| 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 |
12,542.5 |
12,455.5 |
-87.0 |
-0.7% |
12,424.5 |
| High |
12,543.5 |
12,466.5 |
-77.0 |
-0.6% |
12,593.5 |
| Low |
12,393.0 |
12,306.0 |
-87.0 |
-0.7% |
12,306.0 |
| Close |
12,488.0 |
12,349.5 |
-138.5 |
-1.1% |
12,349.5 |
| Range |
150.5 |
160.5 |
10.0 |
6.6% |
287.5 |
| ATR |
144.6 |
147.3 |
2.7 |
1.8% |
0.0 |
| Volume |
88,474 |
47,350 |
-41,124 |
-46.5% |
341,605 |
|
| Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,855.5 |
12,763.0 |
12,437.8 |
|
| R3 |
12,695.0 |
12,602.5 |
12,393.6 |
|
| R2 |
12,534.5 |
12,534.5 |
12,378.9 |
|
| R1 |
12,442.0 |
12,442.0 |
12,364.2 |
12,408.0 |
| PP |
12,374.0 |
12,374.0 |
12,374.0 |
12,357.0 |
| S1 |
12,281.5 |
12,281.5 |
12,334.8 |
12,247.5 |
| S2 |
12,213.5 |
12,213.5 |
12,320.1 |
|
| S3 |
12,053.0 |
12,121.0 |
12,305.4 |
|
| S4 |
11,892.5 |
11,960.5 |
12,261.2 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,278.8 |
13,101.7 |
12,507.6 |
|
| R3 |
12,991.3 |
12,814.2 |
12,428.6 |
|
| R2 |
12,703.8 |
12,703.8 |
12,402.2 |
|
| R1 |
12,526.7 |
12,526.7 |
12,375.9 |
12,471.5 |
| PP |
12,416.3 |
12,416.3 |
12,416.3 |
12,388.8 |
| S1 |
12,239.2 |
12,239.2 |
12,323.1 |
12,184.0 |
| S2 |
12,128.8 |
12,128.8 |
12,296.8 |
|
| S3 |
11,841.3 |
11,951.7 |
12,270.4 |
|
| S4 |
11,553.8 |
11,664.2 |
12,191.4 |
|
|
| 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 |
12,306.0 |
287.5 |
2.3% |
121.9 |
1.0% |
15% |
False |
True |
68,321 |
| 10 |
12,593.5 |
12,228.0 |
365.5 |
3.0% |
115.5 |
0.9% |
33% |
False |
False |
65,867 |
| 20 |
12,734.0 |
12,105.0 |
629.0 |
5.1% |
137.8 |
1.1% |
39% |
False |
False |
73,378 |
| 40 |
12,880.5 |
12,105.0 |
775.5 |
6.3% |
135.7 |
1.1% |
32% |
False |
False |
78,147 |
| 60 |
13,170.0 |
12,086.5 |
1,083.5 |
8.8% |
155.7 |
1.3% |
24% |
False |
False |
81,675 |
| 80 |
13,186.0 |
12,086.5 |
1,099.5 |
8.9% |
152.3 |
1.2% |
24% |
False |
False |
61,632 |
| 100 |
13,186.0 |
12,086.5 |
1,099.5 |
8.9% |
146.8 |
1.2% |
24% |
False |
False |
49,327 |
| 120 |
13,186.0 |
11,719.5 |
1,466.5 |
11.9% |
151.0 |
1.2% |
43% |
False |
False |
41,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,148.6 |
|
2.618 |
12,886.7 |
|
1.618 |
12,726.2 |
|
1.000 |
12,627.0 |
|
0.618 |
12,565.7 |
|
HIGH |
12,466.5 |
|
0.618 |
12,405.2 |
|
0.500 |
12,386.3 |
|
0.382 |
12,367.3 |
|
LOW |
12,306.0 |
|
0.618 |
12,206.8 |
|
1.000 |
12,145.5 |
|
1.618 |
12,046.3 |
|
2.618 |
11,885.8 |
|
4.250 |
11,623.9 |
|
|
| Fisher Pivots for day following 31-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,386.3 |
12,438.8 |
| PP |
12,374.0 |
12,409.0 |
| S1 |
12,361.8 |
12,379.3 |
|