| Trading Metrics calculated at close of trading on 20-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2018 |
20-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1,174.7 |
1,184.8 |
10.1 |
0.9% |
1,207.0 |
| High |
1,181.2 |
1,190.0 |
8.8 |
0.7% |
1,207.4 |
| Low |
1,174.0 |
1,184.4 |
10.4 |
0.9% |
1,161.4 |
| Close |
1,176.5 |
1,186.8 |
10.3 |
0.9% |
1,176.5 |
| Range |
7.2 |
5.6 |
-1.6 |
-22.2% |
46.0 |
| ATR |
11.7 |
11.9 |
0.1 |
1.1% |
0.0 |
| Volume |
66 |
68 |
2 |
3.0% |
430 |
|
| Daily Pivots for day following 20-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,203.9 |
1,200.9 |
1,189.9 |
|
| R3 |
1,198.3 |
1,195.3 |
1,188.3 |
|
| R2 |
1,192.7 |
1,192.7 |
1,187.8 |
|
| R1 |
1,189.7 |
1,189.7 |
1,187.3 |
1,191.2 |
| PP |
1,187.1 |
1,187.1 |
1,187.1 |
1,187.8 |
| S1 |
1,184.1 |
1,184.1 |
1,186.3 |
1,185.6 |
| S2 |
1,181.5 |
1,181.5 |
1,185.8 |
|
| S3 |
1,175.9 |
1,178.5 |
1,185.3 |
|
| S4 |
1,170.3 |
1,172.9 |
1,183.7 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,319.8 |
1,294.1 |
1,201.8 |
|
| R3 |
1,273.8 |
1,248.1 |
1,189.2 |
|
| R2 |
1,227.8 |
1,227.8 |
1,184.9 |
|
| R1 |
1,202.1 |
1,202.1 |
1,180.7 |
1,192.0 |
| PP |
1,181.8 |
1,181.8 |
1,181.8 |
1,176.7 |
| S1 |
1,156.1 |
1,156.1 |
1,172.3 |
1,146.0 |
| S2 |
1,135.8 |
1,135.8 |
1,168.1 |
|
| S3 |
1,089.8 |
1,110.1 |
1,163.9 |
|
| S4 |
1,043.8 |
1,064.1 |
1,151.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,197.5 |
1,161.4 |
36.1 |
3.0% |
10.0 |
0.8% |
70% |
False |
False |
84 |
| 10 |
1,216.4 |
1,161.4 |
55.0 |
4.6% |
9.7 |
0.8% |
46% |
False |
False |
154 |
| 20 |
1,235.3 |
1,161.4 |
73.9 |
6.2% |
10.4 |
0.9% |
34% |
False |
False |
59,018 |
| 40 |
1,274.4 |
1,161.4 |
113.0 |
9.5% |
11.4 |
1.0% |
22% |
False |
False |
167,741 |
| 60 |
1,313.0 |
1,161.4 |
151.6 |
12.8% |
11.1 |
0.9% |
17% |
False |
False |
202,109 |
| 80 |
1,332.6 |
1,161.4 |
171.2 |
14.4% |
11.3 |
1.0% |
15% |
False |
False |
159,891 |
| 100 |
1,375.1 |
1,161.4 |
213.7 |
18.0% |
11.8 |
1.0% |
12% |
False |
False |
129,073 |
| 120 |
1,375.1 |
1,161.4 |
213.7 |
18.0% |
12.1 |
1.0% |
12% |
False |
False |
108,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,213.8 |
|
2.618 |
1,204.7 |
|
1.618 |
1,199.1 |
|
1.000 |
1,195.6 |
|
0.618 |
1,193.5 |
|
HIGH |
1,190.0 |
|
0.618 |
1,187.9 |
|
0.500 |
1,187.2 |
|
0.382 |
1,186.5 |
|
LOW |
1,184.4 |
|
0.618 |
1,180.9 |
|
1.000 |
1,178.8 |
|
1.618 |
1,175.3 |
|
2.618 |
1,169.7 |
|
4.250 |
1,160.6 |
|
|
| Fisher Pivots for day following 20-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,187.2 |
1,183.1 |
| PP |
1,187.1 |
1,179.4 |
| S1 |
1,186.9 |
1,175.7 |
|