| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,442.00 |
2,434.00 |
-8.00 |
-0.3% |
2,428.75 |
| High |
2,449.25 |
2,448.50 |
-0.75 |
0.0% |
2,454.75 |
| Low |
2,436.25 |
2,421.00 |
-15.25 |
-0.6% |
2,415.75 |
| Close |
2,443.75 |
2,447.00 |
3.25 |
0.1% |
2,442.50 |
| Range |
13.00 |
27.50 |
14.50 |
111.5% |
39.00 |
| ATR |
17.59 |
18.30 |
0.71 |
4.0% |
0.00 |
| Volume |
953,054 |
1,615,262 |
662,208 |
69.5% |
6,569,148 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,521.25 |
2,511.75 |
2,462.00 |
|
| R3 |
2,493.75 |
2,484.25 |
2,454.50 |
|
| R2 |
2,466.25 |
2,466.25 |
2,452.00 |
|
| R1 |
2,456.75 |
2,456.75 |
2,449.50 |
2,461.50 |
| PP |
2,438.75 |
2,438.75 |
2,438.75 |
2,441.25 |
| S1 |
2,429.25 |
2,429.25 |
2,444.50 |
2,434.00 |
| S2 |
2,411.25 |
2,411.25 |
2,442.00 |
|
| S3 |
2,383.75 |
2,401.75 |
2,439.50 |
|
| S4 |
2,356.25 |
2,374.25 |
2,432.00 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,554.75 |
2,537.50 |
2,464.00 |
|
| R3 |
2,515.75 |
2,498.50 |
2,453.25 |
|
| R2 |
2,476.75 |
2,476.75 |
2,449.75 |
|
| R1 |
2,459.50 |
2,459.50 |
2,446.00 |
2,468.00 |
| PP |
2,437.75 |
2,437.75 |
2,437.75 |
2,442.00 |
| S1 |
2,420.50 |
2,420.50 |
2,439.00 |
2,429.00 |
| S2 |
2,398.75 |
2,398.75 |
2,435.25 |
|
| S3 |
2,359.75 |
2,381.50 |
2,431.75 |
|
| S4 |
2,320.75 |
2,342.50 |
2,421.00 |
|
|
| 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 |
2,421.00 |
33.75 |
1.4% |
17.50 |
0.7% |
77% |
False |
True |
1,286,068 |
| 10 |
2,474.00 |
2,415.75 |
58.25 |
2.4% |
20.75 |
0.8% |
54% |
False |
False |
1,471,427 |
| 20 |
2,488.50 |
2,415.75 |
72.75 |
3.0% |
18.75 |
0.8% |
43% |
False |
False |
1,411,242 |
| 40 |
2,488.50 |
2,405.25 |
83.25 |
3.4% |
16.25 |
0.7% |
50% |
False |
False |
1,266,682 |
| 60 |
2,488.50 |
2,402.25 |
86.25 |
3.5% |
16.75 |
0.7% |
52% |
False |
False |
1,303,915 |
| 80 |
2,488.50 |
2,341.75 |
146.75 |
6.0% |
16.25 |
0.7% |
72% |
False |
False |
980,918 |
| 100 |
2,488.50 |
2,320.00 |
168.50 |
6.9% |
16.25 |
0.7% |
75% |
False |
False |
785,322 |
| 120 |
2,488.50 |
2,314.75 |
173.75 |
7.1% |
16.75 |
0.7% |
76% |
False |
False |
654,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,565.50 |
|
2.618 |
2,520.50 |
|
1.618 |
2,493.00 |
|
1.000 |
2,476.00 |
|
0.618 |
2,465.50 |
|
HIGH |
2,448.50 |
|
0.618 |
2,438.00 |
|
0.500 |
2,434.75 |
|
0.382 |
2,431.50 |
|
LOW |
2,421.00 |
|
0.618 |
2,404.00 |
|
1.000 |
2,393.50 |
|
1.618 |
2,376.50 |
|
2.618 |
2,349.00 |
|
4.250 |
2,304.00 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,443.00 |
2,443.75 |
| PP |
2,438.75 |
2,440.50 |
| S1 |
2,434.75 |
2,437.25 |
|