| 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 |
2,902.50 |
2,904.50 |
2.00 |
0.1% |
2,857.25 |
| High |
2,910.50 |
2,921.75 |
11.25 |
0.4% |
2,881.50 |
| Low |
2,898.75 |
2,902.25 |
3.50 |
0.1% |
2,850.50 |
| Close |
2,903.50 |
2,919.00 |
15.50 |
0.5% |
2,881.00 |
| Range |
11.75 |
19.50 |
7.75 |
66.0% |
31.00 |
| ATR |
21.39 |
21.26 |
-0.14 |
-0.6% |
0.00 |
| Volume |
3,829 |
9,416 |
5,587 |
145.9% |
24,411 |
|
| Daily Pivots for day following 29-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,972.75 |
2,965.50 |
2,929.75 |
|
| R3 |
2,953.25 |
2,946.00 |
2,924.25 |
|
| R2 |
2,933.75 |
2,933.75 |
2,922.50 |
|
| R1 |
2,926.50 |
2,926.50 |
2,920.75 |
2,930.00 |
| PP |
2,914.25 |
2,914.25 |
2,914.25 |
2,916.25 |
| S1 |
2,907.00 |
2,907.00 |
2,917.25 |
2,910.50 |
| S2 |
2,894.75 |
2,894.75 |
2,915.50 |
|
| S3 |
2,875.25 |
2,887.50 |
2,913.75 |
|
| S4 |
2,855.75 |
2,868.00 |
2,908.25 |
|
|
| 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 |
2,921.75 |
2,859.00 |
62.75 |
2.1% |
17.75 |
0.6% |
96% |
True |
False |
6,867 |
| 10 |
2,921.75 |
2,821.50 |
100.25 |
3.4% |
20.00 |
0.7% |
97% |
True |
False |
5,481 |
| 20 |
2,921.75 |
2,795.50 |
126.25 |
4.3% |
20.75 |
0.7% |
98% |
True |
False |
4,600 |
| 40 |
2,921.75 |
2,714.75 |
207.00 |
7.1% |
21.50 |
0.7% |
99% |
True |
False |
3,474 |
| 60 |
2,921.75 |
2,696.75 |
225.00 |
7.7% |
23.50 |
0.8% |
99% |
True |
False |
3,086 |
| 80 |
2,921.75 |
2,660.75 |
261.00 |
8.9% |
24.00 |
0.8% |
99% |
True |
False |
2,573 |
| 100 |
2,921.75 |
2,599.50 |
322.25 |
11.0% |
26.00 |
0.9% |
99% |
True |
False |
2,206 |
| 120 |
2,921.75 |
2,561.75 |
360.00 |
12.3% |
29.75 |
1.0% |
99% |
True |
False |
2,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,004.50 |
|
2.618 |
2,972.75 |
|
1.618 |
2,953.25 |
|
1.000 |
2,941.25 |
|
0.618 |
2,933.75 |
|
HIGH |
2,921.75 |
|
0.618 |
2,914.25 |
|
0.500 |
2,912.00 |
|
0.382 |
2,909.75 |
|
LOW |
2,902.25 |
|
0.618 |
2,890.25 |
|
1.000 |
2,882.75 |
|
1.618 |
2,870.75 |
|
2.618 |
2,851.25 |
|
4.250 |
2,819.50 |
|
|
| Fisher Pivots for day following 29-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,916.75 |
2,913.25 |
| PP |
2,914.25 |
2,907.50 |
| S1 |
2,912.00 |
2,901.50 |
|