| Trading Metrics calculated at close of trading on 27-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1,719.1 |
1,727.9 |
8.8 |
0.5% |
1,697.6 |
| High |
1,728.7 |
1,740.2 |
11.5 |
0.7% |
1,728.7 |
| Low |
1,718.0 |
1,726.9 |
8.9 |
0.5% |
1,689.2 |
| Close |
1,726.8 |
1,731.1 |
4.3 |
0.2% |
1,726.8 |
| Range |
10.7 |
13.3 |
2.6 |
24.3% |
39.5 |
| ATR |
19.5 |
19.1 |
-0.4 |
-2.2% |
0.0 |
| Volume |
74,424 |
82,953 |
8,529 |
11.5% |
455,711 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,772.6 |
1,765.2 |
1,738.4 |
|
| R3 |
1,759.3 |
1,751.9 |
1,734.8 |
|
| R2 |
1,746.0 |
1,746.0 |
1,733.5 |
|
| R1 |
1,738.6 |
1,738.6 |
1,732.3 |
1,742.3 |
| PP |
1,732.7 |
1,732.7 |
1,732.7 |
1,734.6 |
| S1 |
1,725.3 |
1,725.3 |
1,729.9 |
1,729.0 |
| S2 |
1,719.4 |
1,719.4 |
1,728.7 |
|
| S3 |
1,706.1 |
1,712.0 |
1,727.4 |
|
| S4 |
1,692.8 |
1,698.7 |
1,723.8 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,833.4 |
1,819.6 |
1,748.5 |
|
| R3 |
1,793.9 |
1,780.1 |
1,737.7 |
|
| R2 |
1,754.4 |
1,754.4 |
1,734.0 |
|
| R1 |
1,740.6 |
1,740.6 |
1,730.4 |
1,747.5 |
| PP |
1,714.9 |
1,714.9 |
1,714.9 |
1,718.4 |
| S1 |
1,701.1 |
1,701.1 |
1,723.2 |
1,708.0 |
| S2 |
1,675.4 |
1,675.4 |
1,719.6 |
|
| S3 |
1,635.9 |
1,661.6 |
1,715.9 |
|
| S4 |
1,596.4 |
1,622.1 |
1,705.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,740.2 |
1,695.9 |
44.3 |
2.6% |
16.8 |
1.0% |
79% |
True |
False |
91,394 |
| 10 |
1,740.2 |
1,662.5 |
77.7 |
4.5% |
19.2 |
1.1% |
88% |
True |
False |
96,451 |
| 20 |
1,740.2 |
1,653.3 |
86.9 |
5.0% |
19.3 |
1.1% |
90% |
True |
False |
99,535 |
| 40 |
1,740.2 |
1,633.3 |
106.9 |
6.2% |
19.7 |
1.1% |
91% |
True |
False |
102,530 |
| 60 |
1,740.2 |
1,632.5 |
107.7 |
6.2% |
19.7 |
1.1% |
92% |
True |
False |
113,258 |
| 80 |
1,740.2 |
1,542.8 |
197.4 |
11.4% |
18.8 |
1.1% |
95% |
True |
False |
84,964 |
| 100 |
1,740.2 |
1,506.9 |
233.3 |
13.5% |
19.4 |
1.1% |
96% |
True |
False |
67,979 |
| 120 |
1,740.2 |
1,488.2 |
252.0 |
14.6% |
19.3 |
1.1% |
96% |
True |
False |
56,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,796.7 |
|
2.618 |
1,775.0 |
|
1.618 |
1,761.7 |
|
1.000 |
1,753.5 |
|
0.618 |
1,748.4 |
|
HIGH |
1,740.2 |
|
0.618 |
1,735.1 |
|
0.500 |
1,733.6 |
|
0.382 |
1,732.0 |
|
LOW |
1,726.9 |
|
0.618 |
1,718.7 |
|
1.000 |
1,713.6 |
|
1.618 |
1,705.4 |
|
2.618 |
1,692.1 |
|
4.250 |
1,670.4 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,733.6 |
1,729.6 |
| PP |
1,732.7 |
1,728.0 |
| S1 |
1,731.9 |
1,726.5 |
|