| Trading Metrics calculated at close of trading on 13-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2018 |
13-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,856.25 |
2,840.00 |
-16.25 |
-0.6% |
2,846.25 |
| High |
2,856.50 |
2,847.75 |
-8.75 |
-0.3% |
2,868.00 |
| Low |
2,830.00 |
2,823.75 |
-6.25 |
-0.2% |
2,830.00 |
| Close |
2,840.75 |
2,829.50 |
-11.25 |
-0.4% |
2,840.75 |
| Range |
26.50 |
24.00 |
-2.50 |
-9.4% |
38.00 |
| ATR |
22.22 |
22.35 |
0.13 |
0.6% |
0.00 |
| Volume |
3,027 |
2,874 |
-153 |
-5.1% |
10,304 |
|
| Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,905.75 |
2,891.50 |
2,842.75 |
|
| R3 |
2,881.75 |
2,867.50 |
2,836.00 |
|
| R2 |
2,857.75 |
2,857.75 |
2,834.00 |
|
| R1 |
2,843.50 |
2,843.50 |
2,831.75 |
2,838.50 |
| PP |
2,833.75 |
2,833.75 |
2,833.75 |
2,831.25 |
| S1 |
2,819.50 |
2,819.50 |
2,827.25 |
2,814.50 |
| S2 |
2,809.75 |
2,809.75 |
2,825.00 |
|
| S3 |
2,785.75 |
2,795.50 |
2,823.00 |
|
| S4 |
2,761.75 |
2,771.50 |
2,816.25 |
|
|
| 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 |
2,823.75 |
44.25 |
1.6% |
17.50 |
0.6% |
13% |
False |
True |
2,340 |
| 10 |
2,868.00 |
2,795.50 |
72.50 |
2.6% |
20.50 |
0.7% |
47% |
False |
False |
2,903 |
| 20 |
2,868.00 |
2,793.50 |
74.50 |
2.6% |
21.25 |
0.8% |
48% |
False |
False |
2,462 |
| 40 |
2,868.00 |
2,696.75 |
171.25 |
6.1% |
25.00 |
0.9% |
78% |
False |
False |
2,736 |
| 60 |
2,868.00 |
2,683.00 |
185.00 |
6.5% |
24.75 |
0.9% |
79% |
False |
False |
2,194 |
| 80 |
2,868.00 |
2,599.50 |
268.50 |
9.5% |
26.25 |
0.9% |
86% |
False |
False |
1,839 |
| 100 |
2,868.00 |
2,561.75 |
306.25 |
10.8% |
31.00 |
1.1% |
87% |
False |
False |
1,759 |
| 120 |
2,868.00 |
2,561.75 |
306.25 |
10.8% |
31.50 |
1.1% |
87% |
False |
False |
1,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,949.75 |
|
2.618 |
2,910.50 |
|
1.618 |
2,886.50 |
|
1.000 |
2,871.75 |
|
0.618 |
2,862.50 |
|
HIGH |
2,847.75 |
|
0.618 |
2,838.50 |
|
0.500 |
2,835.75 |
|
0.382 |
2,833.00 |
|
LOW |
2,823.75 |
|
0.618 |
2,809.00 |
|
1.000 |
2,799.75 |
|
1.618 |
2,785.00 |
|
2.618 |
2,761.00 |
|
4.250 |
2,721.75 |
|
|
| Fisher Pivots for day following 13-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,835.75 |
2,845.25 |
| PP |
2,833.75 |
2,840.00 |
| S1 |
2,831.50 |
2,834.75 |
|