| 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 |
1,384.2 |
1,391.8 |
7.6 |
0.5% |
1,357.1 |
| High |
1,392.7 |
1,407.2 |
14.5 |
1.0% |
1,380.8 |
| Low |
1,379.0 |
1,390.6 |
11.6 |
0.8% |
1,348.9 |
| Close |
1,390.9 |
1,404.4 |
13.5 |
1.0% |
1,375.7 |
| Range |
13.7 |
16.6 |
2.9 |
21.2% |
31.9 |
| ATR |
16.3 |
16.3 |
0.0 |
0.2% |
0.0 |
| Volume |
88,784 |
125,530 |
36,746 |
41.4% |
458,385 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,450.5 |
1,444.0 |
1,413.5 |
|
| R3 |
1,434.0 |
1,427.5 |
1,409.0 |
|
| R2 |
1,417.3 |
1,417.3 |
1,407.5 |
|
| R1 |
1,410.8 |
1,410.8 |
1,406.0 |
1,414.0 |
| PP |
1,400.8 |
1,400.8 |
1,400.8 |
1,402.3 |
| S1 |
1,394.3 |
1,394.3 |
1,403.0 |
1,397.5 |
| S2 |
1,384.3 |
1,384.3 |
1,401.3 |
|
| S3 |
1,367.5 |
1,377.8 |
1,399.8 |
|
| S4 |
1,351.0 |
1,361.0 |
1,395.3 |
|
|
| 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 |
1,407.2 |
1,366.0 |
41.2 |
2.9% |
15.3 |
1.1% |
93% |
True |
False |
99,622 |
| 10 |
1,407.2 |
1,348.8 |
58.4 |
4.2% |
14.5 |
1.0% |
95% |
True |
False |
100,693 |
| 20 |
1,426.8 |
1,348.8 |
78.0 |
5.6% |
16.8 |
1.2% |
71% |
False |
False |
109,569 |
| 40 |
1,452.3 |
1,348.8 |
103.5 |
7.4% |
15.8 |
1.1% |
54% |
False |
False |
102,943 |
| 60 |
1,452.3 |
1,348.8 |
103.5 |
7.4% |
16.5 |
1.2% |
54% |
False |
False |
118,518 |
| 80 |
1,452.3 |
1,344.3 |
108.0 |
7.7% |
15.8 |
1.1% |
56% |
False |
False |
89,308 |
| 100 |
1,452.3 |
1,343.1 |
109.2 |
7.8% |
14.3 |
1.0% |
56% |
False |
False |
71,448 |
| 120 |
1,452.3 |
1,332.3 |
120.0 |
8.5% |
13.3 |
0.9% |
60% |
False |
False |
59,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,477.8 |
|
2.618 |
1,450.8 |
|
1.618 |
1,434.0 |
|
1.000 |
1,423.8 |
|
0.618 |
1,417.5 |
|
HIGH |
1,407.3 |
|
0.618 |
1,400.8 |
|
0.500 |
1,399.0 |
|
0.382 |
1,397.0 |
|
LOW |
1,390.5 |
|
0.618 |
1,380.3 |
|
1.000 |
1,374.0 |
|
1.618 |
1,363.8 |
|
2.618 |
1,347.3 |
|
4.250 |
1,320.0 |
|
|
| Fisher Pivots for day following 31-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,402.5 |
1,398.8 |
| PP |
1,400.8 |
1,393.3 |
| S1 |
1,399.0 |
1,387.8 |
|