| 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 |
12,380.5 |
12,424.5 |
44.0 |
0.4% |
12,247.0 |
| High |
12,444.0 |
12,561.0 |
117.0 |
0.9% |
12,444.0 |
| Low |
12,336.5 |
12,423.5 |
87.0 |
0.7% |
12,228.0 |
| Close |
12,392.5 |
12,541.0 |
148.5 |
1.2% |
12,392.5 |
| Range |
107.5 |
137.5 |
30.0 |
27.9% |
216.0 |
| ATR |
151.6 |
152.8 |
1.2 |
0.8% |
0.0 |
| Volume |
64,395 |
57,377 |
-7,018 |
-10.9% |
317,070 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,921.0 |
12,868.5 |
12,616.6 |
|
| R3 |
12,783.5 |
12,731.0 |
12,578.8 |
|
| R2 |
12,646.0 |
12,646.0 |
12,566.2 |
|
| R1 |
12,593.5 |
12,593.5 |
12,553.6 |
12,619.8 |
| PP |
12,508.5 |
12,508.5 |
12,508.5 |
12,521.6 |
| S1 |
12,456.0 |
12,456.0 |
12,528.4 |
12,482.3 |
| S2 |
12,371.0 |
12,371.0 |
12,515.8 |
|
| S3 |
12,233.5 |
12,318.5 |
12,503.2 |
|
| S4 |
12,096.0 |
12,181.0 |
12,465.4 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,002.8 |
12,913.7 |
12,511.3 |
|
| R3 |
12,786.8 |
12,697.7 |
12,451.9 |
|
| R2 |
12,570.8 |
12,570.8 |
12,432.1 |
|
| R1 |
12,481.7 |
12,481.7 |
12,412.3 |
12,526.3 |
| PP |
12,354.8 |
12,354.8 |
12,354.8 |
12,377.1 |
| S1 |
12,265.7 |
12,265.7 |
12,372.7 |
12,310.3 |
| S2 |
12,138.8 |
12,138.8 |
12,352.9 |
|
| S3 |
11,922.8 |
12,049.7 |
12,333.1 |
|
| S4 |
11,706.8 |
11,833.7 |
12,273.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,561.0 |
12,303.0 |
258.0 |
2.1% |
108.4 |
0.9% |
92% |
True |
False |
61,535 |
| 10 |
12,561.0 |
12,105.0 |
456.0 |
3.6% |
140.2 |
1.1% |
96% |
True |
False |
68,422 |
| 20 |
12,854.0 |
12,105.0 |
749.0 |
6.0% |
142.5 |
1.1% |
58% |
False |
False |
76,800 |
| 40 |
12,880.5 |
12,105.0 |
775.5 |
6.2% |
140.8 |
1.1% |
56% |
False |
False |
77,646 |
| 60 |
13,170.0 |
12,086.5 |
1,083.5 |
8.6% |
159.6 |
1.3% |
42% |
False |
False |
77,337 |
| 80 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
151.7 |
1.2% |
41% |
False |
False |
58,085 |
| 100 |
13,186.0 |
11,798.0 |
1,388.0 |
11.1% |
149.1 |
1.2% |
54% |
False |
False |
46,488 |
| 120 |
13,186.0 |
11,719.5 |
1,466.5 |
11.7% |
153.7 |
1.2% |
56% |
False |
False |
38,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,145.4 |
|
2.618 |
12,921.0 |
|
1.618 |
12,783.5 |
|
1.000 |
12,698.5 |
|
0.618 |
12,646.0 |
|
HIGH |
12,561.0 |
|
0.618 |
12,508.5 |
|
0.500 |
12,492.3 |
|
0.382 |
12,476.0 |
|
LOW |
12,423.5 |
|
0.618 |
12,338.5 |
|
1.000 |
12,286.0 |
|
1.618 |
12,201.0 |
|
2.618 |
12,063.5 |
|
4.250 |
11,839.1 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,524.8 |
12,510.3 |
| PP |
12,508.5 |
12,479.5 |
| S1 |
12,492.3 |
12,448.8 |
|