| Trading Metrics calculated at close of trading on 21-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,426.75 |
2,428.75 |
2.00 |
0.1% |
2,441.50 |
| High |
2,439.50 |
2,431.50 |
-8.00 |
-0.3% |
2,474.00 |
| Low |
2,419.50 |
2,415.75 |
-3.75 |
-0.2% |
2,419.50 |
| Close |
2,426.75 |
2,428.00 |
1.25 |
0.1% |
2,426.75 |
| Range |
20.00 |
15.75 |
-4.25 |
-21.3% |
54.50 |
| ATR |
18.09 |
17.92 |
-0.17 |
-0.9% |
0.00 |
| Volume |
2,203,303 |
1,339,966 |
-863,337 |
-39.2% |
8,107,456 |
|
| Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,472.25 |
2,466.00 |
2,436.75 |
|
| R3 |
2,456.50 |
2,450.25 |
2,432.25 |
|
| R2 |
2,440.75 |
2,440.75 |
2,431.00 |
|
| R1 |
2,434.50 |
2,434.50 |
2,429.50 |
2,429.75 |
| PP |
2,425.00 |
2,425.00 |
2,425.00 |
2,422.75 |
| S1 |
2,418.75 |
2,418.75 |
2,426.50 |
2,414.00 |
| S2 |
2,409.25 |
2,409.25 |
2,425.00 |
|
| S3 |
2,393.50 |
2,403.00 |
2,423.75 |
|
| S4 |
2,377.75 |
2,387.25 |
2,419.25 |
|
|
| 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 |
2,415.75 |
58.25 |
2.4% |
21.25 |
0.9% |
21% |
False |
True |
1,595,389 |
| 10 |
2,488.50 |
2,415.75 |
72.75 |
3.0% |
22.50 |
0.9% |
17% |
False |
True |
1,636,477 |
| 20 |
2,488.50 |
2,415.75 |
72.75 |
3.0% |
17.00 |
0.7% |
17% |
False |
True |
1,377,541 |
| 40 |
2,488.50 |
2,402.25 |
86.25 |
3.6% |
16.75 |
0.7% |
30% |
False |
False |
1,301,954 |
| 60 |
2,488.50 |
2,400.00 |
88.50 |
3.6% |
16.00 |
0.7% |
32% |
False |
False |
1,176,536 |
| 80 |
2,488.50 |
2,341.75 |
146.75 |
6.0% |
15.75 |
0.6% |
59% |
False |
False |
883,718 |
| 100 |
2,488.50 |
2,320.00 |
168.50 |
6.9% |
16.25 |
0.7% |
64% |
False |
False |
707,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,498.50 |
|
2.618 |
2,472.75 |
|
1.618 |
2,457.00 |
|
1.000 |
2,447.25 |
|
0.618 |
2,441.25 |
|
HIGH |
2,431.50 |
|
0.618 |
2,425.50 |
|
0.500 |
2,423.50 |
|
0.382 |
2,421.75 |
|
LOW |
2,415.75 |
|
0.618 |
2,406.00 |
|
1.000 |
2,400.00 |
|
1.618 |
2,390.25 |
|
2.618 |
2,374.50 |
|
4.250 |
2,348.75 |
|
|
| Fisher Pivots for day following 21-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,426.50 |
2,442.00 |
| PP |
2,425.00 |
2,437.50 |
| S1 |
2,423.50 |
2,432.75 |
|