| 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 |
2,904.50 |
2,920.00 |
15.50 |
0.5% |
2,857.25 |
| High |
2,921.75 |
2,921.00 |
-0.75 |
0.0% |
2,881.50 |
| Low |
2,902.25 |
2,899.75 |
-2.50 |
-0.1% |
2,850.50 |
| Close |
2,919.00 |
2,906.50 |
-12.50 |
-0.4% |
2,881.00 |
| Range |
19.50 |
21.25 |
1.75 |
9.0% |
31.00 |
| ATR |
21.26 |
21.26 |
0.00 |
0.0% |
0.00 |
| Volume |
9,416 |
10,147 |
731 |
7.8% |
24,411 |
|
| Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,972.75 |
2,961.00 |
2,918.25 |
|
| R3 |
2,951.50 |
2,939.75 |
2,912.25 |
|
| R2 |
2,930.25 |
2,930.25 |
2,910.50 |
|
| R1 |
2,918.50 |
2,918.50 |
2,908.50 |
2,913.75 |
| PP |
2,909.00 |
2,909.00 |
2,909.00 |
2,906.75 |
| S1 |
2,897.25 |
2,897.25 |
2,904.50 |
2,892.50 |
| S2 |
2,887.75 |
2,887.75 |
2,902.50 |
|
| S3 |
2,866.50 |
2,876.00 |
2,900.75 |
|
| S4 |
2,845.25 |
2,854.75 |
2,894.75 |
|
|
| 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 |
2,860.75 |
61.00 |
2.1% |
19.00 |
0.7% |
75% |
False |
False |
8,026 |
| 10 |
2,921.75 |
2,839.25 |
82.50 |
2.8% |
18.50 |
0.6% |
82% |
False |
False |
6,123 |
| 20 |
2,921.75 |
2,807.00 |
114.75 |
3.9% |
20.00 |
0.7% |
87% |
False |
False |
4,592 |
| 40 |
2,921.75 |
2,734.75 |
187.00 |
6.4% |
21.50 |
0.7% |
92% |
False |
False |
3,694 |
| 60 |
2,921.75 |
2,696.75 |
225.00 |
7.7% |
23.50 |
0.8% |
93% |
False |
False |
3,254 |
| 80 |
2,921.75 |
2,675.75 |
246.00 |
8.5% |
24.00 |
0.8% |
94% |
False |
False |
2,695 |
| 100 |
2,921.75 |
2,599.50 |
322.25 |
11.1% |
25.75 |
0.9% |
95% |
False |
False |
2,286 |
| 120 |
2,921.75 |
2,561.75 |
360.00 |
12.4% |
29.75 |
1.0% |
96% |
False |
False |
2,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,011.25 |
|
2.618 |
2,976.75 |
|
1.618 |
2,955.50 |
|
1.000 |
2,942.25 |
|
0.618 |
2,934.25 |
|
HIGH |
2,921.00 |
|
0.618 |
2,913.00 |
|
0.500 |
2,910.50 |
|
0.382 |
2,907.75 |
|
LOW |
2,899.75 |
|
0.618 |
2,886.50 |
|
1.000 |
2,878.50 |
|
1.618 |
2,865.25 |
|
2.618 |
2,844.00 |
|
4.250 |
2,809.50 |
|
|
| Fisher Pivots for day following 30-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,910.50 |
2,910.25 |
| PP |
2,909.00 |
2,909.00 |
| S1 |
2,907.75 |
2,907.75 |
|