| Trading Metrics calculated at close of trading on 29-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2018 |
29-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,899.00 |
2,900.50 |
1.50 |
0.1% |
2,851.75 |
| High |
2,906.25 |
2,917.50 |
11.25 |
0.4% |
2,877.50 |
| Low |
2,894.25 |
2,897.50 |
3.25 |
0.1% |
2,846.25 |
| Close |
2,899.25 |
2,914.75 |
15.50 |
0.5% |
2,876.75 |
| Range |
12.00 |
20.00 |
8.00 |
66.7% |
31.25 |
| ATR |
21.69 |
21.57 |
-0.12 |
-0.6% |
0.00 |
| Volume |
902,705 |
1,113,797 |
211,092 |
23.4% |
4,977,481 |
|
| Daily Pivots for day following 29-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,970.00 |
2,962.25 |
2,925.75 |
|
| R3 |
2,950.00 |
2,942.25 |
2,920.25 |
|
| R2 |
2,930.00 |
2,930.00 |
2,918.50 |
|
| R1 |
2,922.25 |
2,922.25 |
2,916.50 |
2,926.00 |
| PP |
2,910.00 |
2,910.00 |
2,910.00 |
2,911.75 |
| S1 |
2,902.25 |
2,902.25 |
2,913.00 |
2,906.00 |
| S2 |
2,890.00 |
2,890.00 |
2,911.00 |
|
| S3 |
2,870.00 |
2,882.25 |
2,909.25 |
|
| S4 |
2,850.00 |
2,862.25 |
2,903.75 |
|
|
| 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 |
2,917.50 |
2,854.75 |
62.75 |
2.2% |
18.25 |
0.6% |
96% |
True |
False |
1,017,322 |
| 10 |
2,917.50 |
2,817.50 |
100.00 |
3.4% |
20.25 |
0.7% |
97% |
True |
False |
1,042,998 |
| 20 |
2,917.50 |
2,791.00 |
126.50 |
4.3% |
21.25 |
0.7% |
98% |
True |
False |
1,060,172 |
| 40 |
2,917.50 |
2,710.75 |
206.75 |
7.1% |
22.00 |
0.8% |
99% |
True |
False |
1,086,032 |
| 60 |
2,917.50 |
2,693.25 |
224.25 |
7.7% |
24.00 |
0.8% |
99% |
True |
False |
1,173,316 |
| 80 |
2,917.50 |
2,656.75 |
260.75 |
8.9% |
24.50 |
0.8% |
99% |
True |
False |
884,325 |
| 100 |
2,917.50 |
2,595.75 |
321.75 |
11.0% |
26.75 |
0.9% |
99% |
True |
False |
709,085 |
| 120 |
2,917.50 |
2,556.75 |
360.75 |
12.4% |
31.00 |
1.1% |
99% |
True |
False |
592,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,002.50 |
|
2.618 |
2,969.75 |
|
1.618 |
2,949.75 |
|
1.000 |
2,937.50 |
|
0.618 |
2,929.75 |
|
HIGH |
2,917.50 |
|
0.618 |
2,909.75 |
|
0.500 |
2,907.50 |
|
0.382 |
2,905.25 |
|
LOW |
2,897.50 |
|
0.618 |
2,885.25 |
|
1.000 |
2,877.50 |
|
1.618 |
2,865.25 |
|
2.618 |
2,845.25 |
|
4.250 |
2,812.50 |
|
|
| Fisher Pivots for day following 29-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,912.25 |
2,909.00 |
| PP |
2,910.00 |
2,903.00 |
| S1 |
2,907.50 |
2,897.00 |
|