| Trading Metrics calculated at close of trading on 30-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,434.00 |
2,446.50 |
12.50 |
0.5% |
2,428.75 |
| High |
2,448.50 |
2,459.75 |
11.25 |
0.5% |
2,454.75 |
| Low |
2,421.00 |
2,442.75 |
21.75 |
0.9% |
2,415.75 |
| Close |
2,447.00 |
2,455.75 |
8.75 |
0.4% |
2,442.50 |
| Range |
27.50 |
17.00 |
-10.50 |
-38.2% |
39.00 |
| ATR |
18.30 |
18.20 |
-0.09 |
-0.5% |
0.00 |
| Volume |
1,615,262 |
1,301,444 |
-313,818 |
-19.4% |
6,569,148 |
|
| Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,503.75 |
2,496.75 |
2,465.00 |
|
| R3 |
2,486.75 |
2,479.75 |
2,460.50 |
|
| R2 |
2,469.75 |
2,469.75 |
2,458.75 |
|
| R1 |
2,462.75 |
2,462.75 |
2,457.25 |
2,466.25 |
| PP |
2,452.75 |
2,452.75 |
2,452.75 |
2,454.50 |
| S1 |
2,445.75 |
2,445.75 |
2,454.25 |
2,449.25 |
| S2 |
2,435.75 |
2,435.75 |
2,452.75 |
|
| S3 |
2,418.75 |
2,428.75 |
2,451.00 |
|
| S4 |
2,401.75 |
2,411.75 |
2,446.50 |
|
|
| 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 |
2,459.75 |
2,421.00 |
38.75 |
1.6% |
17.50 |
0.7% |
90% |
True |
False |
1,297,680 |
| 10 |
2,468.50 |
2,415.75 |
52.75 |
2.1% |
21.00 |
0.9% |
76% |
False |
False |
1,487,838 |
| 20 |
2,488.50 |
2,415.75 |
72.75 |
3.0% |
19.00 |
0.8% |
55% |
False |
False |
1,411,082 |
| 40 |
2,488.50 |
2,405.25 |
83.25 |
3.4% |
16.25 |
0.7% |
61% |
False |
False |
1,267,033 |
| 60 |
2,488.50 |
2,402.25 |
86.25 |
3.5% |
16.75 |
0.7% |
62% |
False |
False |
1,323,903 |
| 80 |
2,488.50 |
2,341.75 |
146.75 |
6.0% |
16.25 |
0.7% |
78% |
False |
False |
997,153 |
| 100 |
2,488.50 |
2,320.00 |
168.50 |
6.9% |
16.25 |
0.7% |
81% |
False |
False |
798,316 |
| 120 |
2,488.50 |
2,314.75 |
173.75 |
7.1% |
16.75 |
0.7% |
81% |
False |
False |
665,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,532.00 |
|
2.618 |
2,504.25 |
|
1.618 |
2,487.25 |
|
1.000 |
2,476.75 |
|
0.618 |
2,470.25 |
|
HIGH |
2,459.75 |
|
0.618 |
2,453.25 |
|
0.500 |
2,451.25 |
|
0.382 |
2,449.25 |
|
LOW |
2,442.75 |
|
0.618 |
2,432.25 |
|
1.000 |
2,425.75 |
|
1.618 |
2,415.25 |
|
2.618 |
2,398.25 |
|
4.250 |
2,370.50 |
|
|
| Fisher Pivots for day following 30-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,454.25 |
2,450.50 |
| PP |
2,452.75 |
2,445.50 |
| S1 |
2,451.25 |
2,440.50 |
|