| Trading Metrics calculated at close of trading on 22-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,860.50 |
2,858.00 |
-2.50 |
-0.1% |
2,840.00 |
| High |
2,877.75 |
2,872.25 |
-5.50 |
-0.2% |
2,861.25 |
| Low |
2,856.50 |
2,850.50 |
-6.00 |
-0.2% |
2,807.00 |
| Close |
2,865.75 |
2,865.25 |
-0.50 |
0.0% |
2,856.25 |
| Range |
21.25 |
21.75 |
0.50 |
2.4% |
54.25 |
| ATR |
22.84 |
22.76 |
-0.08 |
-0.3% |
0.00 |
| Volume |
4,680 |
4,833 |
153 |
3.3% |
21,524 |
|
| Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,928.00 |
2,918.25 |
2,877.25 |
|
| R3 |
2,906.25 |
2,896.50 |
2,871.25 |
|
| R2 |
2,884.50 |
2,884.50 |
2,869.25 |
|
| R1 |
2,874.75 |
2,874.75 |
2,867.25 |
2,879.50 |
| PP |
2,862.75 |
2,862.75 |
2,862.75 |
2,865.00 |
| S1 |
2,853.00 |
2,853.00 |
2,863.25 |
2,858.00 |
| S2 |
2,841.00 |
2,841.00 |
2,861.25 |
|
| S3 |
2,819.25 |
2,831.25 |
2,859.25 |
|
| S4 |
2,797.50 |
2,809.50 |
2,853.25 |
|
|
| 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 |
2,877.75 |
2,821.50 |
56.25 |
2.0% |
22.00 |
0.8% |
78% |
False |
False |
4,095 |
| 10 |
2,877.75 |
2,807.00 |
70.75 |
2.5% |
22.75 |
0.8% |
82% |
False |
False |
4,007 |
| 20 |
2,877.75 |
2,795.50 |
82.25 |
2.9% |
22.25 |
0.8% |
85% |
False |
False |
3,431 |
| 40 |
2,877.75 |
2,696.75 |
181.00 |
6.3% |
23.50 |
0.8% |
93% |
False |
False |
3,079 |
| 60 |
2,877.75 |
2,694.00 |
183.75 |
6.4% |
24.25 |
0.8% |
93% |
False |
False |
2,678 |
| 80 |
2,877.75 |
2,599.50 |
278.25 |
9.7% |
25.25 |
0.9% |
96% |
False |
False |
2,227 |
| 100 |
2,877.75 |
2,569.25 |
308.50 |
10.8% |
28.00 |
1.0% |
96% |
False |
False |
1,940 |
| 120 |
2,877.75 |
2,561.75 |
316.00 |
11.0% |
30.25 |
1.1% |
96% |
False |
False |
1,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,964.75 |
|
2.618 |
2,929.25 |
|
1.618 |
2,907.50 |
|
1.000 |
2,894.00 |
|
0.618 |
2,885.75 |
|
HIGH |
2,872.25 |
|
0.618 |
2,864.00 |
|
0.500 |
2,861.50 |
|
0.382 |
2,858.75 |
|
LOW |
2,850.50 |
|
0.618 |
2,837.00 |
|
1.000 |
2,828.75 |
|
1.618 |
2,815.25 |
|
2.618 |
2,793.50 |
|
4.250 |
2,758.00 |
|
|
| Fisher Pivots for day following 22-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,864.00 |
2,865.00 |
| PP |
2,862.75 |
2,864.50 |
| S1 |
2,861.50 |
2,864.00 |
|