| Trading Metrics calculated at close of trading on 31-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
3,411.0 |
3,418.0 |
7.0 |
0.2% |
3,435.0 |
| High |
3,417.0 |
3,438.0 |
21.0 |
0.6% |
3,466.0 |
| Low |
3,395.0 |
3,413.0 |
18.0 |
0.5% |
3,408.0 |
| Close |
3,404.0 |
3,424.0 |
20.0 |
0.6% |
3,440.0 |
| Range |
22.0 |
25.0 |
3.0 |
13.6% |
58.0 |
| ATR |
39.7 |
39.3 |
-0.4 |
-1.0% |
0.0 |
| Volume |
744,437 |
861,680 |
117,243 |
15.7% |
3,323,195 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,500.0 |
3,487.0 |
3,437.8 |
|
| R3 |
3,475.0 |
3,462.0 |
3,430.9 |
|
| R2 |
3,450.0 |
3,450.0 |
3,428.6 |
|
| R1 |
3,437.0 |
3,437.0 |
3,426.3 |
3,443.5 |
| PP |
3,425.0 |
3,425.0 |
3,425.0 |
3,428.3 |
| S1 |
3,412.0 |
3,412.0 |
3,421.7 |
3,418.5 |
| S2 |
3,400.0 |
3,400.0 |
3,419.4 |
|
| S3 |
3,375.0 |
3,387.0 |
3,417.1 |
|
| S4 |
3,350.0 |
3,362.0 |
3,410.3 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,612.0 |
3,584.0 |
3,471.9 |
|
| R3 |
3,554.0 |
3,526.0 |
3,456.0 |
|
| R2 |
3,496.0 |
3,496.0 |
3,450.6 |
|
| R1 |
3,468.0 |
3,468.0 |
3,445.3 |
3,482.0 |
| PP |
3,438.0 |
3,438.0 |
3,438.0 |
3,445.0 |
| S1 |
3,410.0 |
3,410.0 |
3,434.7 |
3,424.0 |
| S2 |
3,380.0 |
3,380.0 |
3,429.4 |
|
| S3 |
3,322.0 |
3,352.0 |
3,424.1 |
|
| S4 |
3,264.0 |
3,294.0 |
3,408.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,461.0 |
3,361.0 |
100.0 |
2.9% |
29.6 |
0.9% |
63% |
False |
False |
801,596 |
| 10 |
3,466.0 |
3,361.0 |
105.0 |
3.1% |
30.6 |
0.9% |
60% |
False |
False |
785,633 |
| 20 |
3,523.0 |
3,361.0 |
162.0 |
4.7% |
35.2 |
1.0% |
39% |
False |
False |
822,899 |
| 40 |
3,534.0 |
3,361.0 |
173.0 |
5.1% |
36.4 |
1.1% |
36% |
False |
False |
803,494 |
| 60 |
3,592.0 |
3,361.0 |
231.0 |
6.7% |
38.6 |
1.1% |
27% |
False |
False |
846,842 |
| 80 |
3,616.0 |
3,361.0 |
255.0 |
7.4% |
36.6 |
1.1% |
25% |
False |
False |
639,705 |
| 100 |
3,634.0 |
3,319.0 |
315.0 |
9.2% |
35.7 |
1.0% |
33% |
False |
False |
511,834 |
| 120 |
3,634.0 |
3,303.0 |
331.0 |
9.7% |
34.8 |
1.0% |
37% |
False |
False |
426,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,544.3 |
|
2.618 |
3,503.5 |
|
1.618 |
3,478.5 |
|
1.000 |
3,463.0 |
|
0.618 |
3,453.5 |
|
HIGH |
3,438.0 |
|
0.618 |
3,428.5 |
|
0.500 |
3,425.5 |
|
0.382 |
3,422.6 |
|
LOW |
3,413.0 |
|
0.618 |
3,397.6 |
|
1.000 |
3,388.0 |
|
1.618 |
3,372.6 |
|
2.618 |
3,347.6 |
|
4.250 |
3,306.8 |
|
|
| Fisher Pivots for day following 31-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,425.5 |
3,415.8 |
| PP |
3,425.0 |
3,407.7 |
| S1 |
3,424.5 |
3,399.5 |
|