| 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 |
12,549.5 |
12,546.0 |
-3.5 |
0.0% |
12,247.0 |
| High |
12,593.5 |
12,571.5 |
-22.0 |
-0.2% |
12,444.0 |
| Low |
12,511.5 |
12,492.5 |
-19.0 |
-0.2% |
12,228.0 |
| Close |
12,547.0 |
12,560.0 |
13.0 |
0.1% |
12,392.5 |
| Range |
82.0 |
79.0 |
-3.0 |
-3.7% |
216.0 |
| ATR |
147.8 |
142.9 |
-4.9 |
-3.3% |
0.0 |
| Volume |
57,341 |
91,063 |
33,722 |
58.8% |
317,070 |
|
| Daily Pivots for day following 29-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,778.3 |
12,748.2 |
12,603.5 |
|
| R3 |
12,699.3 |
12,669.2 |
12,581.7 |
|
| R2 |
12,620.3 |
12,620.3 |
12,574.5 |
|
| R1 |
12,590.2 |
12,590.2 |
12,567.2 |
12,605.3 |
| PP |
12,541.3 |
12,541.3 |
12,541.3 |
12,548.9 |
| S1 |
12,511.2 |
12,511.2 |
12,552.8 |
12,526.3 |
| S2 |
12,462.3 |
12,462.3 |
12,545.5 |
|
| S3 |
12,383.3 |
12,432.2 |
12,538.3 |
|
| S4 |
12,304.3 |
12,353.2 |
12,516.6 |
|
|
| 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 |
12,336.5 |
257.0 |
2.0% |
93.7 |
0.7% |
87% |
False |
False |
66,599 |
| 10 |
12,593.5 |
12,127.5 |
466.0 |
3.7% |
107.0 |
0.9% |
93% |
False |
False |
65,784 |
| 20 |
12,734.0 |
12,105.0 |
629.0 |
5.0% |
137.1 |
1.1% |
72% |
False |
False |
74,329 |
| 40 |
12,880.5 |
12,105.0 |
775.5 |
6.2% |
136.5 |
1.1% |
59% |
False |
False |
78,166 |
| 60 |
13,170.0 |
12,086.5 |
1,083.5 |
8.6% |
157.4 |
1.3% |
44% |
False |
False |
79,665 |
| 80 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
150.7 |
1.2% |
43% |
False |
False |
59,938 |
| 100 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
146.2 |
1.2% |
43% |
False |
False |
47,970 |
| 120 |
13,186.0 |
11,719.5 |
1,466.5 |
11.7% |
152.0 |
1.2% |
57% |
False |
False |
40,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,907.3 |
|
2.618 |
12,778.3 |
|
1.618 |
12,699.3 |
|
1.000 |
12,650.5 |
|
0.618 |
12,620.3 |
|
HIGH |
12,571.5 |
|
0.618 |
12,541.3 |
|
0.500 |
12,532.0 |
|
0.382 |
12,522.7 |
|
LOW |
12,492.5 |
|
0.618 |
12,443.7 |
|
1.000 |
12,413.5 |
|
1.618 |
12,364.7 |
|
2.618 |
12,285.7 |
|
4.250 |
12,156.8 |
|
|
| Fisher Pivots for day following 29-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,550.7 |
12,542.8 |
| PP |
12,541.3 |
12,525.7 |
| S1 |
12,532.0 |
12,508.5 |
|