| 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 |
2,882.00 |
2,902.50 |
20.50 |
0.7% |
2,857.25 |
| High |
2,903.75 |
2,910.50 |
6.75 |
0.2% |
2,881.50 |
| Low |
2,881.50 |
2,898.75 |
17.25 |
0.6% |
2,850.50 |
| Close |
2,902.75 |
2,903.50 |
0.75 |
0.0% |
2,881.00 |
| Range |
22.25 |
11.75 |
-10.50 |
-47.2% |
31.00 |
| ATR |
22.13 |
21.39 |
-0.74 |
-3.4% |
0.00 |
| Volume |
10,799 |
3,829 |
-6,970 |
-64.5% |
24,411 |
|
| Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,939.50 |
2,933.25 |
2,910.00 |
|
| R3 |
2,927.75 |
2,921.50 |
2,906.75 |
|
| R2 |
2,916.00 |
2,916.00 |
2,905.75 |
|
| R1 |
2,909.75 |
2,909.75 |
2,904.50 |
2,913.00 |
| PP |
2,904.25 |
2,904.25 |
2,904.25 |
2,905.75 |
| S1 |
2,898.00 |
2,898.00 |
2,902.50 |
2,901.00 |
| S2 |
2,892.50 |
2,892.50 |
2,901.25 |
|
| S3 |
2,880.75 |
2,886.25 |
2,900.25 |
|
| S4 |
2,869.00 |
2,874.50 |
2,897.00 |
|
|
| 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 |
2,910.50 |
2,850.50 |
60.00 |
2.1% |
18.25 |
0.6% |
88% |
True |
False |
5,950 |
| 10 |
2,910.50 |
2,807.00 |
103.50 |
3.6% |
22.00 |
0.8% |
93% |
True |
False |
5,371 |
| 20 |
2,910.50 |
2,795.50 |
115.00 |
4.0% |
20.75 |
0.7% |
94% |
True |
False |
4,251 |
| 40 |
2,910.50 |
2,714.75 |
195.75 |
6.7% |
21.75 |
0.8% |
96% |
True |
False |
3,267 |
| 60 |
2,910.50 |
2,696.75 |
213.75 |
7.4% |
23.50 |
0.8% |
97% |
True |
False |
2,932 |
| 80 |
2,910.50 |
2,660.75 |
249.75 |
8.6% |
24.00 |
0.8% |
97% |
True |
False |
2,467 |
| 100 |
2,910.50 |
2,599.50 |
311.00 |
10.7% |
26.25 |
0.9% |
98% |
True |
False |
2,115 |
| 120 |
2,910.50 |
2,561.75 |
348.75 |
12.0% |
29.75 |
1.0% |
98% |
True |
False |
1,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,960.50 |
|
2.618 |
2,941.25 |
|
1.618 |
2,929.50 |
|
1.000 |
2,922.25 |
|
0.618 |
2,917.75 |
|
HIGH |
2,910.50 |
|
0.618 |
2,906.00 |
|
0.500 |
2,904.50 |
|
0.382 |
2,903.25 |
|
LOW |
2,898.75 |
|
0.618 |
2,891.50 |
|
1.000 |
2,887.00 |
|
1.618 |
2,879.75 |
|
2.618 |
2,868.00 |
|
4.250 |
2,848.75 |
|
|
| Fisher Pivots for day following 28-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,904.50 |
2,897.50 |
| PP |
2,904.25 |
2,891.50 |
| S1 |
2,904.00 |
2,885.50 |
|