| Trading Metrics calculated at close of trading on 24-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,453.00 |
2,440.25 |
-12.75 |
-0.5% |
2,441.50 |
| High |
2,454.75 |
2,449.00 |
-5.75 |
-0.2% |
2,474.00 |
| Low |
2,438.75 |
2,434.50 |
-4.25 |
-0.2% |
2,419.50 |
| Close |
2,441.50 |
2,440.75 |
-0.75 |
0.0% |
2,426.75 |
| Range |
16.00 |
14.50 |
-1.50 |
-9.4% |
54.50 |
| ATR |
18.37 |
18.09 |
-0.28 |
-1.5% |
0.00 |
| Volume |
1,243,382 |
1,407,417 |
164,035 |
13.2% |
8,107,456 |
|
| Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,485.00 |
2,477.25 |
2,448.75 |
|
| R3 |
2,470.50 |
2,462.75 |
2,444.75 |
|
| R2 |
2,456.00 |
2,456.00 |
2,443.50 |
|
| R1 |
2,448.25 |
2,448.25 |
2,442.00 |
2,452.00 |
| PP |
2,441.50 |
2,441.50 |
2,441.50 |
2,443.25 |
| S1 |
2,433.75 |
2,433.75 |
2,439.50 |
2,437.50 |
| S2 |
2,427.00 |
2,427.00 |
2,438.00 |
|
| S3 |
2,412.50 |
2,419.25 |
2,436.75 |
|
| S4 |
2,398.00 |
2,404.75 |
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 |
2,454.75 |
2,415.75 |
39.00 |
1.6% |
18.50 |
0.8% |
64% |
False |
False |
1,512,244 |
| 10 |
2,474.00 |
2,415.75 |
58.25 |
2.4% |
20.50 |
0.8% |
43% |
False |
False |
1,513,548 |
| 20 |
2,488.50 |
2,415.75 |
72.75 |
3.0% |
17.50 |
0.7% |
34% |
False |
False |
1,393,736 |
| 40 |
2,488.50 |
2,402.25 |
86.25 |
3.5% |
16.50 |
0.7% |
45% |
False |
False |
1,290,750 |
| 60 |
2,488.50 |
2,402.25 |
86.25 |
3.5% |
16.25 |
0.7% |
45% |
False |
False |
1,242,882 |
| 80 |
2,488.50 |
2,341.75 |
146.75 |
6.0% |
16.00 |
0.7% |
67% |
False |
False |
933,837 |
| 100 |
2,488.50 |
2,320.00 |
168.50 |
6.9% |
16.50 |
0.7% |
72% |
False |
False |
747,602 |
| 120 |
2,488.50 |
2,314.75 |
173.75 |
7.1% |
16.50 |
0.7% |
73% |
False |
False |
623,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,510.50 |
|
2.618 |
2,487.00 |
|
1.618 |
2,472.50 |
|
1.000 |
2,463.50 |
|
0.618 |
2,458.00 |
|
HIGH |
2,449.00 |
|
0.618 |
2,443.50 |
|
0.500 |
2,441.75 |
|
0.382 |
2,440.00 |
|
LOW |
2,434.50 |
|
0.618 |
2,425.50 |
|
1.000 |
2,420.00 |
|
1.618 |
2,411.00 |
|
2.618 |
2,396.50 |
|
4.250 |
2,373.00 |
|
|
| Fisher Pivots for day following 24-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,441.75 |
2,441.00 |
| PP |
2,441.50 |
2,441.00 |
| S1 |
2,441.00 |
2,441.00 |
|