| Trading Metrics calculated at close of trading on 22-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1,357.1 |
1,356.3 |
-0.8 |
-0.1% |
1,373.1 |
| High |
1,361.0 |
1,372.0 |
11.0 |
0.8% |
1,400.3 |
| Low |
1,348.9 |
1,356.3 |
7.4 |
0.5% |
1,348.8 |
| Close |
1,355.2 |
1,370.7 |
15.5 |
1.1% |
1,357.2 |
| Range |
12.1 |
15.7 |
3.6 |
29.8% |
51.5 |
| ATR |
17.1 |
17.1 |
0.0 |
-0.1% |
0.0 |
| Volume |
91,733 |
103,901 |
12,168 |
13.3% |
607,132 |
|
| Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,413.5 |
1,407.8 |
1,379.3 |
|
| R3 |
1,397.8 |
1,392.0 |
1,375.0 |
|
| R2 |
1,382.0 |
1,382.0 |
1,373.5 |
|
| R1 |
1,376.3 |
1,376.3 |
1,372.3 |
1,379.3 |
| PP |
1,366.3 |
1,366.3 |
1,366.3 |
1,367.8 |
| S1 |
1,360.8 |
1,360.8 |
1,369.3 |
1,363.5 |
| S2 |
1,350.8 |
1,350.8 |
1,367.8 |
|
| S3 |
1,335.0 |
1,345.0 |
1,366.5 |
|
| S4 |
1,319.3 |
1,329.3 |
1,362.0 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,523.3 |
1,491.8 |
1,385.5 |
|
| R3 |
1,471.8 |
1,440.3 |
1,371.3 |
|
| R2 |
1,420.3 |
1,420.3 |
1,366.8 |
|
| R1 |
1,388.8 |
1,388.8 |
1,362.0 |
1,378.8 |
| PP |
1,368.8 |
1,368.8 |
1,368.8 |
1,363.8 |
| S1 |
1,337.3 |
1,337.3 |
1,352.5 |
1,327.3 |
| S2 |
1,317.3 |
1,317.3 |
1,347.8 |
|
| S3 |
1,265.8 |
1,285.8 |
1,343.0 |
|
| S4 |
1,214.3 |
1,234.3 |
1,329.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,391.9 |
1,348.8 |
43.1 |
3.1% |
17.5 |
1.3% |
51% |
False |
False |
118,020 |
| 10 |
1,406.4 |
1,348.8 |
57.6 |
4.2% |
18.8 |
1.4% |
38% |
False |
False |
126,411 |
| 20 |
1,452.3 |
1,348.8 |
103.5 |
7.6% |
17.0 |
1.2% |
21% |
False |
False |
111,964 |
| 40 |
1,452.3 |
1,348.8 |
103.5 |
7.6% |
16.5 |
1.2% |
21% |
False |
False |
109,424 |
| 60 |
1,452.3 |
1,348.8 |
103.5 |
7.6% |
16.8 |
1.2% |
21% |
False |
False |
107,849 |
| 80 |
1,452.3 |
1,344.3 |
108.0 |
7.9% |
14.8 |
1.1% |
24% |
False |
False |
80,918 |
| 100 |
1,452.3 |
1,339.5 |
112.8 |
8.2% |
13.8 |
1.0% |
28% |
False |
False |
64,736 |
| 120 |
1,452.3 |
1,332.3 |
120.0 |
8.8% |
12.5 |
0.9% |
32% |
False |
False |
53,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,438.8 |
|
2.618 |
1,413.0 |
|
1.618 |
1,397.5 |
|
1.000 |
1,387.8 |
|
0.618 |
1,381.8 |
|
HIGH |
1,372.0 |
|
0.618 |
1,366.0 |
|
0.500 |
1,364.3 |
|
0.382 |
1,362.3 |
|
LOW |
1,356.3 |
|
0.618 |
1,346.5 |
|
1.000 |
1,340.5 |
|
1.618 |
1,331.0 |
|
2.618 |
1,315.3 |
|
4.250 |
1,289.5 |
|
|
| Fisher Pivots for day following 22-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,368.5 |
1,367.3 |
| PP |
1,366.3 |
1,363.8 |
| S1 |
1,364.3 |
1,360.5 |
|