| 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 |
7,733.0 |
7,644.5 |
-88.5 |
-1.1% |
7,607.5 |
| High |
7,733.0 |
7,644.5 |
-88.5 |
-1.1% |
7,757.5 |
| Low |
7,633.5 |
7,591.0 |
-42.5 |
-0.6% |
7,576.0 |
| Close |
7,645.0 |
7,628.0 |
-17.0 |
-0.2% |
7,645.0 |
| Range |
99.5 |
53.5 |
-46.0 |
-46.2% |
181.5 |
| ATR |
85.8 |
83.6 |
-2.3 |
-2.6% |
0.0 |
| Volume |
97,547 |
74,842 |
-22,705 |
-23.3% |
406,053 |
|
| Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,781.5 |
7,758.5 |
7,657.5 |
|
| R3 |
7,728.0 |
7,705.0 |
7,642.5 |
|
| R2 |
7,674.5 |
7,674.5 |
7,638.0 |
|
| R1 |
7,651.5 |
7,651.5 |
7,633.0 |
7,636.0 |
| PP |
7,621.0 |
7,621.0 |
7,621.0 |
7,613.5 |
| S1 |
7,598.0 |
7,598.0 |
7,623.0 |
7,583.0 |
| S2 |
7,567.5 |
7,567.5 |
7,618.0 |
|
| S3 |
7,514.0 |
7,544.5 |
7,613.5 |
|
| S4 |
7,460.5 |
7,491.0 |
7,598.5 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,204.0 |
8,106.0 |
7,745.0 |
|
| R3 |
8,022.5 |
7,924.5 |
7,695.0 |
|
| R2 |
7,841.0 |
7,841.0 |
7,678.5 |
|
| R1 |
7,743.0 |
7,743.0 |
7,661.5 |
7,792.0 |
| PP |
7,659.5 |
7,659.5 |
7,659.5 |
7,684.0 |
| S1 |
7,561.5 |
7,561.5 |
7,628.5 |
7,610.5 |
| S2 |
7,478.0 |
7,478.0 |
7,611.5 |
|
| S3 |
7,296.5 |
7,380.0 |
7,595.0 |
|
| S4 |
7,115.0 |
7,198.5 |
7,545.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,757.5 |
7,591.0 |
166.5 |
2.2% |
79.0 |
1.0% |
22% |
False |
True |
84,016 |
| 10 |
7,757.5 |
7,475.0 |
282.5 |
3.7% |
89.0 |
1.2% |
54% |
False |
False |
94,841 |
| 20 |
7,757.5 |
7,475.0 |
282.5 |
3.7% |
77.5 |
1.0% |
54% |
False |
False |
86,774 |
| 40 |
7,757.5 |
7,421.5 |
336.0 |
4.4% |
87.0 |
1.1% |
61% |
False |
False |
90,378 |
| 60 |
7,810.0 |
7,421.5 |
388.5 |
5.1% |
84.0 |
1.1% |
53% |
False |
False |
85,938 |
| 80 |
7,810.0 |
7,231.0 |
579.0 |
7.6% |
71.5 |
0.9% |
69% |
False |
False |
64,610 |
| 100 |
7,810.0 |
6,720.5 |
1,089.5 |
14.3% |
66.5 |
0.9% |
83% |
False |
False |
51,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,872.0 |
|
2.618 |
7,784.5 |
|
1.618 |
7,731.0 |
|
1.000 |
7,698.0 |
|
0.618 |
7,677.5 |
|
HIGH |
7,644.5 |
|
0.618 |
7,624.0 |
|
0.500 |
7,618.0 |
|
0.382 |
7,611.5 |
|
LOW |
7,591.0 |
|
0.618 |
7,558.0 |
|
1.000 |
7,537.5 |
|
1.618 |
7,504.5 |
|
2.618 |
7,451.0 |
|
4.250 |
7,363.5 |
|
|
| Fisher Pivots for day following 13-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,624.5 |
7,674.0 |
| PP |
7,621.0 |
7,659.0 |
| S1 |
7,618.0 |
7,643.5 |
|