| Trading Metrics calculated at close of trading on 11-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,474.00 |
2,434.50 |
-39.50 |
-1.6% |
2,472.25 |
| High |
2,474.25 |
2,446.50 |
-27.75 |
-1.1% |
2,488.50 |
| Low |
2,432.75 |
2,430.25 |
-2.50 |
-0.1% |
2,430.25 |
| Close |
2,437.50 |
2,440.00 |
2.50 |
0.1% |
2,440.00 |
| Range |
41.50 |
16.25 |
-25.25 |
-60.8% |
58.25 |
| ATR |
15.53 |
15.58 |
0.05 |
0.3% |
0.00 |
| Volume |
2,324,062 |
1,670,104 |
-653,958 |
-28.1% |
7,517,055 |
|
| Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,487.75 |
2,480.00 |
2,449.00 |
|
| R3 |
2,471.50 |
2,463.75 |
2,444.50 |
|
| R2 |
2,455.25 |
2,455.25 |
2,443.00 |
|
| R1 |
2,447.50 |
2,447.50 |
2,441.50 |
2,451.50 |
| PP |
2,439.00 |
2,439.00 |
2,439.00 |
2,440.75 |
| S1 |
2,431.25 |
2,431.25 |
2,438.50 |
2,435.00 |
| S2 |
2,422.75 |
2,422.75 |
2,437.00 |
|
| S3 |
2,406.50 |
2,415.00 |
2,435.50 |
|
| S4 |
2,390.25 |
2,398.75 |
2,431.00 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,627.75 |
2,592.00 |
2,472.00 |
|
| R3 |
2,569.50 |
2,533.75 |
2,456.00 |
|
| R2 |
2,511.25 |
2,511.25 |
2,450.75 |
|
| R1 |
2,475.50 |
2,475.50 |
2,445.25 |
2,464.25 |
| PP |
2,453.00 |
2,453.00 |
2,453.00 |
2,447.25 |
| S1 |
2,417.25 |
2,417.25 |
2,434.75 |
2,406.00 |
| S2 |
2,394.75 |
2,394.75 |
2,429.25 |
|
| S3 |
2,336.50 |
2,359.00 |
2,424.00 |
|
| S4 |
2,278.25 |
2,300.75 |
2,408.00 |
|
|
| 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 |
2,430.25 |
58.25 |
2.4% |
20.00 |
0.8% |
17% |
False |
True |
1,503,411 |
| 10 |
2,488.50 |
2,430.25 |
58.25 |
2.4% |
15.25 |
0.6% |
17% |
False |
True |
1,325,256 |
| 20 |
2,488.50 |
2,430.25 |
58.25 |
2.4% |
13.50 |
0.6% |
17% |
False |
True |
1,203,793 |
| 40 |
2,488.50 |
2,402.25 |
86.25 |
3.5% |
15.75 |
0.6% |
44% |
False |
False |
1,253,795 |
| 60 |
2,488.50 |
2,341.75 |
146.75 |
6.0% |
15.50 |
0.6% |
67% |
False |
False |
1,019,789 |
| 80 |
2,488.50 |
2,330.00 |
158.50 |
6.5% |
15.50 |
0.6% |
69% |
False |
False |
765,889 |
| 100 |
2,488.50 |
2,314.75 |
173.75 |
7.1% |
16.25 |
0.7% |
72% |
False |
False |
613,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,515.50 |
|
2.618 |
2,489.00 |
|
1.618 |
2,472.75 |
|
1.000 |
2,462.75 |
|
0.618 |
2,456.50 |
|
HIGH |
2,446.50 |
|
0.618 |
2,440.25 |
|
0.500 |
2,438.50 |
|
0.382 |
2,436.50 |
|
LOW |
2,430.25 |
|
0.618 |
2,420.25 |
|
1.000 |
2,414.00 |
|
1.618 |
2,404.00 |
|
2.618 |
2,387.75 |
|
4.250 |
2,361.25 |
|
|
| Fisher Pivots for day following 11-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,439.50 |
2,452.50 |
| PP |
2,439.00 |
2,448.25 |
| S1 |
2,438.50 |
2,444.00 |
|