| Trading Metrics calculated at close of trading on 31-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2018 |
31-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2,915.75 |
2,898.00 |
-17.75 |
-0.6% |
2,877.75 |
| High |
2,916.25 |
2,907.50 |
-8.75 |
-0.3% |
2,917.50 |
| Low |
2,895.50 |
2,891.75 |
-3.75 |
-0.1% |
2,876.75 |
| Close |
2,902.00 |
2,902.00 |
0.00 |
0.0% |
2,902.00 |
| Range |
20.75 |
15.75 |
-5.00 |
-24.1% |
40.75 |
| ATR |
21.51 |
21.10 |
-0.41 |
-1.9% |
0.00 |
| Volume |
1,331,841 |
1,323,038 |
-8,803 |
-0.7% |
5,632,877 |
|
| Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,947.75 |
2,940.50 |
2,910.75 |
|
| R3 |
2,932.00 |
2,924.75 |
2,906.25 |
|
| R2 |
2,916.25 |
2,916.25 |
2,905.00 |
|
| R1 |
2,909.00 |
2,909.00 |
2,903.50 |
2,912.50 |
| PP |
2,900.50 |
2,900.50 |
2,900.50 |
2,902.25 |
| S1 |
2,893.25 |
2,893.25 |
2,900.50 |
2,897.00 |
| S2 |
2,884.75 |
2,884.75 |
2,899.00 |
|
| S3 |
2,869.00 |
2,877.50 |
2,897.75 |
|
| S4 |
2,853.25 |
2,861.75 |
2,893.25 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,021.00 |
3,002.25 |
2,924.50 |
|
| R3 |
2,980.25 |
2,961.50 |
2,913.25 |
|
| R2 |
2,939.50 |
2,939.50 |
2,909.50 |
|
| R1 |
2,920.75 |
2,920.75 |
2,905.75 |
2,930.00 |
| PP |
2,898.75 |
2,898.75 |
2,898.75 |
2,903.50 |
| S1 |
2,880.00 |
2,880.00 |
2,898.25 |
2,889.50 |
| S2 |
2,858.00 |
2,858.00 |
2,894.50 |
|
| S3 |
2,817.25 |
2,839.25 |
2,890.75 |
|
| S4 |
2,776.50 |
2,798.50 |
2,879.50 |
|
|
| 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 |
2,876.75 |
40.75 |
1.4% |
18.25 |
0.6% |
62% |
False |
False |
1,126,575 |
| 10 |
2,917.50 |
2,846.25 |
71.25 |
2.5% |
18.25 |
0.6% |
78% |
False |
False |
1,061,035 |
| 20 |
2,917.50 |
2,803.00 |
114.50 |
3.9% |
20.25 |
0.7% |
86% |
False |
False |
1,084,897 |
| 40 |
2,917.50 |
2,761.75 |
155.75 |
5.4% |
21.25 |
0.7% |
90% |
False |
False |
1,091,080 |
| 60 |
2,917.50 |
2,693.25 |
224.25 |
7.7% |
23.75 |
0.8% |
93% |
False |
False |
1,200,941 |
| 80 |
2,917.50 |
2,679.25 |
238.25 |
8.2% |
24.25 |
0.8% |
93% |
False |
False |
917,425 |
| 100 |
2,917.50 |
2,595.75 |
321.75 |
11.1% |
26.25 |
0.9% |
95% |
False |
False |
735,554 |
| 120 |
2,917.50 |
2,556.75 |
360.75 |
12.4% |
30.75 |
1.1% |
96% |
False |
False |
614,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,974.50 |
|
2.618 |
2,948.75 |
|
1.618 |
2,933.00 |
|
1.000 |
2,923.25 |
|
0.618 |
2,917.25 |
|
HIGH |
2,907.50 |
|
0.618 |
2,901.50 |
|
0.500 |
2,899.50 |
|
0.382 |
2,897.75 |
|
LOW |
2,891.75 |
|
0.618 |
2,882.00 |
|
1.000 |
2,876.00 |
|
1.618 |
2,866.25 |
|
2.618 |
2,850.50 |
|
4.250 |
2,824.75 |
|
|
| Fisher Pivots for day following 31-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,901.25 |
2,904.50 |
| PP |
2,900.50 |
2,903.75 |
| S1 |
2,899.50 |
2,903.00 |
|