| 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 |
2,920.00 |
2,902.25 |
-17.75 |
-0.6% |
2,882.00 |
| High |
2,921.00 |
2,911.50 |
-9.50 |
-0.3% |
2,921.75 |
| Low |
2,899.75 |
2,896.25 |
-3.50 |
-0.1% |
2,881.50 |
| Close |
2,906.50 |
2,906.50 |
0.00 |
0.0% |
2,906.50 |
| Range |
21.25 |
15.25 |
-6.00 |
-28.2% |
40.25 |
| ATR |
21.26 |
20.83 |
-0.43 |
-2.0% |
0.00 |
| Volume |
10,147 |
14,861 |
4,714 |
46.5% |
49,052 |
|
| Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,950.50 |
2,943.75 |
2,915.00 |
|
| R3 |
2,935.25 |
2,928.50 |
2,910.75 |
|
| R2 |
2,920.00 |
2,920.00 |
2,909.25 |
|
| R1 |
2,913.25 |
2,913.25 |
2,908.00 |
2,916.50 |
| PP |
2,904.75 |
2,904.75 |
2,904.75 |
2,906.50 |
| S1 |
2,898.00 |
2,898.00 |
2,905.00 |
2,901.50 |
| S2 |
2,889.50 |
2,889.50 |
2,903.75 |
|
| S3 |
2,874.25 |
2,882.75 |
2,902.25 |
|
| S4 |
2,859.00 |
2,867.50 |
2,898.00 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,024.00 |
3,005.50 |
2,928.75 |
|
| R3 |
2,983.75 |
2,965.25 |
2,917.50 |
|
| R2 |
2,943.50 |
2,943.50 |
2,914.00 |
|
| R1 |
2,925.00 |
2,925.00 |
2,910.25 |
2,934.25 |
| PP |
2,903.25 |
2,903.25 |
2,903.25 |
2,908.00 |
| S1 |
2,884.75 |
2,884.75 |
2,902.75 |
2,894.00 |
| S2 |
2,863.00 |
2,863.00 |
2,899.00 |
|
| S3 |
2,822.75 |
2,844.50 |
2,895.50 |
|
| S4 |
2,782.50 |
2,804.25 |
2,884.25 |
|
|
| 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 |
2,881.50 |
40.25 |
1.4% |
18.00 |
0.6% |
62% |
False |
False |
9,810 |
| 10 |
2,921.75 |
2,850.50 |
71.25 |
2.5% |
18.00 |
0.6% |
79% |
False |
False |
7,346 |
| 20 |
2,921.75 |
2,807.00 |
114.75 |
3.9% |
19.75 |
0.7% |
87% |
False |
False |
5,264 |
| 40 |
2,921.75 |
2,765.50 |
156.25 |
5.4% |
21.00 |
0.7% |
90% |
False |
False |
4,018 |
| 60 |
2,921.75 |
2,696.75 |
225.00 |
7.7% |
23.50 |
0.8% |
93% |
False |
False |
3,498 |
| 80 |
2,921.75 |
2,683.00 |
238.75 |
8.2% |
23.75 |
0.8% |
94% |
False |
False |
2,879 |
| 100 |
2,921.75 |
2,599.50 |
322.25 |
11.1% |
25.50 |
0.9% |
95% |
False |
False |
2,423 |
| 120 |
2,921.75 |
2,561.75 |
360.00 |
12.4% |
29.50 |
1.0% |
96% |
False |
False |
2,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,976.25 |
|
2.618 |
2,951.50 |
|
1.618 |
2,936.25 |
|
1.000 |
2,926.75 |
|
0.618 |
2,921.00 |
|
HIGH |
2,911.50 |
|
0.618 |
2,905.75 |
|
0.500 |
2,904.00 |
|
0.382 |
2,902.00 |
|
LOW |
2,896.25 |
|
0.618 |
2,886.75 |
|
1.000 |
2,881.00 |
|
1.618 |
2,871.50 |
|
2.618 |
2,856.25 |
|
4.250 |
2,831.50 |
|
|
| Fisher Pivots for day following 31-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,905.50 |
2,909.00 |
| PP |
2,904.75 |
2,908.25 |
| S1 |
2,904.00 |
2,907.25 |
|