| 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 |
12,424.5 |
12,549.5 |
125.0 |
1.0% |
12,247.0 |
| High |
12,561.0 |
12,593.5 |
32.5 |
0.3% |
12,444.0 |
| Low |
12,423.5 |
12,511.5 |
88.0 |
0.7% |
12,228.0 |
| Close |
12,541.0 |
12,547.0 |
6.0 |
0.0% |
12,392.5 |
| Range |
137.5 |
82.0 |
-55.5 |
-40.4% |
216.0 |
| ATR |
152.8 |
147.8 |
-5.1 |
-3.3% |
0.0 |
| Volume |
57,377 |
57,341 |
-36 |
-0.1% |
317,070 |
|
| Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,796.7 |
12,753.8 |
12,592.1 |
|
| R3 |
12,714.7 |
12,671.8 |
12,569.6 |
|
| R2 |
12,632.7 |
12,632.7 |
12,562.0 |
|
| R1 |
12,589.8 |
12,589.8 |
12,554.5 |
12,570.3 |
| PP |
12,550.7 |
12,550.7 |
12,550.7 |
12,540.9 |
| S1 |
12,507.8 |
12,507.8 |
12,539.5 |
12,488.3 |
| S2 |
12,468.7 |
12,468.7 |
12,532.0 |
|
| S3 |
12,386.7 |
12,425.8 |
12,524.5 |
|
| S4 |
12,304.7 |
12,343.8 |
12,501.9 |
|
|
| 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 |
12,593.5 |
12,327.0 |
266.5 |
2.1% |
100.0 |
0.8% |
83% |
True |
False |
59,470 |
| 10 |
12,593.5 |
12,105.0 |
488.5 |
3.9% |
131.3 |
1.0% |
90% |
True |
False |
63,486 |
| 20 |
12,832.0 |
12,105.0 |
727.0 |
5.8% |
140.3 |
1.1% |
61% |
False |
False |
75,371 |
| 40 |
12,880.5 |
12,105.0 |
775.5 |
6.2% |
138.4 |
1.1% |
57% |
False |
False |
76,996 |
| 60 |
13,170.0 |
12,086.5 |
1,083.5 |
8.6% |
158.9 |
1.3% |
43% |
False |
False |
78,191 |
| 80 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
151.4 |
1.2% |
42% |
False |
False |
58,801 |
| 100 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
147.7 |
1.2% |
42% |
False |
False |
47,060 |
| 120 |
13,186.0 |
11,719.5 |
1,466.5 |
11.7% |
152.4 |
1.2% |
56% |
False |
False |
39,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,942.0 |
|
2.618 |
12,808.2 |
|
1.618 |
12,726.2 |
|
1.000 |
12,675.5 |
|
0.618 |
12,644.2 |
|
HIGH |
12,593.5 |
|
0.618 |
12,562.2 |
|
0.500 |
12,552.5 |
|
0.382 |
12,542.8 |
|
LOW |
12,511.5 |
|
0.618 |
12,460.8 |
|
1.000 |
12,429.5 |
|
1.618 |
12,378.8 |
|
2.618 |
12,296.8 |
|
4.250 |
12,163.0 |
|
|
| Fisher Pivots for day following 28-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,552.5 |
12,519.7 |
| PP |
12,550.7 |
12,492.3 |
| S1 |
12,548.8 |
12,465.0 |
|