| Trading Metrics calculated at close of trading on 20-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2018 |
20-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,846.75 |
2,857.25 |
10.50 |
0.4% |
2,840.00 |
| High |
2,861.25 |
2,865.00 |
3.75 |
0.1% |
2,861.25 |
| Low |
2,839.25 |
2,854.50 |
15.25 |
0.5% |
2,807.00 |
| Close |
2,856.25 |
2,862.75 |
6.50 |
0.2% |
2,856.25 |
| Range |
22.00 |
10.50 |
-11.50 |
-52.3% |
54.25 |
| ATR |
23.92 |
22.96 |
-0.96 |
-4.0% |
0.00 |
| Volume |
2,637 |
4,606 |
1,969 |
74.7% |
21,524 |
|
| Daily Pivots for day following 20-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,892.25 |
2,888.00 |
2,868.50 |
|
| R3 |
2,881.75 |
2,877.50 |
2,865.75 |
|
| R2 |
2,871.25 |
2,871.25 |
2,864.75 |
|
| R1 |
2,867.00 |
2,867.00 |
2,863.75 |
2,869.00 |
| PP |
2,860.75 |
2,860.75 |
2,860.75 |
2,861.75 |
| S1 |
2,856.50 |
2,856.50 |
2,861.75 |
2,858.50 |
| S2 |
2,850.25 |
2,850.25 |
2,860.75 |
|
| S3 |
2,839.75 |
2,846.00 |
2,859.75 |
|
| S4 |
2,829.25 |
2,835.50 |
2,857.00 |
|
|
| 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 |
2,865.00 |
2,807.00 |
58.00 |
2.0% |
24.75 |
0.9% |
96% |
True |
False |
4,651 |
| 10 |
2,868.00 |
2,807.00 |
61.00 |
2.1% |
21.00 |
0.7% |
91% |
False |
False |
3,495 |
| 20 |
2,868.00 |
2,795.50 |
72.50 |
2.5% |
23.00 |
0.8% |
93% |
False |
False |
3,286 |
| 40 |
2,868.00 |
2,696.75 |
171.25 |
6.0% |
24.25 |
0.8% |
97% |
False |
False |
3,031 |
| 60 |
2,868.00 |
2,683.00 |
185.00 |
6.5% |
25.00 |
0.9% |
97% |
False |
False |
2,534 |
| 80 |
2,868.00 |
2,599.50 |
268.50 |
9.4% |
25.25 |
0.9% |
98% |
False |
False |
2,108 |
| 100 |
2,868.00 |
2,561.75 |
306.25 |
10.7% |
29.00 |
1.0% |
98% |
False |
False |
1,860 |
| 120 |
2,868.00 |
2,561.75 |
306.25 |
10.7% |
30.75 |
1.1% |
98% |
False |
False |
1,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,909.50 |
|
2.618 |
2,892.50 |
|
1.618 |
2,882.00 |
|
1.000 |
2,875.50 |
|
0.618 |
2,871.50 |
|
HIGH |
2,865.00 |
|
0.618 |
2,861.00 |
|
0.500 |
2,859.75 |
|
0.382 |
2,858.50 |
|
LOW |
2,854.50 |
|
0.618 |
2,848.00 |
|
1.000 |
2,844.00 |
|
1.618 |
2,837.50 |
|
2.618 |
2,827.00 |
|
4.250 |
2,810.00 |
|
|
| Fisher Pivots for day following 20-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,861.75 |
2,856.25 |
| PP |
2,860.75 |
2,849.75 |
| S1 |
2,859.75 |
2,843.25 |
|