| Trading Metrics calculated at close of trading on 15-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,830.75 |
2,844.50 |
13.75 |
0.5% |
2,846.25 |
| High |
2,847.25 |
2,846.50 |
-0.75 |
0.0% |
2,868.00 |
| Low |
2,830.25 |
2,807.00 |
-23.25 |
-0.8% |
2,830.00 |
| Close |
2,845.00 |
2,825.00 |
-20.00 |
-0.7% |
2,840.75 |
| Range |
17.00 |
39.50 |
22.50 |
132.4% |
38.00 |
| ATR |
22.02 |
23.27 |
1.25 |
5.7% |
0.00 |
| Volume |
3,979 |
8,314 |
4,335 |
108.9% |
10,304 |
|
| Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,944.75 |
2,924.25 |
2,846.75 |
|
| R3 |
2,905.25 |
2,884.75 |
2,835.75 |
|
| R2 |
2,865.75 |
2,865.75 |
2,832.25 |
|
| R1 |
2,845.25 |
2,845.25 |
2,828.50 |
2,835.75 |
| PP |
2,826.25 |
2,826.25 |
2,826.25 |
2,821.50 |
| S1 |
2,805.75 |
2,805.75 |
2,821.50 |
2,796.25 |
| S2 |
2,786.75 |
2,786.75 |
2,817.75 |
|
| S3 |
2,747.25 |
2,766.25 |
2,814.25 |
|
| S4 |
2,707.75 |
2,726.75 |
2,803.25 |
|
|
| 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 |
2,866.75 |
2,807.00 |
59.75 |
2.1% |
23.75 |
0.8% |
30% |
False |
True |
3,920 |
| 10 |
2,868.00 |
2,795.50 |
72.50 |
2.6% |
21.75 |
0.8% |
41% |
False |
False |
3,720 |
| 20 |
2,868.00 |
2,795.50 |
72.50 |
2.6% |
22.25 |
0.8% |
41% |
False |
False |
2,909 |
| 40 |
2,868.00 |
2,696.75 |
171.25 |
6.1% |
24.50 |
0.9% |
75% |
False |
False |
2,893 |
| 60 |
2,868.00 |
2,683.00 |
185.00 |
6.5% |
25.00 |
0.9% |
77% |
False |
False |
2,380 |
| 80 |
2,868.00 |
2,599.50 |
268.50 |
9.5% |
26.25 |
0.9% |
84% |
False |
False |
1,986 |
| 100 |
2,868.00 |
2,561.75 |
306.25 |
10.8% |
30.25 |
1.1% |
86% |
False |
False |
1,823 |
| 120 |
2,868.00 |
2,561.75 |
306.25 |
10.8% |
31.25 |
1.1% |
86% |
False |
False |
1,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,014.50 |
|
2.618 |
2,950.00 |
|
1.618 |
2,910.50 |
|
1.000 |
2,886.00 |
|
0.618 |
2,871.00 |
|
HIGH |
2,846.50 |
|
0.618 |
2,831.50 |
|
0.500 |
2,826.75 |
|
0.382 |
2,822.00 |
|
LOW |
2,807.00 |
|
0.618 |
2,782.50 |
|
1.000 |
2,767.50 |
|
1.618 |
2,743.00 |
|
2.618 |
2,703.50 |
|
4.250 |
2,639.00 |
|
|
| Fisher Pivots for day following 15-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,826.75 |
2,827.50 |
| PP |
2,826.25 |
2,826.50 |
| S1 |
2,825.50 |
2,825.75 |
|