| Trading Metrics calculated at close of trading on 23-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,428.00 |
2,453.00 |
25.00 |
1.0% |
2,441.50 |
| High |
2,454.25 |
2,454.75 |
0.50 |
0.0% |
2,474.00 |
| Low |
2,427.50 |
2,438.75 |
11.25 |
0.5% |
2,419.50 |
| Close |
2,452.75 |
2,441.50 |
-11.25 |
-0.5% |
2,426.75 |
| Range |
26.75 |
16.00 |
-10.75 |
-40.2% |
54.50 |
| ATR |
18.55 |
18.37 |
-0.18 |
-1.0% |
0.00 |
| Volume |
1,367,156 |
1,243,382 |
-123,774 |
-9.1% |
8,107,456 |
|
| Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,493.00 |
2,483.25 |
2,450.25 |
|
| R3 |
2,477.00 |
2,467.25 |
2,446.00 |
|
| R2 |
2,461.00 |
2,461.00 |
2,444.50 |
|
| R1 |
2,451.25 |
2,451.25 |
2,443.00 |
2,448.00 |
| PP |
2,445.00 |
2,445.00 |
2,445.00 |
2,443.50 |
| S1 |
2,435.25 |
2,435.25 |
2,440.00 |
2,432.00 |
| S2 |
2,429.00 |
2,429.00 |
2,438.50 |
|
| S3 |
2,413.00 |
2,419.25 |
2,437.00 |
|
| S4 |
2,397.00 |
2,403.25 |
2,432.75 |
|
|
| 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 |
2,468.50 |
2,415.75 |
52.75 |
2.2% |
24.75 |
1.0% |
49% |
False |
False |
1,677,995 |
| 10 |
2,474.25 |
2,415.75 |
58.50 |
2.4% |
23.25 |
0.9% |
44% |
False |
False |
1,605,212 |
| 20 |
2,488.50 |
2,415.75 |
72.75 |
3.0% |
18.00 |
0.7% |
35% |
False |
False |
1,405,744 |
| 40 |
2,488.50 |
2,402.25 |
86.25 |
3.5% |
17.00 |
0.7% |
46% |
False |
False |
1,294,575 |
| 60 |
2,488.50 |
2,400.00 |
88.50 |
3.6% |
16.25 |
0.7% |
47% |
False |
False |
1,219,679 |
| 80 |
2,488.50 |
2,341.75 |
146.75 |
6.0% |
16.00 |
0.7% |
68% |
False |
False |
916,276 |
| 100 |
2,488.50 |
2,320.00 |
168.50 |
6.9% |
16.50 |
0.7% |
72% |
False |
False |
733,541 |
| 120 |
2,488.50 |
2,314.75 |
173.75 |
7.1% |
16.50 |
0.7% |
73% |
False |
False |
611,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,522.75 |
|
2.618 |
2,496.75 |
|
1.618 |
2,480.75 |
|
1.000 |
2,470.75 |
|
0.618 |
2,464.75 |
|
HIGH |
2,454.75 |
|
0.618 |
2,448.75 |
|
0.500 |
2,446.75 |
|
0.382 |
2,444.75 |
|
LOW |
2,438.75 |
|
0.618 |
2,428.75 |
|
1.000 |
2,422.75 |
|
1.618 |
2,412.75 |
|
2.618 |
2,396.75 |
|
4.250 |
2,370.75 |
|
|
| Fisher Pivots for day following 23-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,446.75 |
2,439.50 |
| PP |
2,445.00 |
2,437.25 |
| S1 |
2,443.25 |
2,435.25 |
|