| Trading Metrics calculated at close of trading on 16-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1,396.5 |
1,381.0 |
-15.5 |
-1.1% |
1,411.7 |
| High |
1,400.3 |
1,391.9 |
-8.4 |
-0.6% |
1,426.8 |
| Low |
1,381.1 |
1,379.9 |
-1.2 |
-0.1% |
1,363.6 |
| Close |
1,381.5 |
1,382.5 |
1.0 |
0.1% |
1,372.0 |
| Range |
19.2 |
12.0 |
-7.2 |
-37.5% |
63.2 |
| ATR |
16.9 |
16.6 |
-0.4 |
-2.1% |
0.0 |
| Volume |
96,008 |
92,006 |
-4,002 |
-4.2% |
643,723 |
|
| Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.8 |
1,413.8 |
1,389.0 |
|
| R3 |
1,408.8 |
1,401.8 |
1,385.8 |
|
| R2 |
1,396.8 |
1,396.8 |
1,384.8 |
|
| R1 |
1,389.8 |
1,389.8 |
1,383.5 |
1,393.3 |
| PP |
1,384.8 |
1,384.8 |
1,384.8 |
1,386.5 |
| S1 |
1,377.8 |
1,377.8 |
1,381.5 |
1,381.3 |
| S2 |
1,372.8 |
1,372.8 |
1,380.3 |
|
| S3 |
1,360.8 |
1,365.8 |
1,379.3 |
|
| S4 |
1,348.8 |
1,353.8 |
1,376.0 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,577.0 |
1,537.8 |
1,406.8 |
|
| R3 |
1,513.8 |
1,474.5 |
1,389.5 |
|
| R2 |
1,450.8 |
1,450.8 |
1,383.5 |
|
| R1 |
1,411.3 |
1,411.3 |
1,377.8 |
1,399.5 |
| PP |
1,387.5 |
1,387.5 |
1,387.5 |
1,381.5 |
| S1 |
1,348.3 |
1,348.3 |
1,366.3 |
1,336.3 |
| S2 |
1,324.3 |
1,324.3 |
1,360.5 |
|
| S3 |
1,261.0 |
1,285.0 |
1,354.5 |
|
| S4 |
1,197.8 |
1,221.8 |
1,337.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,400.3 |
1,363.6 |
36.7 |
2.7% |
19.5 |
1.4% |
51% |
False |
False |
124,240 |
| 10 |
1,426.8 |
1,363.6 |
63.2 |
4.6% |
17.0 |
1.2% |
30% |
False |
False |
111,851 |
| 20 |
1,452.3 |
1,363.6 |
88.7 |
6.4% |
15.5 |
1.1% |
21% |
False |
False |
104,506 |
| 40 |
1,452.3 |
1,363.6 |
88.7 |
6.4% |
16.3 |
1.2% |
21% |
False |
False |
108,571 |
| 60 |
1,452.3 |
1,351.0 |
101.3 |
7.3% |
16.0 |
1.2% |
31% |
False |
False |
99,551 |
| 80 |
1,452.3 |
1,344.3 |
108.0 |
7.8% |
14.3 |
1.0% |
35% |
False |
False |
74,692 |
| 100 |
1,452.3 |
1,339.5 |
112.8 |
8.2% |
13.3 |
1.0% |
38% |
False |
False |
59,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,443.0 |
|
2.618 |
1,423.3 |
|
1.618 |
1,411.3 |
|
1.000 |
1,404.0 |
|
0.618 |
1,399.3 |
|
HIGH |
1,392.0 |
|
0.618 |
1,387.3 |
|
0.500 |
1,386.0 |
|
0.382 |
1,384.5 |
|
LOW |
1,380.0 |
|
0.618 |
1,372.5 |
|
1.000 |
1,368.0 |
|
1.618 |
1,360.5 |
|
2.618 |
1,348.5 |
|
4.250 |
1,329.0 |
|
|
| Fisher Pivots for day following 16-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,386.0 |
1,386.5 |
| PP |
1,384.8 |
1,385.3 |
| S1 |
1,383.8 |
1,383.8 |
|