| Trading Metrics calculated at close of trading on 16-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2018 |
16-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,844.50 |
2,826.50 |
-18.00 |
-0.6% |
2,846.25 |
| High |
2,846.50 |
2,856.00 |
9.50 |
0.3% |
2,868.00 |
| Low |
2,807.00 |
2,821.50 |
14.50 |
0.5% |
2,830.00 |
| Close |
2,825.00 |
2,848.75 |
23.75 |
0.8% |
2,840.75 |
| Range |
39.50 |
34.50 |
-5.00 |
-12.7% |
38.00 |
| ATR |
23.27 |
24.07 |
0.80 |
3.4% |
0.00 |
| Volume |
8,314 |
3,720 |
-4,594 |
-55.3% |
10,304 |
|
| Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,945.50 |
2,931.75 |
2,867.75 |
|
| R3 |
2,911.00 |
2,897.25 |
2,858.25 |
|
| R2 |
2,876.50 |
2,876.50 |
2,855.00 |
|
| R1 |
2,862.75 |
2,862.75 |
2,852.00 |
2,869.50 |
| PP |
2,842.00 |
2,842.00 |
2,842.00 |
2,845.50 |
| S1 |
2,828.25 |
2,828.25 |
2,845.50 |
2,835.00 |
| S2 |
2,807.50 |
2,807.50 |
2,842.50 |
|
| S3 |
2,773.00 |
2,793.75 |
2,839.25 |
|
| S4 |
2,738.50 |
2,759.25 |
2,829.75 |
|
|
| 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 |
2,856.50 |
2,807.00 |
49.50 |
1.7% |
28.25 |
1.0% |
84% |
False |
False |
4,382 |
| 10 |
2,868.00 |
2,807.00 |
61.00 |
2.1% |
21.25 |
0.7% |
68% |
False |
False |
3,061 |
| 20 |
2,868.00 |
2,795.50 |
72.50 |
2.5% |
23.00 |
0.8% |
73% |
False |
False |
3,015 |
| 40 |
2,868.00 |
2,696.75 |
171.25 |
6.0% |
25.00 |
0.9% |
89% |
False |
False |
2,959 |
| 60 |
2,868.00 |
2,683.00 |
185.00 |
6.5% |
25.25 |
0.9% |
90% |
False |
False |
2,430 |
| 80 |
2,868.00 |
2,599.50 |
268.50 |
9.4% |
25.75 |
0.9% |
93% |
False |
False |
2,020 |
| 100 |
2,868.00 |
2,561.75 |
306.25 |
10.8% |
29.75 |
1.0% |
94% |
False |
False |
1,853 |
| 120 |
2,868.00 |
2,561.75 |
306.25 |
10.8% |
31.25 |
1.1% |
94% |
False |
False |
1,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,002.50 |
|
2.618 |
2,946.25 |
|
1.618 |
2,911.75 |
|
1.000 |
2,890.50 |
|
0.618 |
2,877.25 |
|
HIGH |
2,856.00 |
|
0.618 |
2,842.75 |
|
0.500 |
2,838.75 |
|
0.382 |
2,834.75 |
|
LOW |
2,821.50 |
|
0.618 |
2,800.25 |
|
1.000 |
2,787.00 |
|
1.618 |
2,765.75 |
|
2.618 |
2,731.25 |
|
4.250 |
2,675.00 |
|
|
| Fisher Pivots for day following 16-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,845.50 |
2,843.00 |
| PP |
2,842.00 |
2,837.25 |
| S1 |
2,838.75 |
2,831.50 |
|