| 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 |
1,184.52 |
1,190.42 |
5.90 |
0.5% |
1,211.22 |
| High |
1,190.61 |
1,196.26 |
5.65 |
0.5% |
1,213.58 |
| Low |
1,182.72 |
1,187.67 |
4.95 |
0.4% |
1,160.75 |
| Close |
1,190.34 |
1,196.05 |
5.71 |
0.5% |
1,184.56 |
| Range |
7.89 |
8.59 |
0.70 |
8.9% |
52.83 |
| ATR |
11.99 |
11.75 |
-0.24 |
-2.0% |
0.00 |
| Volume |
9,721 |
10,488 |
767 |
7.9% |
52,209 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,219.10 |
1,216.16 |
1,200.77 |
|
| R3 |
1,210.51 |
1,207.57 |
1,198.41 |
|
| R2 |
1,201.92 |
1,201.92 |
1,197.62 |
|
| R1 |
1,198.98 |
1,198.98 |
1,196.84 |
1,200.45 |
| PP |
1,193.33 |
1,193.33 |
1,193.33 |
1,194.06 |
| S1 |
1,190.39 |
1,190.39 |
1,195.26 |
1,191.86 |
| S2 |
1,184.74 |
1,184.74 |
1,194.48 |
|
| S3 |
1,176.15 |
1,181.80 |
1,193.69 |
|
| S4 |
1,167.56 |
1,173.21 |
1,191.33 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,344.79 |
1,317.50 |
1,213.62 |
|
| R3 |
1,291.96 |
1,264.67 |
1,199.09 |
|
| R2 |
1,239.13 |
1,239.13 |
1,194.25 |
|
| R1 |
1,211.84 |
1,211.84 |
1,189.40 |
1,199.07 |
| PP |
1,186.30 |
1,186.30 |
1,186.30 |
1,179.91 |
| S1 |
1,159.01 |
1,159.01 |
1,179.72 |
1,146.24 |
| S2 |
1,133.47 |
1,133.47 |
1,174.87 |
|
| S3 |
1,080.64 |
1,106.18 |
1,170.03 |
|
| S4 |
1,027.81 |
1,053.35 |
1,155.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,196.26 |
1,160.75 |
35.51 |
3.0% |
14.24 |
1.2% |
99% |
True |
False |
10,438 |
| 10 |
1,216.73 |
1,160.75 |
55.98 |
4.7% |
12.35 |
1.0% |
63% |
False |
False |
10,277 |
| 20 |
1,234.76 |
1,160.75 |
74.01 |
6.2% |
11.53 |
1.0% |
48% |
False |
False |
10,135 |
| 40 |
1,265.59 |
1,160.75 |
104.84 |
8.8% |
11.34 |
0.9% |
34% |
False |
False |
10,828 |
| 60 |
1,308.89 |
1,160.75 |
148.14 |
12.4% |
10.72 |
0.9% |
24% |
False |
False |
10,562 |
| 80 |
1,325.56 |
1,160.75 |
164.81 |
13.8% |
10.65 |
0.9% |
21% |
False |
False |
10,576 |
| 100 |
1,364.36 |
1,160.75 |
203.61 |
17.0% |
11.12 |
0.9% |
17% |
False |
False |
10,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,232.77 |
|
2.618 |
1,218.75 |
|
1.618 |
1,210.16 |
|
1.000 |
1,204.85 |
|
0.618 |
1,201.57 |
|
HIGH |
1,196.26 |
|
0.618 |
1,192.98 |
|
0.500 |
1,191.97 |
|
0.382 |
1,190.95 |
|
LOW |
1,187.67 |
|
0.618 |
1,182.36 |
|
1.000 |
1,179.08 |
|
1.618 |
1,173.77 |
|
2.618 |
1,165.18 |
|
4.250 |
1,151.16 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,194.69 |
1,192.06 |
| PP |
1,193.33 |
1,188.06 |
| S1 |
1,191.97 |
1,184.07 |
|