| Trading Metrics calculated at close of trading on 14-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,840.00 |
2,830.75 |
-9.25 |
-0.3% |
2,846.25 |
| High |
2,847.75 |
2,847.25 |
-0.50 |
0.0% |
2,868.00 |
| Low |
2,823.75 |
2,830.25 |
6.50 |
0.2% |
2,830.00 |
| Close |
2,829.50 |
2,845.00 |
15.50 |
0.5% |
2,840.75 |
| Range |
24.00 |
17.00 |
-7.00 |
-29.2% |
38.00 |
| ATR |
22.35 |
22.02 |
-0.33 |
-1.5% |
0.00 |
| Volume |
2,874 |
3,979 |
1,105 |
38.4% |
10,304 |
|
| Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,891.75 |
2,885.50 |
2,854.25 |
|
| R3 |
2,874.75 |
2,868.50 |
2,849.75 |
|
| R2 |
2,857.75 |
2,857.75 |
2,848.00 |
|
| R1 |
2,851.50 |
2,851.50 |
2,846.50 |
2,854.50 |
| PP |
2,840.75 |
2,840.75 |
2,840.75 |
2,842.50 |
| S1 |
2,834.50 |
2,834.50 |
2,843.50 |
2,837.50 |
| S2 |
2,823.75 |
2,823.75 |
2,842.00 |
|
| S3 |
2,806.75 |
2,817.50 |
2,840.25 |
|
| S4 |
2,789.75 |
2,800.50 |
2,835.75 |
|
|
| 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 |
2,866.75 |
2,823.75 |
43.00 |
1.5% |
17.75 |
0.6% |
49% |
False |
False |
2,554 |
| 10 |
2,868.00 |
2,795.50 |
72.50 |
2.5% |
19.75 |
0.7% |
68% |
False |
False |
3,132 |
| 20 |
2,868.00 |
2,795.50 |
72.50 |
2.5% |
20.75 |
0.7% |
68% |
False |
False |
2,567 |
| 40 |
2,868.00 |
2,696.75 |
171.25 |
6.0% |
24.75 |
0.9% |
87% |
False |
False |
2,802 |
| 60 |
2,868.00 |
2,683.00 |
185.00 |
6.5% |
24.75 |
0.9% |
88% |
False |
False |
2,248 |
| 80 |
2,868.00 |
2,599.50 |
268.50 |
9.4% |
26.00 |
0.9% |
91% |
False |
False |
1,882 |
| 100 |
2,868.00 |
2,561.75 |
306.25 |
10.8% |
30.50 |
1.1% |
92% |
False |
False |
1,745 |
| 120 |
2,868.00 |
2,561.75 |
306.25 |
10.8% |
31.25 |
1.1% |
92% |
False |
False |
1,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,919.50 |
|
2.618 |
2,891.75 |
|
1.618 |
2,874.75 |
|
1.000 |
2,864.25 |
|
0.618 |
2,857.75 |
|
HIGH |
2,847.25 |
|
0.618 |
2,840.75 |
|
0.500 |
2,838.75 |
|
0.382 |
2,836.75 |
|
LOW |
2,830.25 |
|
0.618 |
2,819.75 |
|
1.000 |
2,813.25 |
|
1.618 |
2,802.75 |
|
2.618 |
2,785.75 |
|
4.250 |
2,758.00 |
|
|
| Fisher Pivots for day following 14-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,843.00 |
2,843.50 |
| PP |
2,840.75 |
2,841.75 |
| S1 |
2,838.75 |
2,840.00 |
|