| Trading Metrics calculated at close of trading on 17-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,464.50 |
2,466.75 |
2.25 |
0.1% |
2,472.25 |
| High |
2,474.00 |
2,468.50 |
-5.50 |
-0.2% |
2,488.50 |
| Low |
2,461.50 |
2,423.75 |
-37.75 |
-1.5% |
2,430.25 |
| Close |
2,467.50 |
2,429.50 |
-38.00 |
-1.5% |
2,440.00 |
| Range |
12.50 |
44.75 |
32.25 |
258.0% |
58.25 |
| ATR |
15.88 |
17.94 |
2.06 |
13.0% |
0.00 |
| Volume |
1,137,333 |
2,236,170 |
1,098,837 |
96.6% |
7,517,055 |
|
| Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,574.75 |
2,547.00 |
2,454.00 |
|
| R3 |
2,530.00 |
2,502.25 |
2,441.75 |
|
| R2 |
2,485.25 |
2,485.25 |
2,437.75 |
|
| R1 |
2,457.50 |
2,457.50 |
2,433.50 |
2,449.00 |
| PP |
2,440.50 |
2,440.50 |
2,440.50 |
2,436.50 |
| S1 |
2,412.75 |
2,412.75 |
2,425.50 |
2,404.25 |
| S2 |
2,395.75 |
2,395.75 |
2,421.25 |
|
| S3 |
2,351.00 |
2,368.00 |
2,417.25 |
|
| S4 |
2,306.25 |
2,323.25 |
2,405.00 |
|
|
| 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 |
2,474.00 |
2,423.75 |
50.25 |
2.1% |
22.25 |
0.9% |
11% |
False |
True |
1,514,851 |
| 10 |
2,488.50 |
2,423.75 |
64.75 |
2.7% |
20.50 |
0.8% |
9% |
False |
True |
1,449,207 |
| 20 |
2,488.50 |
2,423.75 |
64.75 |
2.7% |
16.00 |
0.7% |
9% |
False |
True |
1,298,062 |
| 40 |
2,488.50 |
2,402.25 |
86.25 |
3.6% |
16.50 |
0.7% |
32% |
False |
False |
1,269,729 |
| 60 |
2,488.50 |
2,392.25 |
96.25 |
4.0% |
15.75 |
0.6% |
39% |
False |
False |
1,117,751 |
| 80 |
2,488.50 |
2,341.75 |
146.75 |
6.0% |
15.50 |
0.6% |
60% |
False |
False |
839,514 |
| 100 |
2,488.50 |
2,320.00 |
168.50 |
6.9% |
16.25 |
0.7% |
65% |
False |
False |
672,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,658.75 |
|
2.618 |
2,585.75 |
|
1.618 |
2,541.00 |
|
1.000 |
2,513.25 |
|
0.618 |
2,496.25 |
|
HIGH |
2,468.50 |
|
0.618 |
2,451.50 |
|
0.500 |
2,446.00 |
|
0.382 |
2,440.75 |
|
LOW |
2,423.75 |
|
0.618 |
2,396.00 |
|
1.000 |
2,379.00 |
|
1.618 |
2,351.25 |
|
2.618 |
2,306.50 |
|
4.250 |
2,233.50 |
|
|
| Fisher Pivots for day following 17-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,446.00 |
2,449.00 |
| PP |
2,440.50 |
2,442.50 |
| S1 |
2,435.00 |
2,436.00 |
|