| Trading Metrics calculated at close of trading on 10-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1,260.2 |
1,276.6 |
16.4 |
1.3% |
1,268.9 |
| High |
1,277.8 |
1,287.4 |
9.6 |
0.8% |
1,273.3 |
| Low |
1,260.2 |
1,274.9 |
14.7 |
1.2% |
1,253.9 |
| Close |
1,273.0 |
1,283.7 |
10.7 |
0.8% |
1,258.3 |
| Range |
17.6 |
12.5 |
-5.1 |
-29.0% |
19.4 |
| ATR |
12.6 |
12.7 |
0.1 |
1.0% |
0.0 |
| Volume |
574 |
608 |
34 |
5.9% |
10,633 |
|
| Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,319.5 |
1,314.1 |
1,290.6 |
|
| R3 |
1,307.0 |
1,301.6 |
1,287.1 |
|
| R2 |
1,294.5 |
1,294.5 |
1,286.0 |
|
| R1 |
1,289.1 |
1,289.1 |
1,284.8 |
1,291.8 |
| PP |
1,282.0 |
1,282.0 |
1,282.0 |
1,283.4 |
| S1 |
1,276.6 |
1,276.6 |
1,282.6 |
1,279.3 |
| S2 |
1,269.5 |
1,269.5 |
1,281.4 |
|
| S3 |
1,257.0 |
1,264.1 |
1,280.3 |
|
| S4 |
1,244.5 |
1,251.6 |
1,276.8 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.0 |
1,308.6 |
1,269.0 |
|
| R3 |
1,300.6 |
1,289.2 |
1,263.6 |
|
| R2 |
1,281.2 |
1,281.2 |
1,261.9 |
|
| R1 |
1,269.8 |
1,269.8 |
1,260.1 |
1,265.8 |
| PP |
1,261.8 |
1,261.8 |
1,261.8 |
1,259.9 |
| S1 |
1,250.4 |
1,250.4 |
1,256.5 |
1,246.4 |
| S2 |
1,242.4 |
1,242.4 |
1,254.7 |
|
| S3 |
1,223.0 |
1,231.0 |
1,253.0 |
|
| S4 |
1,203.6 |
1,211.6 |
1,247.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,287.4 |
1,251.4 |
36.0 |
2.8% |
12.5 |
1.0% |
90% |
True |
False |
503 |
| 10 |
1,287.4 |
1,251.4 |
36.0 |
2.8% |
11.4 |
0.9% |
90% |
True |
False |
7,681 |
| 20 |
1,287.4 |
1,214.0 |
73.4 |
5.7% |
11.7 |
0.9% |
95% |
True |
False |
119,980 |
| 40 |
1,287.4 |
1,204.0 |
83.4 |
6.5% |
11.9 |
0.9% |
96% |
True |
False |
173,439 |
| 60 |
1,298.8 |
1,204.0 |
94.8 |
7.4% |
12.6 |
1.0% |
84% |
False |
False |
168,611 |
| 80 |
1,298.8 |
1,204.0 |
94.8 |
7.4% |
12.4 |
1.0% |
84% |
False |
False |
130,037 |
| 100 |
1,300.3 |
1,204.0 |
96.3 |
7.5% |
12.3 |
1.0% |
83% |
False |
False |
104,735 |
| 120 |
1,300.3 |
1,201.4 |
98.9 |
7.7% |
12.2 |
0.9% |
83% |
False |
False |
87,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,340.5 |
|
2.618 |
1,320.1 |
|
1.618 |
1,307.6 |
|
1.000 |
1,299.9 |
|
0.618 |
1,295.1 |
|
HIGH |
1,287.4 |
|
0.618 |
1,282.6 |
|
0.500 |
1,281.2 |
|
0.382 |
1,279.7 |
|
LOW |
1,274.9 |
|
0.618 |
1,267.2 |
|
1.000 |
1,262.4 |
|
1.618 |
1,254.7 |
|
2.618 |
1,242.2 |
|
4.250 |
1,221.8 |
|
|
| Fisher Pivots for day following 10-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,282.9 |
1,278.9 |
| PP |
1,282.0 |
1,274.2 |
| S1 |
1,281.2 |
1,269.4 |
|