| Trading Metrics calculated at close of trading on 28-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2018 |
28-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,877.75 |
2,899.00 |
21.25 |
0.7% |
2,851.75 |
| High |
2,899.50 |
2,906.25 |
6.75 |
0.2% |
2,877.50 |
| Low |
2,876.75 |
2,894.25 |
17.50 |
0.6% |
2,846.25 |
| Close |
2,898.50 |
2,899.25 |
0.75 |
0.0% |
2,876.75 |
| Range |
22.75 |
12.00 |
-10.75 |
-47.3% |
31.25 |
| ATR |
22.43 |
21.69 |
-0.75 |
-3.3% |
0.00 |
| Volume |
961,496 |
902,705 |
-58,791 |
-6.1% |
4,977,481 |
|
| Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,936.00 |
2,929.50 |
2,905.75 |
|
| R3 |
2,924.00 |
2,917.50 |
2,902.50 |
|
| R2 |
2,912.00 |
2,912.00 |
2,901.50 |
|
| R1 |
2,905.50 |
2,905.50 |
2,900.25 |
2,908.75 |
| PP |
2,900.00 |
2,900.00 |
2,900.00 |
2,901.50 |
| S1 |
2,893.50 |
2,893.50 |
2,898.25 |
2,896.75 |
| S2 |
2,888.00 |
2,888.00 |
2,897.00 |
|
| S3 |
2,876.00 |
2,881.50 |
2,896.00 |
|
| S4 |
2,864.00 |
2,869.50 |
2,892.75 |
|
|
| 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 |
2,906.25 |
2,846.25 |
60.00 |
2.1% |
18.50 |
0.6% |
88% |
True |
False |
993,849 |
| 10 |
2,906.25 |
2,803.00 |
103.25 |
3.6% |
22.25 |
0.8% |
93% |
True |
False |
1,118,799 |
| 20 |
2,906.25 |
2,791.00 |
115.25 |
4.0% |
21.25 |
0.7% |
94% |
True |
False |
1,059,397 |
| 40 |
2,906.25 |
2,710.75 |
195.50 |
6.7% |
22.25 |
0.8% |
96% |
True |
False |
1,079,701 |
| 60 |
2,906.25 |
2,693.25 |
213.00 |
7.3% |
24.00 |
0.8% |
97% |
True |
False |
1,155,790 |
| 80 |
2,906.25 |
2,656.75 |
249.50 |
8.6% |
24.50 |
0.8% |
97% |
True |
False |
870,497 |
| 100 |
2,906.25 |
2,595.75 |
310.50 |
10.7% |
27.00 |
0.9% |
98% |
True |
False |
698,057 |
| 120 |
2,906.25 |
2,556.75 |
349.50 |
12.1% |
31.25 |
1.1% |
98% |
True |
False |
583,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,957.25 |
|
2.618 |
2,937.75 |
|
1.618 |
2,925.75 |
|
1.000 |
2,918.25 |
|
0.618 |
2,913.75 |
|
HIGH |
2,906.25 |
|
0.618 |
2,901.75 |
|
0.500 |
2,900.25 |
|
0.382 |
2,898.75 |
|
LOW |
2,894.25 |
|
0.618 |
2,886.75 |
|
1.000 |
2,882.25 |
|
1.618 |
2,874.75 |
|
2.618 |
2,862.75 |
|
4.250 |
2,843.25 |
|
|
| Fisher Pivots for day following 28-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,900.25 |
2,893.25 |
| PP |
2,900.00 |
2,887.25 |
| S1 |
2,899.50 |
2,881.25 |
|