| Trading Metrics calculated at close of trading on 22-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1,197.3 |
1,203.0 |
5.7 |
0.5% |
1,218.4 |
| High |
1,204.3 |
1,208.4 |
4.1 |
0.3% |
1,221.4 |
| Low |
1,194.3 |
1,199.2 |
4.9 |
0.4% |
1,167.1 |
| Close |
1,200.0 |
1,203.3 |
3.3 |
0.3% |
1,184.2 |
| Range |
10.0 |
9.2 |
-0.8 |
-8.0% |
54.3 |
| ATR |
13.1 |
12.8 |
-0.3 |
-2.1% |
0.0 |
| Volume |
218,291 |
234,153 |
15,862 |
7.3% |
1,612,246 |
|
| Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,231.2 |
1,226.5 |
1,208.4 |
|
| R3 |
1,222.0 |
1,217.3 |
1,205.8 |
|
| R2 |
1,212.8 |
1,212.8 |
1,205.0 |
|
| R1 |
1,208.1 |
1,208.1 |
1,204.1 |
1,210.5 |
| PP |
1,203.6 |
1,203.6 |
1,203.6 |
1,204.8 |
| S1 |
1,198.9 |
1,198.9 |
1,202.5 |
1,201.3 |
| S2 |
1,194.4 |
1,194.4 |
1,201.6 |
|
| S3 |
1,185.2 |
1,189.7 |
1,200.8 |
|
| S4 |
1,176.0 |
1,180.5 |
1,198.2 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,353.8 |
1,323.3 |
1,214.1 |
|
| R3 |
1,299.5 |
1,269.0 |
1,199.1 |
|
| R2 |
1,245.2 |
1,245.2 |
1,194.2 |
|
| R1 |
1,214.7 |
1,214.7 |
1,189.2 |
1,202.8 |
| PP |
1,190.9 |
1,190.9 |
1,190.9 |
1,185.0 |
| S1 |
1,160.4 |
1,160.4 |
1,179.2 |
1,148.5 |
| S2 |
1,136.6 |
1,136.6 |
1,174.2 |
|
| S3 |
1,082.3 |
1,106.1 |
1,169.3 |
|
| S4 |
1,028.0 |
1,051.8 |
1,154.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,208.4 |
1,167.1 |
41.3 |
3.4% |
12.5 |
1.0% |
88% |
True |
False |
255,222 |
| 10 |
1,225.6 |
1,167.1 |
58.5 |
4.9% |
13.3 |
1.1% |
62% |
False |
False |
283,073 |
| 20 |
1,244.6 |
1,167.1 |
77.5 |
6.4% |
12.4 |
1.0% |
47% |
False |
False |
248,559 |
| 40 |
1,278.2 |
1,167.1 |
111.1 |
9.2% |
12.2 |
1.0% |
33% |
False |
False |
141,986 |
| 60 |
1,325.4 |
1,167.1 |
158.3 |
13.2% |
11.5 |
1.0% |
23% |
False |
False |
96,901 |
| 80 |
1,345.0 |
1,167.1 |
177.9 |
14.8% |
11.4 |
1.0% |
20% |
False |
False |
73,973 |
| 100 |
1,388.2 |
1,167.1 |
221.1 |
18.4% |
11.8 |
1.0% |
16% |
False |
False |
60,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,247.5 |
|
2.618 |
1,232.5 |
|
1.618 |
1,223.3 |
|
1.000 |
1,217.6 |
|
0.618 |
1,214.1 |
|
HIGH |
1,208.4 |
|
0.618 |
1,204.9 |
|
0.500 |
1,203.8 |
|
0.382 |
1,202.7 |
|
LOW |
1,199.2 |
|
0.618 |
1,193.5 |
|
1.000 |
1,190.0 |
|
1.618 |
1,184.3 |
|
2.618 |
1,175.1 |
|
4.250 |
1,160.1 |
|
|
| Fisher Pivots for day following 22-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,203.8 |
1,201.9 |
| PP |
1,203.6 |
1,200.4 |
| S1 |
1,203.5 |
1,199.0 |
|