| 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 |
12,546.0 |
12,542.5 |
-3.5 |
0.0% |
12,247.0 |
| High |
12,571.5 |
12,543.5 |
-28.0 |
-0.2% |
12,444.0 |
| Low |
12,492.5 |
12,393.0 |
-99.5 |
-0.8% |
12,228.0 |
| Close |
12,560.0 |
12,488.0 |
-72.0 |
-0.6% |
12,392.5 |
| Range |
79.0 |
150.5 |
71.5 |
90.5% |
216.0 |
| ATR |
142.9 |
144.6 |
1.7 |
1.2% |
0.0 |
| Volume |
91,063 |
88,474 |
-2,589 |
-2.8% |
317,070 |
|
| Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,926.3 |
12,857.7 |
12,570.8 |
|
| R3 |
12,775.8 |
12,707.2 |
12,529.4 |
|
| R2 |
12,625.3 |
12,625.3 |
12,515.6 |
|
| R1 |
12,556.7 |
12,556.7 |
12,501.8 |
12,515.8 |
| PP |
12,474.8 |
12,474.8 |
12,474.8 |
12,454.4 |
| S1 |
12,406.2 |
12,406.2 |
12,474.2 |
12,365.3 |
| S2 |
12,324.3 |
12,324.3 |
12,460.4 |
|
| S3 |
12,173.8 |
12,255.7 |
12,446.6 |
|
| S4 |
12,023.3 |
12,105.2 |
12,405.2 |
|
|
| 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 |
2.1% |
111.3 |
0.9% |
59% |
False |
False |
71,730 |
| 10 |
12,593.5 |
12,127.5 |
466.0 |
3.7% |
111.5 |
0.9% |
77% |
False |
False |
67,397 |
| 20 |
12,734.0 |
12,105.0 |
629.0 |
5.0% |
134.2 |
1.1% |
61% |
False |
False |
75,429 |
| 40 |
12,880.5 |
12,105.0 |
775.5 |
6.2% |
135.0 |
1.1% |
49% |
False |
False |
78,562 |
| 60 |
13,170.0 |
12,086.5 |
1,083.5 |
8.7% |
157.2 |
1.3% |
37% |
False |
False |
81,043 |
| 80 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
151.0 |
1.2% |
37% |
False |
False |
61,042 |
| 100 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
146.5 |
1.2% |
37% |
False |
False |
48,854 |
| 120 |
13,186.0 |
11,719.5 |
1,466.5 |
11.7% |
151.2 |
1.2% |
52% |
False |
False |
40,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,183.1 |
|
2.618 |
12,937.5 |
|
1.618 |
12,787.0 |
|
1.000 |
12,694.0 |
|
0.618 |
12,636.5 |
|
HIGH |
12,543.5 |
|
0.618 |
12,486.0 |
|
0.500 |
12,468.3 |
|
0.382 |
12,450.5 |
|
LOW |
12,393.0 |
|
0.618 |
12,300.0 |
|
1.000 |
12,242.5 |
|
1.618 |
12,149.5 |
|
2.618 |
11,999.0 |
|
4.250 |
11,753.4 |
|
|
| Fisher Pivots for day following 30-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,481.4 |
12,493.3 |
| PP |
12,474.8 |
12,491.5 |
| S1 |
12,468.3 |
12,489.8 |
|