| Trading Metrics calculated at close of trading on 21-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,857.25 |
2,860.50 |
3.25 |
0.1% |
2,840.00 |
| High |
2,865.00 |
2,877.75 |
12.75 |
0.4% |
2,861.25 |
| Low |
2,854.50 |
2,856.50 |
2.00 |
0.1% |
2,807.00 |
| Close |
2,862.75 |
2,865.75 |
3.00 |
0.1% |
2,856.25 |
| Range |
10.50 |
21.25 |
10.75 |
102.4% |
54.25 |
| ATR |
22.96 |
22.84 |
-0.12 |
-0.5% |
0.00 |
| Volume |
4,606 |
4,680 |
74 |
1.6% |
21,524 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,930.50 |
2,919.25 |
2,877.50 |
|
| R3 |
2,909.25 |
2,898.00 |
2,871.50 |
|
| R2 |
2,888.00 |
2,888.00 |
2,869.75 |
|
| R1 |
2,876.75 |
2,876.75 |
2,867.75 |
2,882.50 |
| PP |
2,866.75 |
2,866.75 |
2,866.75 |
2,869.50 |
| S1 |
2,855.50 |
2,855.50 |
2,863.75 |
2,861.00 |
| S2 |
2,845.50 |
2,845.50 |
2,861.75 |
|
| S3 |
2,824.25 |
2,834.25 |
2,860.00 |
|
| S4 |
2,803.00 |
2,813.00 |
2,854.00 |
|
|
| 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 |
2,877.75 |
2,807.00 |
70.75 |
2.5% |
25.50 |
0.9% |
83% |
True |
False |
4,791 |
| 10 |
2,877.75 |
2,807.00 |
70.75 |
2.5% |
21.75 |
0.8% |
83% |
True |
False |
3,673 |
| 20 |
2,877.75 |
2,795.50 |
82.25 |
2.9% |
23.00 |
0.8% |
85% |
True |
False |
3,435 |
| 40 |
2,877.75 |
2,696.75 |
181.00 |
6.3% |
23.50 |
0.8% |
93% |
True |
False |
3,055 |
| 60 |
2,877.75 |
2,683.00 |
194.75 |
6.8% |
25.00 |
0.9% |
94% |
True |
False |
2,610 |
| 80 |
2,877.75 |
2,599.50 |
278.25 |
9.7% |
25.50 |
0.9% |
96% |
True |
False |
2,166 |
| 100 |
2,877.75 |
2,561.75 |
316.00 |
11.0% |
28.50 |
1.0% |
96% |
True |
False |
1,904 |
| 120 |
2,877.75 |
2,561.75 |
316.00 |
11.0% |
30.50 |
1.1% |
96% |
True |
False |
1,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,968.00 |
|
2.618 |
2,933.50 |
|
1.618 |
2,912.25 |
|
1.000 |
2,899.00 |
|
0.618 |
2,891.00 |
|
HIGH |
2,877.75 |
|
0.618 |
2,869.75 |
|
0.500 |
2,867.00 |
|
0.382 |
2,864.50 |
|
LOW |
2,856.50 |
|
0.618 |
2,843.25 |
|
1.000 |
2,835.25 |
|
1.618 |
2,822.00 |
|
2.618 |
2,800.75 |
|
4.250 |
2,766.25 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,867.00 |
2,863.25 |
| PP |
2,866.75 |
2,861.00 |
| S1 |
2,866.25 |
2,858.50 |
|