| Trading Metrics calculated at close of trading on 15-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,441.50 |
2,464.50 |
23.00 |
0.9% |
2,472.25 |
| High |
2,466.50 |
2,473.25 |
6.75 |
0.3% |
2,488.50 |
| Low |
2,441.50 |
2,460.00 |
18.50 |
0.8% |
2,430.25 |
| Close |
2,463.50 |
2,463.75 |
0.25 |
0.0% |
2,440.00 |
| Range |
25.00 |
13.25 |
-11.75 |
-47.0% |
58.25 |
| ATR |
16.36 |
16.14 |
-0.22 |
-1.4% |
0.00 |
| Volume |
1,470,477 |
1,060,173 |
-410,304 |
-27.9% |
7,517,055 |
|
| Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,505.50 |
2,497.75 |
2,471.00 |
|
| R3 |
2,492.25 |
2,484.50 |
2,467.50 |
|
| R2 |
2,479.00 |
2,479.00 |
2,466.25 |
|
| R1 |
2,471.25 |
2,471.25 |
2,465.00 |
2,468.50 |
| PP |
2,465.75 |
2,465.75 |
2,465.75 |
2,464.25 |
| S1 |
2,458.00 |
2,458.00 |
2,462.50 |
2,455.25 |
| S2 |
2,452.50 |
2,452.50 |
2,461.25 |
|
| S3 |
2,439.25 |
2,444.75 |
2,460.00 |
|
| S4 |
2,426.00 |
2,431.50 |
2,456.50 |
|
|
| 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 |
2,474.50 |
2,430.25 |
44.25 |
1.8% |
22.25 |
0.9% |
76% |
False |
False |
1,616,066 |
| 10 |
2,488.50 |
2,430.25 |
58.25 |
2.4% |
17.00 |
0.7% |
58% |
False |
False |
1,351,057 |
| 20 |
2,488.50 |
2,430.25 |
58.25 |
2.4% |
14.50 |
0.6% |
58% |
False |
False |
1,232,644 |
| 40 |
2,488.50 |
2,402.25 |
86.25 |
3.5% |
15.75 |
0.6% |
71% |
False |
False |
1,253,061 |
| 60 |
2,488.50 |
2,375.50 |
113.00 |
4.6% |
15.25 |
0.6% |
78% |
False |
False |
1,061,708 |
| 80 |
2,488.50 |
2,341.75 |
146.75 |
6.0% |
15.50 |
0.6% |
83% |
False |
False |
797,467 |
| 100 |
2,488.50 |
2,314.75 |
173.75 |
7.1% |
16.25 |
0.7% |
86% |
False |
False |
638,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,529.50 |
|
2.618 |
2,508.00 |
|
1.618 |
2,494.75 |
|
1.000 |
2,486.50 |
|
0.618 |
2,481.50 |
|
HIGH |
2,473.25 |
|
0.618 |
2,468.25 |
|
0.500 |
2,466.50 |
|
0.382 |
2,465.00 |
|
LOW |
2,460.00 |
|
0.618 |
2,451.75 |
|
1.000 |
2,446.75 |
|
1.618 |
2,438.50 |
|
2.618 |
2,425.25 |
|
4.250 |
2,403.75 |
|
|
| Fisher Pivots for day following 15-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,466.50 |
2,459.75 |
| PP |
2,465.75 |
2,455.75 |
| S1 |
2,464.75 |
2,451.75 |
|