| Trading Metrics calculated at close of trading on 10-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1,222.0 |
1,220.0 |
-2.0 |
-0.2% |
1,222.0 |
| High |
1,225.6 |
1,224.9 |
-0.7 |
-0.1% |
1,226.0 |
| Low |
1,218.4 |
1,213.1 |
-5.3 |
-0.4% |
1,213.1 |
| Close |
1,219.9 |
1,219.0 |
-0.9 |
-0.1% |
1,219.0 |
| Range |
7.2 |
11.8 |
4.6 |
63.9% |
12.9 |
| ATR |
11.5 |
11.5 |
0.0 |
0.2% |
0.0 |
| Volume |
232,037 |
328,240 |
96,203 |
41.5% |
1,228,429 |
|
| Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,254.4 |
1,248.5 |
1,225.5 |
|
| R3 |
1,242.6 |
1,236.7 |
1,222.2 |
|
| R2 |
1,230.8 |
1,230.8 |
1,221.2 |
|
| R1 |
1,224.9 |
1,224.9 |
1,220.1 |
1,222.0 |
| PP |
1,219.0 |
1,219.0 |
1,219.0 |
1,217.5 |
| S1 |
1,213.1 |
1,213.1 |
1,217.9 |
1,210.2 |
| S2 |
1,207.2 |
1,207.2 |
1,216.8 |
|
| S3 |
1,195.4 |
1,201.3 |
1,215.8 |
|
| S4 |
1,183.6 |
1,189.5 |
1,212.5 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,258.1 |
1,251.4 |
1,226.1 |
|
| R3 |
1,245.2 |
1,238.5 |
1,222.5 |
|
| R2 |
1,232.3 |
1,232.3 |
1,221.4 |
|
| R1 |
1,225.6 |
1,225.6 |
1,220.2 |
1,222.5 |
| PP |
1,219.4 |
1,219.4 |
1,219.4 |
1,217.8 |
| S1 |
1,212.7 |
1,212.7 |
1,217.8 |
1,209.6 |
| S2 |
1,206.5 |
1,206.5 |
1,216.6 |
|
| S3 |
1,193.6 |
1,199.8 |
1,215.5 |
|
| S4 |
1,180.7 |
1,186.9 |
1,211.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,226.0 |
1,213.1 |
12.9 |
1.1% |
9.9 |
0.8% |
46% |
False |
True |
245,685 |
| 10 |
1,237.8 |
1,212.5 |
25.3 |
2.1% |
11.1 |
0.9% |
26% |
False |
False |
244,330 |
| 20 |
1,256.1 |
1,212.5 |
43.6 |
3.6% |
12.0 |
1.0% |
15% |
False |
False |
154,991 |
| 40 |
1,318.9 |
1,212.5 |
106.4 |
8.7% |
11.6 |
1.0% |
6% |
False |
False |
86,874 |
| 60 |
1,325.4 |
1,212.5 |
112.9 |
9.3% |
11.0 |
0.9% |
6% |
False |
False |
59,993 |
| 80 |
1,376.3 |
1,212.5 |
163.8 |
13.4% |
11.2 |
0.9% |
4% |
False |
False |
45,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,275.1 |
|
2.618 |
1,255.8 |
|
1.618 |
1,244.0 |
|
1.000 |
1,236.7 |
|
0.618 |
1,232.2 |
|
HIGH |
1,224.9 |
|
0.618 |
1,220.4 |
|
0.500 |
1,219.0 |
|
0.382 |
1,217.6 |
|
LOW |
1,213.1 |
|
0.618 |
1,205.8 |
|
1.000 |
1,201.3 |
|
1.618 |
1,194.0 |
|
2.618 |
1,182.2 |
|
4.250 |
1,163.0 |
|
|
| Fisher Pivots for day following 10-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,219.0 |
1,219.4 |
| PP |
1,219.0 |
1,219.2 |
| S1 |
1,219.0 |
1,219.1 |
|