| Trading Metrics calculated at close of trading on 30-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1,373.0 |
1,384.2 |
11.2 |
0.8% |
1,357.1 |
| High |
1,386.2 |
1,392.7 |
6.5 |
0.5% |
1,380.8 |
| Low |
1,368.4 |
1,379.0 |
10.6 |
0.8% |
1,348.9 |
| Close |
1,382.8 |
1,390.9 |
8.1 |
0.6% |
1,375.7 |
| Range |
17.8 |
13.7 |
-4.1 |
-23.0% |
31.9 |
| ATR |
16.5 |
16.3 |
-0.2 |
-1.2% |
0.0 |
| Volume |
110,079 |
88,784 |
-21,295 |
-19.3% |
458,385 |
|
| Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,428.8 |
1,423.5 |
1,398.5 |
|
| R3 |
1,415.0 |
1,409.8 |
1,394.8 |
|
| R2 |
1,401.3 |
1,401.3 |
1,393.5 |
|
| R1 |
1,396.0 |
1,396.0 |
1,392.3 |
1,398.8 |
| PP |
1,387.5 |
1,387.5 |
1,387.5 |
1,388.8 |
| S1 |
1,382.3 |
1,382.3 |
1,389.8 |
1,385.0 |
| S2 |
1,373.8 |
1,373.8 |
1,388.5 |
|
| S3 |
1,360.3 |
1,368.8 |
1,387.3 |
|
| S4 |
1,346.5 |
1,355.0 |
1,383.3 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,464.3 |
1,451.8 |
1,393.3 |
|
| R3 |
1,432.3 |
1,420.0 |
1,384.5 |
|
| R2 |
1,400.3 |
1,400.3 |
1,381.5 |
|
| R1 |
1,388.0 |
1,388.0 |
1,378.5 |
1,394.3 |
| PP |
1,368.5 |
1,368.5 |
1,368.5 |
1,371.5 |
| S1 |
1,356.3 |
1,356.3 |
1,372.8 |
1,362.3 |
| S2 |
1,336.5 |
1,336.5 |
1,369.8 |
|
| S3 |
1,304.8 |
1,324.3 |
1,367.0 |
|
| S4 |
1,272.8 |
1,292.3 |
1,358.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,392.7 |
1,363.1 |
29.6 |
2.1% |
14.8 |
1.1% |
94% |
True |
False |
91,827 |
| 10 |
1,392.7 |
1,348.8 |
43.9 |
3.2% |
16.3 |
1.2% |
96% |
True |
False |
104,381 |
| 20 |
1,426.8 |
1,348.8 |
78.0 |
5.6% |
16.8 |
1.2% |
54% |
False |
False |
108,116 |
| 40 |
1,452.3 |
1,348.8 |
103.5 |
7.4% |
15.8 |
1.1% |
41% |
False |
False |
103,237 |
| 60 |
1,452.3 |
1,348.8 |
103.5 |
7.4% |
16.5 |
1.2% |
41% |
False |
False |
116,830 |
| 80 |
1,452.3 |
1,344.3 |
108.0 |
7.8% |
15.5 |
1.1% |
43% |
False |
False |
87,739 |
| 100 |
1,452.3 |
1,343.1 |
109.2 |
7.9% |
14.0 |
1.0% |
44% |
False |
False |
70,193 |
| 120 |
1,452.3 |
1,332.3 |
120.0 |
8.6% |
13.3 |
1.0% |
49% |
False |
False |
58,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,451.0 |
|
2.618 |
1,428.5 |
|
1.618 |
1,414.8 |
|
1.000 |
1,406.5 |
|
0.618 |
1,401.3 |
|
HIGH |
1,392.8 |
|
0.618 |
1,387.5 |
|
0.500 |
1,385.8 |
|
0.382 |
1,384.3 |
|
LOW |
1,379.0 |
|
0.618 |
1,370.5 |
|
1.000 |
1,365.3 |
|
1.618 |
1,356.8 |
|
2.618 |
1,343.3 |
|
4.250 |
1,320.8 |
|
|
| Fisher Pivots for day following 30-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,389.3 |
1,387.0 |
| PP |
1,387.5 |
1,383.3 |
| S1 |
1,385.8 |
1,379.3 |
|