| 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 |
2,862.00 |
2,882.00 |
20.00 |
0.7% |
2,857.25 |
| High |
2,881.50 |
2,903.75 |
22.25 |
0.8% |
2,881.50 |
| Low |
2,860.75 |
2,881.50 |
20.75 |
0.7% |
2,850.50 |
| Close |
2,881.00 |
2,902.75 |
21.75 |
0.8% |
2,881.00 |
| Range |
20.75 |
22.25 |
1.50 |
7.2% |
31.00 |
| ATR |
22.09 |
22.13 |
0.05 |
0.2% |
0.00 |
| Volume |
5,943 |
10,799 |
4,856 |
81.7% |
24,411 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,962.75 |
2,955.00 |
2,915.00 |
|
| R3 |
2,940.50 |
2,932.75 |
2,908.75 |
|
| R2 |
2,918.25 |
2,918.25 |
2,906.75 |
|
| R1 |
2,910.50 |
2,910.50 |
2,904.75 |
2,914.50 |
| PP |
2,896.00 |
2,896.00 |
2,896.00 |
2,898.00 |
| S1 |
2,888.25 |
2,888.25 |
2,900.75 |
2,892.00 |
| S2 |
2,873.75 |
2,873.75 |
2,898.75 |
|
| S3 |
2,851.50 |
2,866.00 |
2,896.75 |
|
| S4 |
2,829.25 |
2,843.75 |
2,890.50 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,964.00 |
2,953.50 |
2,898.00 |
|
| R3 |
2,933.00 |
2,922.50 |
2,889.50 |
|
| R2 |
2,902.00 |
2,902.00 |
2,886.75 |
|
| R1 |
2,891.50 |
2,891.50 |
2,883.75 |
2,896.75 |
| PP |
2,871.00 |
2,871.00 |
2,871.00 |
2,873.50 |
| S1 |
2,860.50 |
2,860.50 |
2,878.25 |
2,865.75 |
| S2 |
2,840.00 |
2,840.00 |
2,875.25 |
|
| S3 |
2,809.00 |
2,829.50 |
2,872.50 |
|
| S4 |
2,778.00 |
2,798.50 |
2,864.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,903.75 |
2,850.50 |
53.25 |
1.8% |
20.25 |
0.7% |
98% |
True |
False |
6,120 |
| 10 |
2,903.75 |
2,807.00 |
96.75 |
3.3% |
22.50 |
0.8% |
99% |
True |
False |
5,386 |
| 20 |
2,903.75 |
2,795.50 |
108.25 |
3.7% |
21.50 |
0.7% |
99% |
True |
False |
4,144 |
| 40 |
2,903.75 |
2,702.25 |
201.50 |
6.9% |
22.25 |
0.8% |
100% |
True |
False |
3,251 |
| 60 |
2,903.75 |
2,696.75 |
207.00 |
7.1% |
23.50 |
0.8% |
100% |
True |
False |
2,919 |
| 80 |
2,903.75 |
2,620.75 |
283.00 |
9.7% |
24.50 |
0.8% |
100% |
True |
False |
2,441 |
| 100 |
2,903.75 |
2,594.50 |
309.25 |
10.7% |
27.00 |
0.9% |
100% |
True |
False |
2,087 |
| 120 |
2,903.75 |
2,561.75 |
342.00 |
11.8% |
29.75 |
1.0% |
100% |
True |
False |
1,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,998.25 |
|
2.618 |
2,962.00 |
|
1.618 |
2,939.75 |
|
1.000 |
2,926.00 |
|
0.618 |
2,917.50 |
|
HIGH |
2,903.75 |
|
0.618 |
2,895.25 |
|
0.500 |
2,892.50 |
|
0.382 |
2,890.00 |
|
LOW |
2,881.50 |
|
0.618 |
2,867.75 |
|
1.000 |
2,859.25 |
|
1.618 |
2,845.50 |
|
2.618 |
2,823.25 |
|
4.250 |
2,787.00 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,899.50 |
2,895.50 |
| PP |
2,896.00 |
2,888.50 |
| S1 |
2,892.50 |
2,881.50 |
|