| Trading Metrics calculated at close of trading on 09-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2018 |
09-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1,212.0 |
1,214.5 |
2.5 |
0.2% |
1,222.5 |
| High |
1,215.2 |
1,215.3 |
0.1 |
0.0% |
1,228.1 |
| Low |
1,205.9 |
1,211.5 |
5.6 |
0.5% |
1,205.1 |
| Close |
1,212.6 |
1,211.9 |
-0.7 |
-0.1% |
1,214.2 |
| Range |
9.3 |
3.8 |
-5.5 |
-59.1% |
23.0 |
| ATR |
11.3 |
10.8 |
-0.5 |
-4.7% |
0.0 |
| Volume |
209 |
44 |
-165 |
-78.9% |
67,182 |
|
| Daily Pivots for day following 09-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,224.3 |
1,221.9 |
1,214.0 |
|
| R3 |
1,220.5 |
1,218.1 |
1,212.9 |
|
| R2 |
1,216.7 |
1,216.7 |
1,212.6 |
|
| R1 |
1,214.3 |
1,214.3 |
1,212.2 |
1,213.6 |
| PP |
1,212.9 |
1,212.9 |
1,212.9 |
1,212.6 |
| S1 |
1,210.5 |
1,210.5 |
1,211.6 |
1,209.8 |
| S2 |
1,209.1 |
1,209.1 |
1,211.2 |
|
| S3 |
1,205.3 |
1,206.7 |
1,210.9 |
|
| S4 |
1,201.5 |
1,202.9 |
1,209.8 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,284.8 |
1,272.5 |
1,226.9 |
|
| R3 |
1,261.8 |
1,249.5 |
1,220.5 |
|
| R2 |
1,238.8 |
1,238.8 |
1,218.4 |
|
| R1 |
1,226.5 |
1,226.5 |
1,216.3 |
1,221.2 |
| PP |
1,215.8 |
1,215.8 |
1,215.8 |
1,213.1 |
| S1 |
1,203.5 |
1,203.5 |
1,212.1 |
1,198.2 |
| S2 |
1,192.8 |
1,192.8 |
1,210.0 |
|
| S3 |
1,169.8 |
1,180.5 |
1,207.9 |
|
| S4 |
1,146.8 |
1,157.5 |
1,201.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,219.0 |
1,205.1 |
13.9 |
1.1% |
8.4 |
0.7% |
49% |
False |
False |
409 |
| 10 |
1,228.1 |
1,205.1 |
23.0 |
1.9% |
9.6 |
0.8% |
30% |
False |
False |
32,287 |
| 20 |
1,248.5 |
1,205.1 |
43.4 |
3.6% |
11.4 |
0.9% |
16% |
False |
False |
167,152 |
| 40 |
1,313.0 |
1,205.1 |
107.9 |
8.9% |
11.5 |
1.0% |
6% |
False |
False |
219,169 |
| 60 |
1,313.0 |
1,205.1 |
107.9 |
8.9% |
11.1 |
0.9% |
6% |
False |
False |
207,765 |
| 80 |
1,365.1 |
1,205.1 |
160.0 |
13.2% |
11.4 |
0.9% |
4% |
False |
False |
160,431 |
| 100 |
1,375.1 |
1,205.1 |
170.0 |
14.0% |
12.2 |
1.0% |
4% |
False |
False |
129,533 |
| 120 |
1,375.1 |
1,205.1 |
170.0 |
14.0% |
12.2 |
1.0% |
4% |
False |
False |
108,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,231.5 |
|
2.618 |
1,225.2 |
|
1.618 |
1,221.4 |
|
1.000 |
1,219.1 |
|
0.618 |
1,217.6 |
|
HIGH |
1,215.3 |
|
0.618 |
1,213.8 |
|
0.500 |
1,213.4 |
|
0.382 |
1,213.0 |
|
LOW |
1,211.5 |
|
0.618 |
1,209.2 |
|
1.000 |
1,207.7 |
|
1.618 |
1,205.4 |
|
2.618 |
1,201.6 |
|
4.250 |
1,195.4 |
|
|
| Fisher Pivots for day following 09-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,213.4 |
1,211.5 |
| PP |
1,212.9 |
1,211.0 |
| S1 |
1,212.4 |
1,210.6 |
|