| 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 |
2,858.25 |
2,877.75 |
19.50 |
0.7% |
2,851.75 |
| High |
2,877.50 |
2,899.50 |
22.00 |
0.8% |
2,877.50 |
| Low |
2,856.25 |
2,876.75 |
20.50 |
0.7% |
2,846.25 |
| Close |
2,876.75 |
2,898.50 |
21.75 |
0.8% |
2,876.75 |
| Range |
21.25 |
22.75 |
1.50 |
7.1% |
31.25 |
| ATR |
22.41 |
22.43 |
0.02 |
0.1% |
0.00 |
| Volume |
1,058,571 |
961,496 |
-97,075 |
-9.2% |
4,977,481 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,959.75 |
2,952.00 |
2,911.00 |
|
| R3 |
2,937.00 |
2,929.25 |
2,904.75 |
|
| R2 |
2,914.25 |
2,914.25 |
2,902.75 |
|
| R1 |
2,906.50 |
2,906.50 |
2,900.50 |
2,910.50 |
| PP |
2,891.50 |
2,891.50 |
2,891.50 |
2,893.50 |
| S1 |
2,883.75 |
2,883.75 |
2,896.50 |
2,887.50 |
| S2 |
2,868.75 |
2,868.75 |
2,894.25 |
|
| S3 |
2,846.00 |
2,861.00 |
2,892.25 |
|
| S4 |
2,823.25 |
2,838.25 |
2,886.00 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,960.50 |
2,950.00 |
2,894.00 |
|
| R3 |
2,929.25 |
2,918.75 |
2,885.25 |
|
| R2 |
2,898.00 |
2,898.00 |
2,882.50 |
|
| R1 |
2,887.50 |
2,887.50 |
2,879.50 |
2,892.75 |
| PP |
2,866.75 |
2,866.75 |
2,866.75 |
2,869.50 |
| S1 |
2,856.25 |
2,856.25 |
2,874.00 |
2,861.50 |
| S2 |
2,835.50 |
2,835.50 |
2,871.00 |
|
| S3 |
2,804.25 |
2,825.00 |
2,868.25 |
|
| S4 |
2,773.00 |
2,793.75 |
2,859.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,899.50 |
2,846.25 |
53.25 |
1.8% |
20.50 |
0.7% |
98% |
True |
False |
1,024,318 |
| 10 |
2,899.50 |
2,803.00 |
96.50 |
3.3% |
22.75 |
0.8% |
99% |
True |
False |
1,130,786 |
| 20 |
2,899.50 |
2,791.00 |
108.50 |
3.7% |
21.75 |
0.8% |
99% |
True |
False |
1,082,606 |
| 40 |
2,899.50 |
2,698.50 |
201.00 |
6.9% |
22.50 |
0.8% |
100% |
True |
False |
1,087,464 |
| 60 |
2,899.50 |
2,693.25 |
206.25 |
7.1% |
24.00 |
0.8% |
100% |
True |
False |
1,141,372 |
| 80 |
2,899.50 |
2,616.50 |
283.00 |
9.8% |
25.00 |
0.9% |
100% |
True |
False |
859,291 |
| 100 |
2,899.50 |
2,588.25 |
311.25 |
10.7% |
27.75 |
1.0% |
100% |
True |
False |
689,171 |
| 120 |
2,899.50 |
2,556.75 |
342.75 |
11.8% |
31.25 |
1.1% |
100% |
True |
False |
575,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,996.25 |
|
2.618 |
2,959.00 |
|
1.618 |
2,936.25 |
|
1.000 |
2,922.25 |
|
0.618 |
2,913.50 |
|
HIGH |
2,899.50 |
|
0.618 |
2,890.75 |
|
0.500 |
2,888.00 |
|
0.382 |
2,885.50 |
|
LOW |
2,876.75 |
|
0.618 |
2,862.75 |
|
1.000 |
2,854.00 |
|
1.618 |
2,840.00 |
|
2.618 |
2,817.25 |
|
4.250 |
2,780.00 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,895.00 |
2,891.50 |
| PP |
2,891.50 |
2,884.25 |
| S1 |
2,888.00 |
2,877.00 |
|