| 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 |
2,900.50 |
2,915.75 |
15.25 |
0.5% |
2,851.75 |
| High |
2,917.50 |
2,916.25 |
-1.25 |
0.0% |
2,877.50 |
| Low |
2,897.50 |
2,895.50 |
-2.00 |
-0.1% |
2,846.25 |
| Close |
2,914.75 |
2,902.00 |
-12.75 |
-0.4% |
2,876.75 |
| Range |
20.00 |
20.75 |
0.75 |
3.8% |
31.25 |
| ATR |
21.57 |
21.51 |
-0.06 |
-0.3% |
0.00 |
| Volume |
1,113,797 |
1,331,841 |
218,044 |
19.6% |
4,977,481 |
|
| Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,966.75 |
2,955.25 |
2,913.50 |
|
| R3 |
2,946.00 |
2,934.50 |
2,907.75 |
|
| R2 |
2,925.25 |
2,925.25 |
2,905.75 |
|
| R1 |
2,913.75 |
2,913.75 |
2,904.00 |
2,909.00 |
| PP |
2,904.50 |
2,904.50 |
2,904.50 |
2,902.25 |
| S1 |
2,893.00 |
2,893.00 |
2,900.00 |
2,888.50 |
| S2 |
2,883.75 |
2,883.75 |
2,898.25 |
|
| S3 |
2,863.00 |
2,872.25 |
2,896.25 |
|
| S4 |
2,842.25 |
2,851.50 |
2,890.50 |
|
|
| 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 |
2,856.25 |
61.25 |
2.1% |
19.25 |
0.7% |
75% |
False |
False |
1,073,682 |
| 10 |
2,917.50 |
2,835.00 |
82.50 |
2.8% |
18.75 |
0.6% |
81% |
False |
False |
1,049,030 |
| 20 |
2,917.50 |
2,803.00 |
114.50 |
3.9% |
20.25 |
0.7% |
86% |
False |
False |
1,064,857 |
| 40 |
2,917.50 |
2,731.25 |
186.25 |
6.4% |
21.75 |
0.7% |
92% |
False |
False |
1,090,198 |
| 60 |
2,917.50 |
2,693.25 |
224.25 |
7.7% |
24.00 |
0.8% |
93% |
False |
False |
1,191,842 |
| 80 |
2,917.50 |
2,671.00 |
246.50 |
8.5% |
24.50 |
0.8% |
94% |
False |
False |
900,922 |
| 100 |
2,917.50 |
2,595.75 |
321.75 |
11.1% |
26.50 |
0.9% |
95% |
False |
False |
722,357 |
| 120 |
2,917.50 |
2,556.75 |
360.75 |
12.4% |
31.00 |
1.1% |
96% |
False |
False |
603,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,004.50 |
|
2.618 |
2,970.50 |
|
1.618 |
2,949.75 |
|
1.000 |
2,937.00 |
|
0.618 |
2,929.00 |
|
HIGH |
2,916.25 |
|
0.618 |
2,908.25 |
|
0.500 |
2,906.00 |
|
0.382 |
2,903.50 |
|
LOW |
2,895.50 |
|
0.618 |
2,882.75 |
|
1.000 |
2,874.75 |
|
1.618 |
2,862.00 |
|
2.618 |
2,841.25 |
|
4.250 |
2,807.25 |
|
|
| Fisher Pivots for day following 30-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,906.00 |
2,906.00 |
| PP |
2,904.50 |
2,904.50 |
| S1 |
2,903.25 |
2,903.25 |
|