |
|
0.618 |
2,813.50 |
|
1.000 |
2,803.50 |
|
1.618 |
2,787.00 |
|
2.618 |
2,760.50 |
|
4.250 |
2,717.50 |
|
|
| Fisher Pivots for day following 10-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,843.25 |
2,848.50 |
| PP |
2,842.50 |
2,845.75 |
| S1 |
2,841.50 |
2,843.25 |
|