| Trading Metrics calculated at close of trading on 17-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1,271.3 |
1,283.8 |
12.5 |
1.0% |
1,258.7 |
| High |
1,282.6 |
1,288.5 |
5.9 |
0.5% |
1,291.1 |
| Low |
1,269.4 |
1,283.2 |
13.8 |
1.1% |
1,251.4 |
| Close |
1,276.9 |
1,286.4 |
9.5 |
0.7% |
1,287.7 |
| Range |
13.2 |
5.3 |
-7.9 |
-59.8% |
39.7 |
| ATR |
12.6 |
12.5 |
-0.1 |
-0.6% |
0.0 |
| Volume |
110 |
43 |
-67 |
-60.9% |
2,136 |
|
| Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,301.9 |
1,299.5 |
1,289.3 |
|
| R3 |
1,296.6 |
1,294.2 |
1,287.9 |
|
| R2 |
1,291.3 |
1,291.3 |
1,287.4 |
|
| R1 |
1,288.9 |
1,288.9 |
1,286.9 |
1,290.1 |
| PP |
1,286.0 |
1,286.0 |
1,286.0 |
1,286.7 |
| S1 |
1,283.6 |
1,283.6 |
1,285.9 |
1,284.8 |
| S2 |
1,280.7 |
1,280.7 |
1,285.4 |
|
| S3 |
1,275.4 |
1,278.3 |
1,284.9 |
|
| S4 |
1,270.1 |
1,273.0 |
1,283.5 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,395.8 |
1,381.5 |
1,309.5 |
|
| R3 |
1,356.1 |
1,341.8 |
1,298.6 |
|
| R2 |
1,316.4 |
1,316.4 |
1,295.0 |
|
| R1 |
1,302.1 |
1,302.1 |
1,291.3 |
1,309.3 |
| PP |
1,276.7 |
1,276.7 |
1,276.7 |
1,280.3 |
| S1 |
1,262.4 |
1,262.4 |
1,284.1 |
1,269.6 |
| S2 |
1,237.0 |
1,237.0 |
1,280.4 |
|
| S3 |
1,197.3 |
1,222.7 |
1,276.8 |
|
| S4 |
1,157.6 |
1,183.0 |
1,265.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,291.1 |
1,267.4 |
23.7 |
1.8% |
10.1 |
0.8% |
80% |
False |
False |
163 |
| 10 |
1,291.1 |
1,251.4 |
39.7 |
3.1% |
11.3 |
0.9% |
88% |
False |
False |
333 |
| 20 |
1,291.1 |
1,242.8 |
48.3 |
3.8% |
11.3 |
0.9% |
90% |
False |
False |
61,892 |
| 40 |
1,291.1 |
1,204.0 |
87.1 |
6.8% |
11.9 |
0.9% |
95% |
False |
False |
149,966 |
| 60 |
1,298.8 |
1,204.0 |
94.8 |
7.4% |
12.1 |
0.9% |
87% |
False |
False |
165,722 |
| 80 |
1,298.8 |
1,204.0 |
94.8 |
7.4% |
12.2 |
0.9% |
87% |
False |
False |
129,711 |
| 100 |
1,300.3 |
1,204.0 |
96.3 |
7.5% |
12.2 |
0.9% |
86% |
False |
False |
104,600 |
| 120 |
1,300.3 |
1,201.4 |
98.9 |
7.7% |
12.1 |
0.9% |
86% |
False |
False |
87,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,311.0 |
|
2.618 |
1,302.4 |
|
1.618 |
1,297.1 |
|
1.000 |
1,293.8 |
|
0.618 |
1,291.8 |
|
HIGH |
1,288.5 |
|
0.618 |
1,286.5 |
|
0.500 |
1,285.9 |
|
0.382 |
1,285.2 |
|
LOW |
1,283.2 |
|
0.618 |
1,279.9 |
|
1.000 |
1,277.9 |
|
1.618 |
1,274.6 |
|
2.618 |
1,269.3 |
|
4.250 |
1,260.7 |
|
|
| Fisher Pivots for day following 17-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,286.2 |
1,283.6 |
| PP |
1,286.0 |
1,280.8 |
| S1 |
1,285.9 |
1,278.0 |
|