| 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 |
1,184.8 |
1,189.8 |
5.0 |
0.4% |
1,207.0 |
| High |
1,190.0 |
1,192.6 |
2.6 |
0.2% |
1,207.4 |
| Low |
1,184.4 |
1,189.8 |
5.4 |
0.5% |
1,161.4 |
| Close |
1,186.8 |
1,192.6 |
5.8 |
0.5% |
1,176.5 |
| Range |
5.6 |
2.8 |
-2.8 |
-50.0% |
46.0 |
| ATR |
11.9 |
11.4 |
-0.4 |
-3.6% |
0.0 |
| Volume |
68 |
22 |
-46 |
-67.6% |
430 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,200.1 |
1,199.1 |
1,194.1 |
|
| R3 |
1,197.3 |
1,196.3 |
1,193.4 |
|
| R2 |
1,194.5 |
1,194.5 |
1,193.1 |
|
| R1 |
1,193.5 |
1,193.5 |
1,192.9 |
1,194.0 |
| PP |
1,191.7 |
1,191.7 |
1,191.7 |
1,191.9 |
| S1 |
1,190.7 |
1,190.7 |
1,192.3 |
1,191.2 |
| S2 |
1,188.9 |
1,188.9 |
1,192.1 |
|
| S3 |
1,186.1 |
1,187.9 |
1,191.8 |
|
| S4 |
1,183.3 |
1,185.1 |
1,191.1 |
|
|
| 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 |
1,192.6 |
1,161.4 |
31.2 |
2.6% |
9.6 |
0.8% |
100% |
True |
False |
70 |
| 10 |
1,216.4 |
1,161.4 |
55.0 |
4.6% |
9.3 |
0.8% |
57% |
False |
False |
84 |
| 20 |
1,235.3 |
1,161.4 |
73.9 |
6.2% |
10.0 |
0.8% |
42% |
False |
False |
44,066 |
| 40 |
1,269.4 |
1,161.4 |
108.0 |
9.1% |
11.2 |
0.9% |
29% |
False |
False |
162,703 |
| 60 |
1,313.0 |
1,161.4 |
151.6 |
12.7% |
11.0 |
0.9% |
21% |
False |
False |
200,498 |
| 80 |
1,332.4 |
1,161.4 |
171.0 |
14.3% |
11.2 |
0.9% |
18% |
False |
False |
159,827 |
| 100 |
1,375.1 |
1,161.4 |
213.7 |
17.9% |
11.8 |
1.0% |
15% |
False |
False |
129,030 |
| 120 |
1,375.1 |
1,161.4 |
213.7 |
17.9% |
12.0 |
1.0% |
15% |
False |
False |
108,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,204.5 |
|
2.618 |
1,199.9 |
|
1.618 |
1,197.1 |
|
1.000 |
1,195.4 |
|
0.618 |
1,194.3 |
|
HIGH |
1,192.6 |
|
0.618 |
1,191.5 |
|
0.500 |
1,191.2 |
|
0.382 |
1,190.9 |
|
LOW |
1,189.8 |
|
0.618 |
1,188.1 |
|
1.000 |
1,187.0 |
|
1.618 |
1,185.3 |
|
2.618 |
1,182.5 |
|
4.250 |
1,177.9 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,192.1 |
1,189.5 |
| PP |
1,191.7 |
1,186.4 |
| S1 |
1,191.2 |
1,183.3 |
|