| Trading Metrics calculated at close of trading on 30-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2018 |
30-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1,729.6 |
1,737.4 |
7.8 |
0.5% |
1,697.6 |
| High |
1,738.3 |
1,742.8 |
4.5 |
0.3% |
1,728.7 |
| Low |
1,724.9 |
1,728.3 |
3.4 |
0.2% |
1,689.2 |
| Close |
1,736.6 |
1,734.9 |
-1.7 |
-0.1% |
1,726.8 |
| Range |
13.4 |
14.5 |
1.1 |
8.2% |
39.5 |
| ATR |
18.3 |
18.1 |
-0.3 |
-1.5% |
0.0 |
| Volume |
83,206 |
96,000 |
12,794 |
15.4% |
455,711 |
|
| Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,778.8 |
1,771.4 |
1,742.9 |
|
| R3 |
1,764.3 |
1,756.9 |
1,738.9 |
|
| R2 |
1,749.8 |
1,749.8 |
1,737.6 |
|
| R1 |
1,742.4 |
1,742.4 |
1,736.2 |
1,738.9 |
| PP |
1,735.3 |
1,735.3 |
1,735.3 |
1,733.6 |
| S1 |
1,727.9 |
1,727.9 |
1,733.6 |
1,724.4 |
| S2 |
1,720.8 |
1,720.8 |
1,732.2 |
|
| S3 |
1,706.3 |
1,713.4 |
1,730.9 |
|
| S4 |
1,691.8 |
1,698.9 |
1,726.9 |
|
|
| 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 |
1,742.8 |
1,718.0 |
24.8 |
1.4% |
13.2 |
0.8% |
68% |
True |
False |
82,670 |
| 10 |
1,742.8 |
1,680.3 |
62.5 |
3.6% |
15.7 |
0.9% |
87% |
True |
False |
88,004 |
| 20 |
1,742.8 |
1,662.5 |
80.3 |
4.6% |
17.6 |
1.0% |
90% |
True |
False |
94,478 |
| 40 |
1,742.8 |
1,653.3 |
89.5 |
5.2% |
19.1 |
1.1% |
91% |
True |
False |
100,436 |
| 60 |
1,742.8 |
1,632.5 |
110.3 |
6.4% |
19.7 |
1.1% |
93% |
True |
False |
117,032 |
| 80 |
1,742.8 |
1,589.0 |
153.8 |
8.9% |
18.6 |
1.1% |
95% |
True |
False |
88,163 |
| 100 |
1,742.8 |
1,532.2 |
210.6 |
12.1% |
18.8 |
1.1% |
96% |
True |
False |
70,537 |
| 120 |
1,742.8 |
1,488.2 |
254.6 |
14.7% |
19.6 |
1.1% |
97% |
True |
False |
58,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,804.4 |
|
2.618 |
1,780.8 |
|
1.618 |
1,766.3 |
|
1.000 |
1,757.3 |
|
0.618 |
1,751.8 |
|
HIGH |
1,742.8 |
|
0.618 |
1,737.3 |
|
0.500 |
1,735.6 |
|
0.382 |
1,733.8 |
|
LOW |
1,728.3 |
|
0.618 |
1,719.3 |
|
1.000 |
1,713.8 |
|
1.618 |
1,704.8 |
|
2.618 |
1,690.3 |
|
4.250 |
1,666.7 |
|
|
| Fisher Pivots for day following 30-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,735.6 |
1,734.0 |
| PP |
1,735.3 |
1,733.1 |
| S1 |
1,735.1 |
1,732.2 |
|