| Trading Metrics calculated at close of trading on 09-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,477.50 |
2,470.00 |
-7.50 |
-0.3% |
2,470.50 |
| High |
2,488.50 |
2,474.50 |
-14.00 |
-0.6% |
2,477.75 |
| Low |
2,467.50 |
2,459.00 |
-8.50 |
-0.3% |
2,463.25 |
| Close |
2,472.75 |
2,473.00 |
0.25 |
0.0% |
2,472.00 |
| Range |
21.00 |
15.50 |
-5.50 |
-26.2% |
14.50 |
| ATR |
13.38 |
13.53 |
0.15 |
1.1% |
0.00 |
| Volume |
1,367,671 |
1,555,517 |
187,846 |
13.7% |
5,735,512 |
|
| Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,515.25 |
2,509.75 |
2,481.50 |
|
| R3 |
2,499.75 |
2,494.25 |
2,477.25 |
|
| R2 |
2,484.25 |
2,484.25 |
2,475.75 |
|
| R1 |
2,478.75 |
2,478.75 |
2,474.50 |
2,481.50 |
| PP |
2,468.75 |
2,468.75 |
2,468.75 |
2,470.25 |
| S1 |
2,463.25 |
2,463.25 |
2,471.50 |
2,466.00 |
| S2 |
2,453.25 |
2,453.25 |
2,470.25 |
|
| S3 |
2,437.75 |
2,447.75 |
2,468.75 |
|
| S4 |
2,422.25 |
2,432.25 |
2,464.50 |
|
|
| 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 |
2,459.00 |
29.50 |
1.2% |
12.25 |
0.5% |
47% |
False |
True |
1,136,222 |
| 10 |
2,488.50 |
2,457.00 |
31.50 |
1.3% |
13.00 |
0.5% |
51% |
False |
False |
1,206,276 |
| 20 |
2,488.50 |
2,439.00 |
49.50 |
2.0% |
12.00 |
0.5% |
69% |
False |
False |
1,105,691 |
| 40 |
2,488.50 |
2,402.25 |
86.25 |
3.5% |
15.25 |
0.6% |
82% |
False |
False |
1,246,265 |
| 60 |
2,488.50 |
2,341.75 |
146.75 |
5.9% |
15.50 |
0.6% |
89% |
False |
False |
953,467 |
| 80 |
2,488.50 |
2,327.75 |
160.75 |
6.5% |
15.00 |
0.6% |
90% |
False |
False |
716,019 |
| 100 |
2,488.50 |
2,314.75 |
173.75 |
7.0% |
16.00 |
0.7% |
91% |
False |
False |
573,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,540.50 |
|
2.618 |
2,515.00 |
|
1.618 |
2,499.50 |
|
1.000 |
2,490.00 |
|
0.618 |
2,484.00 |
|
HIGH |
2,474.50 |
|
0.618 |
2,468.50 |
|
0.500 |
2,466.75 |
|
0.382 |
2,465.00 |
|
LOW |
2,459.00 |
|
0.618 |
2,449.50 |
|
1.000 |
2,443.50 |
|
1.618 |
2,434.00 |
|
2.618 |
2,418.50 |
|
4.250 |
2,393.00 |
|
|
| Fisher Pivots for day following 09-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,471.00 |
2,473.75 |
| PP |
2,468.75 |
2,473.50 |
| S1 |
2,466.75 |
2,473.25 |
|