| Trading Metrics calculated at close of trading on 17-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2018 |
17-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,826.50 |
2,846.75 |
20.25 |
0.7% |
2,840.00 |
| High |
2,856.00 |
2,861.25 |
5.25 |
0.2% |
2,861.25 |
| Low |
2,821.50 |
2,839.25 |
17.75 |
0.6% |
2,807.00 |
| Close |
2,848.75 |
2,856.25 |
7.50 |
0.3% |
2,856.25 |
| Range |
34.50 |
22.00 |
-12.50 |
-36.2% |
54.25 |
| ATR |
24.07 |
23.92 |
-0.15 |
-0.6% |
0.00 |
| Volume |
3,720 |
2,637 |
-1,083 |
-29.1% |
21,524 |
|
| Daily Pivots for day following 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,918.25 |
2,909.25 |
2,868.25 |
|
| R3 |
2,896.25 |
2,887.25 |
2,862.25 |
|
| R2 |
2,874.25 |
2,874.25 |
2,860.25 |
|
| R1 |
2,865.25 |
2,865.25 |
2,858.25 |
2,869.75 |
| PP |
2,852.25 |
2,852.25 |
2,852.25 |
2,854.50 |
| S1 |
2,843.25 |
2,843.25 |
2,854.25 |
2,847.75 |
| S2 |
2,830.25 |
2,830.25 |
2,852.25 |
|
| S3 |
2,808.25 |
2,821.25 |
2,850.25 |
|
| S4 |
2,786.25 |
2,799.25 |
2,844.25 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,004.25 |
2,984.50 |
2,886.00 |
|
| R3 |
2,950.00 |
2,930.25 |
2,871.25 |
|
| R2 |
2,895.75 |
2,895.75 |
2,866.25 |
|
| R1 |
2,876.00 |
2,876.00 |
2,861.25 |
2,886.00 |
| PP |
2,841.50 |
2,841.50 |
2,841.50 |
2,846.50 |
| S1 |
2,821.75 |
2,821.75 |
2,851.25 |
2,831.50 |
| S2 |
2,787.25 |
2,787.25 |
2,846.25 |
|
| S3 |
2,733.00 |
2,767.50 |
2,841.25 |
|
| S4 |
2,678.75 |
2,713.25 |
2,826.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,861.25 |
2,807.00 |
54.25 |
1.9% |
27.50 |
1.0% |
91% |
True |
False |
4,304 |
| 10 |
2,868.00 |
2,807.00 |
61.00 |
2.1% |
21.75 |
0.8% |
81% |
False |
False |
3,182 |
| 20 |
2,868.00 |
2,795.50 |
72.50 |
2.5% |
23.25 |
0.8% |
84% |
False |
False |
3,101 |
| 40 |
2,868.00 |
2,696.75 |
171.25 |
6.0% |
24.50 |
0.9% |
93% |
False |
False |
2,939 |
| 60 |
2,868.00 |
2,683.00 |
185.00 |
6.5% |
25.25 |
0.9% |
94% |
False |
False |
2,464 |
| 80 |
2,868.00 |
2,599.50 |
268.50 |
9.4% |
25.75 |
0.9% |
96% |
False |
False |
2,051 |
| 100 |
2,868.00 |
2,561.75 |
306.25 |
10.7% |
29.25 |
1.0% |
96% |
False |
False |
1,817 |
| 120 |
2,868.00 |
2,561.75 |
306.25 |
10.7% |
31.00 |
1.1% |
96% |
False |
False |
1,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,954.75 |
|
2.618 |
2,918.75 |
|
1.618 |
2,896.75 |
|
1.000 |
2,883.25 |
|
0.618 |
2,874.75 |
|
HIGH |
2,861.25 |
|
0.618 |
2,852.75 |
|
0.500 |
2,850.25 |
|
0.382 |
2,847.75 |
|
LOW |
2,839.25 |
|
0.618 |
2,825.75 |
|
1.000 |
2,817.25 |
|
1.618 |
2,803.75 |
|
2.618 |
2,781.75 |
|
4.250 |
2,745.75 |
|
|
| Fisher Pivots for day following 17-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,854.25 |
2,849.00 |
| PP |
2,852.25 |
2,841.50 |
| S1 |
2,850.25 |
2,834.00 |
|