| Trading Metrics calculated at close of trading on 23-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
3,435.0 |
3,454.0 |
19.0 |
0.6% |
3,418.0 |
| High |
3,461.0 |
3,466.0 |
5.0 |
0.1% |
3,496.0 |
| Low |
3,430.0 |
3,429.0 |
-1.0 |
0.0% |
3,418.0 |
| Close |
3,455.0 |
3,438.0 |
-17.0 |
-0.5% |
3,447.0 |
| Range |
31.0 |
37.0 |
6.0 |
19.4% |
78.0 |
| ATR |
42.2 |
41.8 |
-0.4 |
-0.9% |
0.0 |
| Volume |
607,654 |
702,314 |
94,660 |
15.6% |
4,367,110 |
|
| Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,555.3 |
3,533.7 |
3,458.4 |
|
| R3 |
3,518.3 |
3,496.7 |
3,448.2 |
|
| R2 |
3,481.3 |
3,481.3 |
3,444.8 |
|
| R1 |
3,459.7 |
3,459.7 |
3,441.4 |
3,452.0 |
| PP |
3,444.3 |
3,444.3 |
3,444.3 |
3,440.5 |
| S1 |
3,422.7 |
3,422.7 |
3,434.6 |
3,415.0 |
| S2 |
3,407.3 |
3,407.3 |
3,431.2 |
|
| S3 |
3,370.3 |
3,385.7 |
3,427.8 |
|
| S4 |
3,333.3 |
3,348.7 |
3,417.7 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,687.7 |
3,645.3 |
3,489.9 |
|
| R3 |
3,609.7 |
3,567.3 |
3,468.5 |
|
| R2 |
3,531.7 |
3,531.7 |
3,461.3 |
|
| R1 |
3,489.3 |
3,489.3 |
3,454.2 |
3,510.5 |
| PP |
3,453.7 |
3,453.7 |
3,453.7 |
3,464.3 |
| S1 |
3,411.3 |
3,411.3 |
3,439.9 |
3,432.5 |
| S2 |
3,375.7 |
3,375.7 |
3,432.7 |
|
| S3 |
3,297.7 |
3,333.3 |
3,425.6 |
|
| S4 |
3,219.7 |
3,255.3 |
3,404.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,484.0 |
3,408.0 |
76.0 |
2.2% |
37.6 |
1.1% |
39% |
False |
False |
836,410 |
| 10 |
3,496.0 |
3,389.0 |
107.0 |
3.1% |
37.3 |
1.1% |
46% |
False |
False |
869,098 |
| 20 |
3,523.0 |
3,389.0 |
134.0 |
3.9% |
37.7 |
1.1% |
37% |
False |
False |
836,007 |
| 40 |
3,548.0 |
3,389.0 |
159.0 |
4.6% |
40.4 |
1.2% |
31% |
False |
False |
838,855 |
| 60 |
3,601.0 |
3,389.0 |
212.0 |
6.2% |
38.9 |
1.1% |
23% |
False |
False |
775,277 |
| 80 |
3,634.0 |
3,389.0 |
245.0 |
7.1% |
37.2 |
1.1% |
20% |
False |
False |
582,021 |
| 100 |
3,634.0 |
3,319.0 |
315.0 |
9.2% |
36.4 |
1.1% |
38% |
False |
False |
465,674 |
| 120 |
3,634.0 |
3,289.0 |
345.0 |
10.0% |
34.7 |
1.0% |
43% |
False |
False |
388,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,623.3 |
|
2.618 |
3,562.9 |
|
1.618 |
3,525.9 |
|
1.000 |
3,503.0 |
|
0.618 |
3,488.9 |
|
HIGH |
3,466.0 |
|
0.618 |
3,451.9 |
|
0.500 |
3,447.5 |
|
0.382 |
3,443.1 |
|
LOW |
3,429.0 |
|
0.618 |
3,406.1 |
|
1.000 |
3,392.0 |
|
1.618 |
3,369.1 |
|
2.618 |
3,332.1 |
|
4.250 |
3,271.8 |
|
|
| Fisher Pivots for day following 23-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,447.5 |
3,437.7 |
| PP |
3,444.3 |
3,437.3 |
| S1 |
3,441.2 |
3,437.0 |
|