| Trading Metrics calculated at close of trading on 14-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,434.50 |
2,441.50 |
7.00 |
0.3% |
2,472.25 |
| High |
2,446.50 |
2,466.50 |
20.00 |
0.8% |
2,488.50 |
| Low |
2,430.25 |
2,441.50 |
11.25 |
0.5% |
2,430.25 |
| Close |
2,440.00 |
2,463.50 |
23.50 |
1.0% |
2,440.00 |
| Range |
16.25 |
25.00 |
8.75 |
53.8% |
58.25 |
| ATR |
15.58 |
16.36 |
0.78 |
5.0% |
0.00 |
| Volume |
1,670,104 |
1,470,477 |
-199,627 |
-12.0% |
7,517,055 |
|
| Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,532.25 |
2,522.75 |
2,477.25 |
|
| R3 |
2,507.25 |
2,497.75 |
2,470.50 |
|
| R2 |
2,482.25 |
2,482.25 |
2,468.00 |
|
| R1 |
2,472.75 |
2,472.75 |
2,465.75 |
2,477.50 |
| PP |
2,457.25 |
2,457.25 |
2,457.25 |
2,459.50 |
| S1 |
2,447.75 |
2,447.75 |
2,461.25 |
2,452.50 |
| S2 |
2,432.25 |
2,432.25 |
2,459.00 |
|
| S3 |
2,407.25 |
2,422.75 |
2,456.50 |
|
| S4 |
2,382.25 |
2,397.75 |
2,449.75 |
|
|
| 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% |
23.75 |
1.0% |
57% |
False |
False |
1,677,566 |
| 10 |
2,488.50 |
2,430.25 |
58.25 |
2.4% |
16.75 |
0.7% |
57% |
False |
False |
1,349,384 |
| 20 |
2,488.50 |
2,430.25 |
58.25 |
2.4% |
14.50 |
0.6% |
57% |
False |
False |
1,234,193 |
| 40 |
2,488.50 |
2,402.25 |
86.25 |
3.5% |
16.00 |
0.6% |
71% |
False |
False |
1,257,140 |
| 60 |
2,488.50 |
2,358.50 |
130.00 |
5.3% |
15.50 |
0.6% |
81% |
False |
False |
1,044,174 |
| 80 |
2,488.50 |
2,337.75 |
150.75 |
6.1% |
15.50 |
0.6% |
83% |
False |
False |
784,237 |
| 100 |
2,488.50 |
2,314.75 |
173.75 |
7.1% |
16.25 |
0.7% |
86% |
False |
False |
627,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,572.75 |
|
2.618 |
2,532.00 |
|
1.618 |
2,507.00 |
|
1.000 |
2,491.50 |
|
0.618 |
2,482.00 |
|
HIGH |
2,466.50 |
|
0.618 |
2,457.00 |
|
0.500 |
2,454.00 |
|
0.382 |
2,451.00 |
|
LOW |
2,441.50 |
|
0.618 |
2,426.00 |
|
1.000 |
2,416.50 |
|
1.618 |
2,401.00 |
|
2.618 |
2,376.00 |
|
4.250 |
2,335.25 |
|
|
| Fisher Pivots for day following 14-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,460.25 |
2,459.75 |
| PP |
2,457.25 |
2,456.00 |
| S1 |
2,454.00 |
2,452.25 |
|