| 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 |
7,427.00 |
7,499.00 |
72.00 |
1.0% |
7,390.50 |
| High |
7,499.50 |
7,569.00 |
69.50 |
0.9% |
7,499.50 |
| Low |
7,422.75 |
7,498.75 |
76.00 |
1.0% |
7,351.50 |
| Close |
7,495.75 |
7,568.00 |
72.25 |
1.0% |
7,495.75 |
| Range |
76.75 |
70.25 |
-6.50 |
-8.5% |
148.00 |
| ATR |
88.64 |
87.54 |
-1.10 |
-1.2% |
0.00 |
| Volume |
278,682 |
280,533 |
1,851 |
0.7% |
1,551,278 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,756.00 |
7,732.25 |
7,606.75 |
|
| R3 |
7,685.75 |
7,662.00 |
7,587.25 |
|
| R2 |
7,615.50 |
7,615.50 |
7,581.00 |
|
| R1 |
7,591.75 |
7,591.75 |
7,574.50 |
7,603.50 |
| PP |
7,545.25 |
7,545.25 |
7,545.25 |
7,551.25 |
| S1 |
7,521.50 |
7,521.50 |
7,561.50 |
7,533.50 |
| S2 |
7,475.00 |
7,475.00 |
7,555.00 |
|
| S3 |
7,404.75 |
7,451.25 |
7,548.75 |
|
| S4 |
7,334.50 |
7,381.00 |
7,529.25 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,893.00 |
7,842.25 |
7,577.25 |
|
| R3 |
7,745.00 |
7,694.25 |
7,536.50 |
|
| R2 |
7,597.00 |
7,597.00 |
7,523.00 |
|
| R1 |
7,546.25 |
7,546.25 |
7,509.25 |
7,571.50 |
| PP |
7,449.00 |
7,449.00 |
7,449.00 |
7,461.50 |
| S1 |
7,398.25 |
7,398.25 |
7,482.25 |
7,423.50 |
| S2 |
7,301.00 |
7,301.00 |
7,468.50 |
|
| S3 |
7,153.00 |
7,250.25 |
7,455.00 |
|
| S4 |
7,005.00 |
7,102.25 |
7,414.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,569.00 |
7,352.00 |
217.00 |
2.9% |
77.25 |
1.0% |
100% |
True |
False |
309,148 |
| 10 |
7,569.00 |
7,316.50 |
252.50 |
3.3% |
83.00 |
1.1% |
100% |
True |
False |
337,362 |
| 20 |
7,569.00 |
7,189.25 |
379.75 |
5.0% |
81.25 |
1.1% |
100% |
True |
False |
333,983 |
| 40 |
7,569.00 |
6,987.50 |
581.50 |
7.7% |
94.50 |
1.2% |
100% |
True |
False |
338,093 |
| 60 |
7,569.00 |
6,956.00 |
613.00 |
8.1% |
96.50 |
1.3% |
100% |
True |
False |
328,208 |
| 80 |
7,569.00 |
6,635.00 |
934.00 |
12.3% |
93.75 |
1.2% |
100% |
True |
False |
246,434 |
| 100 |
7,569.00 |
6,437.00 |
1,132.00 |
15.0% |
102.50 |
1.4% |
100% |
True |
False |
197,362 |
| 120 |
7,569.00 |
6,338.00 |
1,231.00 |
16.3% |
111.25 |
1.5% |
100% |
True |
False |
164,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,867.50 |
|
2.618 |
7,753.00 |
|
1.618 |
7,682.75 |
|
1.000 |
7,639.25 |
|
0.618 |
7,612.50 |
|
HIGH |
7,569.00 |
|
0.618 |
7,542.25 |
|
0.500 |
7,534.00 |
|
0.382 |
7,525.50 |
|
LOW |
7,498.75 |
|
0.618 |
7,455.25 |
|
1.000 |
7,428.50 |
|
1.618 |
7,385.00 |
|
2.618 |
7,314.75 |
|
4.250 |
7,200.25 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,556.50 |
7,542.00 |
| PP |
7,545.25 |
7,516.00 |
| S1 |
7,534.00 |
7,490.00 |
|