| Trading Metrics calculated at close of trading on 18-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,466.75 |
2,426.75 |
-40.00 |
-1.6% |
2,441.50 |
| High |
2,468.50 |
2,439.50 |
-29.00 |
-1.2% |
2,474.00 |
| Low |
2,423.75 |
2,419.50 |
-4.25 |
-0.2% |
2,419.50 |
| Close |
2,429.50 |
2,426.75 |
-2.75 |
-0.1% |
2,426.75 |
| Range |
44.75 |
20.00 |
-24.75 |
-55.3% |
54.50 |
| ATR |
17.94 |
18.09 |
0.15 |
0.8% |
0.00 |
| Volume |
2,236,170 |
2,203,303 |
-32,867 |
-1.5% |
8,107,456 |
|
| Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,488.50 |
2,477.75 |
2,437.75 |
|
| R3 |
2,468.50 |
2,457.75 |
2,432.25 |
|
| R2 |
2,448.50 |
2,448.50 |
2,430.50 |
|
| R1 |
2,437.75 |
2,437.75 |
2,428.50 |
2,436.75 |
| PP |
2,428.50 |
2,428.50 |
2,428.50 |
2,428.00 |
| S1 |
2,417.75 |
2,417.75 |
2,425.00 |
2,416.75 |
| S2 |
2,408.50 |
2,408.50 |
2,423.00 |
|
| S3 |
2,388.50 |
2,397.75 |
2,421.25 |
|
| S4 |
2,368.50 |
2,377.75 |
2,415.75 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,603.50 |
2,569.75 |
2,456.75 |
|
| R3 |
2,549.00 |
2,515.25 |
2,441.75 |
|
| R2 |
2,494.50 |
2,494.50 |
2,436.75 |
|
| R1 |
2,460.75 |
2,460.75 |
2,431.75 |
2,450.50 |
| PP |
2,440.00 |
2,440.00 |
2,440.00 |
2,435.00 |
| S1 |
2,406.25 |
2,406.25 |
2,421.75 |
2,396.00 |
| S2 |
2,385.50 |
2,385.50 |
2,416.75 |
|
| S3 |
2,331.00 |
2,351.75 |
2,411.75 |
|
| S4 |
2,276.50 |
2,297.25 |
2,396.75 |
|
|
| 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 |
2,419.50 |
54.50 |
2.2% |
23.00 |
1.0% |
13% |
False |
True |
1,621,491 |
| 10 |
2,488.50 |
2,419.50 |
69.00 |
2.8% |
21.50 |
0.9% |
11% |
False |
True |
1,562,451 |
| 20 |
2,488.50 |
2,419.50 |
69.00 |
2.8% |
16.50 |
0.7% |
11% |
False |
True |
1,353,430 |
| 40 |
2,488.50 |
2,402.25 |
86.25 |
3.6% |
16.75 |
0.7% |
28% |
False |
False |
1,298,391 |
| 60 |
2,488.50 |
2,400.00 |
88.50 |
3.6% |
16.00 |
0.7% |
30% |
False |
False |
1,154,353 |
| 80 |
2,488.50 |
2,341.75 |
146.75 |
6.0% |
15.75 |
0.6% |
58% |
False |
False |
867,020 |
| 100 |
2,488.50 |
2,320.00 |
168.50 |
6.9% |
16.25 |
0.7% |
63% |
False |
False |
694,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,524.50 |
|
2.618 |
2,491.75 |
|
1.618 |
2,471.75 |
|
1.000 |
2,459.50 |
|
0.618 |
2,451.75 |
|
HIGH |
2,439.50 |
|
0.618 |
2,431.75 |
|
0.500 |
2,429.50 |
|
0.382 |
2,427.25 |
|
LOW |
2,419.50 |
|
0.618 |
2,407.25 |
|
1.000 |
2,399.50 |
|
1.618 |
2,387.25 |
|
2.618 |
2,367.25 |
|
4.250 |
2,334.50 |
|
|
| Fisher Pivots for day following 18-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,429.50 |
2,446.75 |
| PP |
2,428.50 |
2,440.00 |
| S1 |
2,427.75 |
2,433.50 |
|