| Trading Metrics calculated at close of trading on 16-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,464.50 |
2,464.50 |
0.00 |
0.0% |
2,472.25 |
| High |
2,473.25 |
2,474.00 |
0.75 |
0.0% |
2,488.50 |
| Low |
2,460.00 |
2,461.50 |
1.50 |
0.1% |
2,430.25 |
| Close |
2,463.75 |
2,467.50 |
3.75 |
0.2% |
2,440.00 |
| Range |
13.25 |
12.50 |
-0.75 |
-5.7% |
58.25 |
| ATR |
16.14 |
15.88 |
-0.26 |
-1.6% |
0.00 |
| Volume |
1,060,173 |
1,137,333 |
77,160 |
7.3% |
7,517,055 |
|
| Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,505.25 |
2,498.75 |
2,474.50 |
|
| R3 |
2,492.75 |
2,486.25 |
2,471.00 |
|
| R2 |
2,480.25 |
2,480.25 |
2,469.75 |
|
| R1 |
2,473.75 |
2,473.75 |
2,468.75 |
2,477.00 |
| PP |
2,467.75 |
2,467.75 |
2,467.75 |
2,469.25 |
| S1 |
2,461.25 |
2,461.25 |
2,466.25 |
2,464.50 |
| S2 |
2,455.25 |
2,455.25 |
2,465.25 |
|
| S3 |
2,442.75 |
2,448.75 |
2,464.00 |
|
| S4 |
2,430.25 |
2,436.25 |
2,460.50 |
|
|
| 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 |
2,474.25 |
2,430.25 |
44.00 |
1.8% |
21.75 |
0.9% |
85% |
False |
False |
1,532,429 |
| 10 |
2,488.50 |
2,430.25 |
58.25 |
2.4% |
17.00 |
0.7% |
64% |
False |
False |
1,334,325 |
| 20 |
2,488.50 |
2,430.25 |
58.25 |
2.4% |
14.50 |
0.6% |
64% |
False |
False |
1,241,587 |
| 40 |
2,488.50 |
2,402.25 |
86.25 |
3.5% |
15.75 |
0.6% |
76% |
False |
False |
1,248,194 |
| 60 |
2,488.50 |
2,384.00 |
104.50 |
4.2% |
15.25 |
0.6% |
80% |
False |
False |
1,080,613 |
| 80 |
2,488.50 |
2,341.75 |
146.75 |
5.9% |
15.25 |
0.6% |
86% |
False |
False |
811,645 |
| 100 |
2,488.50 |
2,314.75 |
173.75 |
7.0% |
16.25 |
0.7% |
88% |
False |
False |
649,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,527.00 |
|
2.618 |
2,506.75 |
|
1.618 |
2,494.25 |
|
1.000 |
2,486.50 |
|
0.618 |
2,481.75 |
|
HIGH |
2,474.00 |
|
0.618 |
2,469.25 |
|
0.500 |
2,467.75 |
|
0.382 |
2,466.25 |
|
LOW |
2,461.50 |
|
0.618 |
2,453.75 |
|
1.000 |
2,449.00 |
|
1.618 |
2,441.25 |
|
2.618 |
2,428.75 |
|
4.250 |
2,408.50 |
|
|
| Fisher Pivots for day following 16-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,467.75 |
2,464.25 |
| PP |
2,467.75 |
2,461.00 |
| S1 |
2,467.50 |
2,457.75 |
|