| 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 |
3,421.0 |
3,444.0 |
23.0 |
0.7% |
3,368.0 |
| High |
3,443.0 |
3,444.0 |
1.0 |
0.0% |
3,417.0 |
| Low |
3,415.0 |
3,427.0 |
12.0 |
0.4% |
3,368.0 |
| Close |
3,439.0 |
3,437.0 |
-2.0 |
-0.1% |
3,411.0 |
| Range |
28.0 |
17.0 |
-11.0 |
-39.3% |
49.0 |
| ATR |
32.5 |
31.3 |
-1.1 |
-3.4% |
0.0 |
| Volume |
908 |
1,003 |
95 |
10.5% |
11,521 |
|
| Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,487.0 |
3,479.0 |
3,446.4 |
|
| R3 |
3,470.0 |
3,462.0 |
3,441.7 |
|
| R2 |
3,453.0 |
3,453.0 |
3,440.1 |
|
| R1 |
3,445.0 |
3,445.0 |
3,438.6 |
3,440.5 |
| PP |
3,436.0 |
3,436.0 |
3,436.0 |
3,433.8 |
| S1 |
3,428.0 |
3,428.0 |
3,435.4 |
3,423.5 |
| S2 |
3,419.0 |
3,419.0 |
3,433.9 |
|
| S3 |
3,402.0 |
3,411.0 |
3,432.3 |
|
| S4 |
3,385.0 |
3,394.0 |
3,427.7 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,545.7 |
3,527.3 |
3,438.0 |
|
| R3 |
3,496.7 |
3,478.3 |
3,424.5 |
|
| R2 |
3,447.7 |
3,447.7 |
3,420.0 |
|
| R1 |
3,429.3 |
3,429.3 |
3,415.5 |
3,438.5 |
| PP |
3,398.7 |
3,398.7 |
3,398.7 |
3,403.3 |
| S1 |
3,380.3 |
3,380.3 |
3,406.5 |
3,389.5 |
| S2 |
3,349.7 |
3,349.7 |
3,402.0 |
|
| S3 |
3,300.7 |
3,331.3 |
3,397.5 |
|
| S4 |
3,251.7 |
3,282.3 |
3,384.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,444.0 |
3,381.0 |
63.0 |
1.8% |
20.6 |
0.6% |
89% |
True |
False |
1,619 |
| 10 |
3,444.0 |
3,319.0 |
125.0 |
3.6% |
28.2 |
0.8% |
94% |
True |
False |
2,608 |
| 20 |
3,508.0 |
3,319.0 |
189.0 |
5.5% |
28.3 |
0.8% |
62% |
False |
False |
2,047 |
| 40 |
3,515.0 |
3,319.0 |
196.0 |
5.7% |
27.0 |
0.8% |
60% |
False |
False |
1,089 |
| 60 |
3,516.0 |
3,315.0 |
201.0 |
5.8% |
32.1 |
0.9% |
61% |
False |
False |
4,066 |
| 80 |
3,547.0 |
3,315.0 |
232.0 |
6.8% |
30.9 |
0.9% |
53% |
False |
False |
4,135 |
| 100 |
3,547.0 |
3,312.0 |
235.0 |
6.8% |
27.6 |
0.8% |
53% |
False |
False |
3,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,516.3 |
|
2.618 |
3,488.5 |
|
1.618 |
3,471.5 |
|
1.000 |
3,461.0 |
|
0.618 |
3,454.5 |
|
HIGH |
3,444.0 |
|
0.618 |
3,437.5 |
|
0.500 |
3,435.5 |
|
0.382 |
3,433.5 |
|
LOW |
3,427.0 |
|
0.618 |
3,416.5 |
|
1.000 |
3,410.0 |
|
1.618 |
3,399.5 |
|
2.618 |
3,382.5 |
|
4.250 |
3,354.8 |
|
|
| Fisher Pivots for day following 28-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,436.5 |
3,432.2 |
| PP |
3,436.0 |
3,427.3 |
| S1 |
3,435.5 |
3,422.5 |
|