| Trading Metrics calculated at close of trading on 09-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
12,230.5 |
12,198.0 |
-32.5 |
-0.3% |
12,139.0 |
| High |
12,325.5 |
12,222.0 |
-103.5 |
-0.8% |
12,318.5 |
| Low |
12,174.0 |
12,090.5 |
-83.5 |
-0.7% |
12,076.5 |
| Close |
12,286.5 |
12,147.0 |
-139.5 |
-1.1% |
12,291.5 |
| Range |
151.5 |
131.5 |
-20.0 |
-13.2% |
242.0 |
| ATR |
143.2 |
147.0 |
3.8 |
2.6% |
0.0 |
| Volume |
99,115 |
105,314 |
6,199 |
6.3% |
383,709 |
|
| Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,547.7 |
12,478.8 |
12,219.3 |
|
| R3 |
12,416.2 |
12,347.3 |
12,183.2 |
|
| R2 |
12,284.7 |
12,284.7 |
12,171.1 |
|
| R1 |
12,215.8 |
12,215.8 |
12,159.1 |
12,184.5 |
| PP |
12,153.2 |
12,153.2 |
12,153.2 |
12,137.5 |
| S1 |
12,084.3 |
12,084.3 |
12,134.9 |
12,053.0 |
| S2 |
12,021.7 |
12,021.7 |
12,122.9 |
|
| S3 |
11,890.2 |
11,952.8 |
12,110.8 |
|
| S4 |
11,758.7 |
11,821.3 |
12,074.7 |
|
|
| 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% |
138.9 |
1.1% |
25% |
False |
False |
80,910 |
| 10 |
12,331.0 |
12,076.5 |
254.5 |
2.1% |
140.9 |
1.2% |
28% |
False |
False |
80,683 |
| 20 |
12,672.0 |
12,076.5 |
595.5 |
4.9% |
137.6 |
1.1% |
12% |
False |
False |
81,863 |
| 40 |
12,948.5 |
12,076.5 |
872.0 |
7.2% |
140.7 |
1.2% |
8% |
False |
False |
79,438 |
| 60 |
12,948.5 |
12,076.5 |
872.0 |
7.2% |
127.1 |
1.0% |
8% |
False |
False |
56,627 |
| 80 |
12,948.5 |
11,965.0 |
983.5 |
8.1% |
121.2 |
1.0% |
19% |
False |
False |
42,528 |
| 100 |
12,948.5 |
11,870.0 |
1,078.5 |
8.9% |
117.4 |
1.0% |
26% |
False |
False |
34,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,780.9 |
|
2.618 |
12,566.3 |
|
1.618 |
12,434.8 |
|
1.000 |
12,353.5 |
|
0.618 |
12,303.3 |
|
HIGH |
12,222.0 |
|
0.618 |
12,171.8 |
|
0.500 |
12,156.3 |
|
0.382 |
12,140.7 |
|
LOW |
12,090.5 |
|
0.618 |
12,009.2 |
|
1.000 |
11,959.0 |
|
1.618 |
11,877.7 |
|
2.618 |
11,746.2 |
|
4.250 |
11,531.6 |
|
|
| Fisher Pivots for day following 09-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,156.3 |
12,210.8 |
| PP |
12,153.2 |
12,189.5 |
| S1 |
12,150.1 |
12,168.3 |
|