| Trading Metrics calculated at close of trading on 08-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
12,296.0 |
12,230.5 |
-65.5 |
-0.5% |
12,139.0 |
| High |
12,331.0 |
12,325.5 |
-5.5 |
0.0% |
12,318.5 |
| Low |
12,214.5 |
12,174.0 |
-40.5 |
-0.3% |
12,076.5 |
| Close |
12,243.5 |
12,286.5 |
43.0 |
0.4% |
12,291.5 |
| Range |
116.5 |
151.5 |
35.0 |
30.0% |
242.0 |
| ATR |
142.6 |
143.2 |
0.6 |
0.4% |
0.0 |
| Volume |
69,379 |
99,115 |
29,736 |
42.9% |
383,709 |
|
| Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,716.5 |
12,653.0 |
12,369.8 |
|
| R3 |
12,565.0 |
12,501.5 |
12,328.2 |
|
| R2 |
12,413.5 |
12,413.5 |
12,314.3 |
|
| R1 |
12,350.0 |
12,350.0 |
12,300.4 |
12,381.8 |
| PP |
12,262.0 |
12,262.0 |
12,262.0 |
12,277.9 |
| S1 |
12,198.5 |
12,198.5 |
12,272.6 |
12,230.3 |
| S2 |
12,110.5 |
12,110.5 |
12,258.7 |
|
| S3 |
11,959.0 |
12,047.0 |
12,244.8 |
|
| S4 |
11,807.5 |
11,895.5 |
12,203.2 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,954.8 |
12,865.2 |
12,424.6 |
|
| R3 |
12,712.8 |
12,623.2 |
12,358.1 |
|
| R2 |
12,470.8 |
12,470.8 |
12,335.9 |
|
| R1 |
12,381.2 |
12,381.2 |
12,313.7 |
12,426.0 |
| PP |
12,228.8 |
12,228.8 |
12,228.8 |
12,251.3 |
| S1 |
12,139.2 |
12,139.2 |
12,269.3 |
12,184.0 |
| S2 |
11,986.8 |
11,986.8 |
12,247.1 |
|
| S3 |
11,744.8 |
11,897.2 |
12,225.0 |
|
| S4 |
11,502.8 |
11,655.2 |
12,158.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,331.0 |
12,085.0 |
246.0 |
2.0% |
139.0 |
1.1% |
82% |
False |
False |
76,280 |
| 10 |
12,339.5 |
12,076.5 |
263.0 |
2.1% |
138.3 |
1.1% |
80% |
False |
False |
79,265 |
| 20 |
12,672.0 |
12,076.5 |
595.5 |
4.8% |
141.2 |
1.1% |
35% |
False |
False |
79,502 |
| 40 |
12,948.5 |
12,076.5 |
872.0 |
7.1% |
140.2 |
1.1% |
24% |
False |
False |
78,408 |
| 60 |
12,948.5 |
12,076.5 |
872.0 |
7.1% |
125.8 |
1.0% |
24% |
False |
False |
54,884 |
| 80 |
12,948.5 |
11,965.0 |
983.5 |
8.0% |
120.6 |
1.0% |
33% |
False |
False |
41,219 |
| 100 |
12,948.5 |
11,870.0 |
1,078.5 |
8.8% |
116.8 |
1.0% |
39% |
False |
False |
33,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,969.4 |
|
2.618 |
12,722.1 |
|
1.618 |
12,570.6 |
|
1.000 |
12,477.0 |
|
0.618 |
12,419.1 |
|
HIGH |
12,325.5 |
|
0.618 |
12,267.6 |
|
0.500 |
12,249.8 |
|
0.382 |
12,231.9 |
|
LOW |
12,174.0 |
|
0.618 |
12,080.4 |
|
1.000 |
12,022.5 |
|
1.618 |
11,928.9 |
|
2.618 |
11,777.4 |
|
4.250 |
11,530.1 |
|
|
| Fisher Pivots for day following 08-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,274.3 |
12,265.7 |
| PP |
12,262.0 |
12,244.8 |
| S1 |
12,249.8 |
12,224.0 |
|