| Trading Metrics calculated at close of trading on 13-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2018 |
13-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
7,409.05 |
7,420.18 |
11.13 |
0.2% |
7,390.82 |
| High |
7,436.69 |
7,468.82 |
32.13 |
0.4% |
7,498.37 |
| Low |
7,382.83 |
7,398.53 |
15.70 |
0.2% |
7,381.58 |
| Close |
7,408.30 |
7,401.17 |
-7.13 |
-0.1% |
7,408.30 |
| Range |
53.86 |
70.29 |
16.43 |
30.5% |
116.79 |
| ATR |
82.36 |
81.50 |
-0.86 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,633.71 |
7,587.73 |
7,439.83 |
|
| R3 |
7,563.42 |
7,517.44 |
7,420.50 |
|
| R2 |
7,493.13 |
7,493.13 |
7,414.06 |
|
| R1 |
7,447.15 |
7,447.15 |
7,407.61 |
7,435.00 |
| PP |
7,422.84 |
7,422.84 |
7,422.84 |
7,416.76 |
| S1 |
7,376.86 |
7,376.86 |
7,394.73 |
7,364.71 |
| S2 |
7,352.55 |
7,352.55 |
7,388.28 |
|
| S3 |
7,282.26 |
7,306.57 |
7,381.84 |
|
| S4 |
7,211.97 |
7,236.28 |
7,362.51 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,779.79 |
7,710.83 |
7,472.53 |
|
| R3 |
7,663.00 |
7,594.04 |
7,440.42 |
|
| R2 |
7,546.21 |
7,546.21 |
7,429.71 |
|
| R1 |
7,477.25 |
7,477.25 |
7,419.01 |
7,511.73 |
| PP |
7,429.42 |
7,429.42 |
7,429.42 |
7,446.66 |
| S1 |
7,360.46 |
7,360.46 |
7,397.59 |
7,394.94 |
| S2 |
7,312.63 |
7,312.63 |
7,386.89 |
|
| S3 |
7,195.84 |
7,243.67 |
7,376.18 |
|
| S4 |
7,079.05 |
7,126.88 |
7,344.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,498.37 |
7,382.83 |
115.54 |
1.6% |
49.89 |
0.7% |
16% |
False |
False |
|
| 10 |
7,498.37 |
7,179.41 |
318.96 |
4.3% |
65.95 |
0.9% |
70% |
False |
False |
|
| 20 |
7,511.39 |
7,158.78 |
352.61 |
4.8% |
79.33 |
1.1% |
69% |
False |
False |
|
| 40 |
7,511.39 |
6,950.23 |
561.16 |
7.6% |
82.49 |
1.1% |
80% |
False |
False |
|
| 60 |
7,511.39 |
6,846.94 |
664.45 |
9.0% |
75.74 |
1.0% |
83% |
False |
False |
|
| 80 |
7,511.39 |
6,426.57 |
1,084.82 |
14.7% |
81.12 |
1.1% |
90% |
False |
False |
|
| 100 |
7,511.39 |
6,322.60 |
1,188.79 |
16.1% |
94.04 |
1.3% |
91% |
False |
False |
|
| 120 |
7,511.39 |
6,322.60 |
1,188.79 |
16.1% |
94.80 |
1.3% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,767.55 |
|
2.618 |
7,652.84 |
|
1.618 |
7,582.55 |
|
1.000 |
7,539.11 |
|
0.618 |
7,512.26 |
|
HIGH |
7,468.82 |
|
0.618 |
7,441.97 |
|
0.500 |
7,433.68 |
|
0.382 |
7,425.38 |
|
LOW |
7,398.53 |
|
0.618 |
7,355.09 |
|
1.000 |
7,328.24 |
|
1.618 |
7,284.80 |
|
2.618 |
7,214.51 |
|
4.250 |
7,099.80 |
|
|
| Fisher Pivots for day following 13-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,433.68 |
7,440.60 |
| PP |
7,422.84 |
7,427.46 |
| S1 |
7,412.01 |
7,414.31 |
|