| Trading Metrics calculated at close of trading on 24-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,867.75 |
2,862.00 |
-5.75 |
-0.2% |
2,857.25 |
| High |
2,873.75 |
2,881.50 |
7.75 |
0.3% |
2,881.50 |
| Low |
2,859.00 |
2,860.75 |
1.75 |
0.1% |
2,850.50 |
| Close |
2,862.00 |
2,881.00 |
19.00 |
0.7% |
2,881.00 |
| Range |
14.75 |
20.75 |
6.00 |
40.7% |
31.00 |
| ATR |
22.19 |
22.09 |
-0.10 |
-0.5% |
0.00 |
| Volume |
4,349 |
5,943 |
1,594 |
36.7% |
24,411 |
|
| Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,936.75 |
2,929.50 |
2,892.50 |
|
| R3 |
2,916.00 |
2,908.75 |
2,886.75 |
|
| R2 |
2,895.25 |
2,895.25 |
2,884.75 |
|
| R1 |
2,888.00 |
2,888.00 |
2,883.00 |
2,891.50 |
| PP |
2,874.50 |
2,874.50 |
2,874.50 |
2,876.25 |
| S1 |
2,867.25 |
2,867.25 |
2,879.00 |
2,871.00 |
| S2 |
2,853.75 |
2,853.75 |
2,877.25 |
|
| S3 |
2,833.00 |
2,846.50 |
2,875.25 |
|
| S4 |
2,812.25 |
2,825.75 |
2,869.50 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,964.00 |
2,953.50 |
2,898.00 |
|
| R3 |
2,933.00 |
2,922.50 |
2,889.50 |
|
| R2 |
2,902.00 |
2,902.00 |
2,886.75 |
|
| R1 |
2,891.50 |
2,891.50 |
2,883.75 |
2,896.75 |
| PP |
2,871.00 |
2,871.00 |
2,871.00 |
2,873.50 |
| S1 |
2,860.50 |
2,860.50 |
2,878.25 |
2,865.75 |
| S2 |
2,840.00 |
2,840.00 |
2,875.25 |
|
| S3 |
2,809.00 |
2,829.50 |
2,872.50 |
|
| S4 |
2,778.00 |
2,798.50 |
2,864.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,881.50 |
2,850.50 |
31.00 |
1.1% |
17.75 |
0.6% |
98% |
True |
False |
4,882 |
| 10 |
2,881.50 |
2,807.00 |
74.50 |
2.6% |
22.50 |
0.8% |
99% |
True |
False |
4,593 |
| 20 |
2,881.50 |
2,795.50 |
86.00 |
3.0% |
21.50 |
0.7% |
99% |
True |
False |
3,691 |
| 40 |
2,881.50 |
2,702.25 |
179.25 |
6.2% |
22.25 |
0.8% |
100% |
True |
False |
3,029 |
| 60 |
2,881.50 |
2,696.75 |
184.75 |
6.4% |
23.75 |
0.8% |
100% |
True |
False |
2,758 |
| 80 |
2,881.50 |
2,599.50 |
282.00 |
9.8% |
24.75 |
0.9% |
100% |
True |
False |
2,351 |
| 100 |
2,881.50 |
2,594.50 |
287.00 |
10.0% |
27.00 |
0.9% |
100% |
True |
False |
1,996 |
| 120 |
2,881.50 |
2,561.75 |
319.75 |
11.1% |
30.00 |
1.0% |
100% |
True |
False |
1,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,969.75 |
|
2.618 |
2,935.75 |
|
1.618 |
2,915.00 |
|
1.000 |
2,902.25 |
|
0.618 |
2,894.25 |
|
HIGH |
2,881.50 |
|
0.618 |
2,873.50 |
|
0.500 |
2,871.00 |
|
0.382 |
2,868.75 |
|
LOW |
2,860.75 |
|
0.618 |
2,848.00 |
|
1.000 |
2,840.00 |
|
1.618 |
2,827.25 |
|
2.618 |
2,806.50 |
|
4.250 |
2,772.50 |
|
|
| Fisher Pivots for day following 24-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,877.75 |
2,876.00 |
| PP |
2,874.50 |
2,871.00 |
| S1 |
2,871.00 |
2,866.00 |
|