| Trading Metrics calculated at close of trading on 08-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,472.25 |
2,477.50 |
5.25 |
0.2% |
2,470.50 |
| High |
2,478.25 |
2,488.50 |
10.25 |
0.4% |
2,477.75 |
| Low |
2,472.00 |
2,467.50 |
-4.50 |
-0.2% |
2,463.25 |
| Close |
2,477.50 |
2,472.75 |
-4.75 |
-0.2% |
2,472.00 |
| Range |
6.25 |
21.00 |
14.75 |
236.0% |
14.50 |
| ATR |
12.79 |
13.38 |
0.59 |
4.6% |
0.00 |
| Volume |
599,701 |
1,367,671 |
767,970 |
128.1% |
5,735,512 |
|
| Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,539.25 |
2,527.00 |
2,484.25 |
|
| R3 |
2,518.25 |
2,506.00 |
2,478.50 |
|
| R2 |
2,497.25 |
2,497.25 |
2,476.50 |
|
| R1 |
2,485.00 |
2,485.00 |
2,474.75 |
2,480.50 |
| PP |
2,476.25 |
2,476.25 |
2,476.25 |
2,474.00 |
| S1 |
2,464.00 |
2,464.00 |
2,470.75 |
2,459.50 |
| S2 |
2,455.25 |
2,455.25 |
2,469.00 |
|
| S3 |
2,434.25 |
2,443.00 |
2,467.00 |
|
| S4 |
2,413.25 |
2,422.00 |
2,461.25 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,514.50 |
2,507.75 |
2,480.00 |
|
| R3 |
2,500.00 |
2,493.25 |
2,476.00 |
|
| R2 |
2,485.50 |
2,485.50 |
2,474.75 |
|
| R1 |
2,478.75 |
2,478.75 |
2,473.25 |
2,482.00 |
| PP |
2,471.00 |
2,471.00 |
2,471.00 |
2,472.75 |
| S1 |
2,464.25 |
2,464.25 |
2,470.75 |
2,467.50 |
| S2 |
2,456.50 |
2,456.50 |
2,469.25 |
|
| S3 |
2,442.00 |
2,449.75 |
2,468.00 |
|
| S4 |
2,427.50 |
2,435.25 |
2,464.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,488.50 |
2,463.25 |
25.25 |
1.0% |
11.75 |
0.5% |
38% |
True |
False |
1,086,048 |
| 10 |
2,488.50 |
2,457.00 |
31.50 |
1.3% |
12.25 |
0.5% |
50% |
True |
False |
1,147,968 |
| 20 |
2,488.50 |
2,422.50 |
66.00 |
2.7% |
12.25 |
0.5% |
76% |
True |
False |
1,086,083 |
| 40 |
2,488.50 |
2,402.25 |
86.25 |
3.5% |
15.25 |
0.6% |
82% |
True |
False |
1,255,459 |
| 60 |
2,488.50 |
2,341.75 |
146.75 |
5.9% |
15.50 |
0.6% |
89% |
True |
False |
927,597 |
| 80 |
2,488.50 |
2,320.00 |
168.50 |
6.8% |
15.25 |
0.6% |
91% |
True |
False |
696,594 |
| 100 |
2,488.50 |
2,314.75 |
173.75 |
7.0% |
16.00 |
0.6% |
91% |
True |
False |
557,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,577.75 |
|
2.618 |
2,543.50 |
|
1.618 |
2,522.50 |
|
1.000 |
2,509.50 |
|
0.618 |
2,501.50 |
|
HIGH |
2,488.50 |
|
0.618 |
2,480.50 |
|
0.500 |
2,478.00 |
|
0.382 |
2,475.50 |
|
LOW |
2,467.50 |
|
0.618 |
2,454.50 |
|
1.000 |
2,446.50 |
|
1.618 |
2,433.50 |
|
2.618 |
2,412.50 |
|
4.250 |
2,378.25 |
|
|
| Fisher Pivots for day following 08-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,478.00 |
2,478.00 |
| PP |
2,476.25 |
2,476.25 |
| S1 |
2,474.50 |
2,474.50 |
|