| Trading Metrics calculated at close of trading on 10-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
12,198.0 |
12,131.5 |
-66.5 |
-0.5% |
12,139.0 |
| High |
12,222.0 |
12,157.5 |
-64.5 |
-0.5% |
12,318.5 |
| Low |
12,090.5 |
11,942.0 |
-148.5 |
-1.2% |
12,076.5 |
| Close |
12,147.0 |
11,998.5 |
-148.5 |
-1.2% |
12,291.5 |
| Range |
131.5 |
215.5 |
84.0 |
63.9% |
242.0 |
| ATR |
147.0 |
151.9 |
4.9 |
3.3% |
0.0 |
| Volume |
105,314 |
105,535 |
221 |
0.2% |
383,709 |
|
| Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,679.2 |
12,554.3 |
12,117.0 |
|
| R3 |
12,463.7 |
12,338.8 |
12,057.8 |
|
| R2 |
12,248.2 |
12,248.2 |
12,038.0 |
|
| R1 |
12,123.3 |
12,123.3 |
12,018.3 |
12,078.0 |
| PP |
12,032.7 |
12,032.7 |
12,032.7 |
12,010.0 |
| S1 |
11,907.8 |
11,907.8 |
11,978.7 |
11,862.5 |
| S2 |
11,817.2 |
11,817.2 |
11,959.0 |
|
| S3 |
11,601.7 |
11,692.3 |
11,939.2 |
|
| S4 |
11,386.2 |
11,476.8 |
11,880.0 |
|
|
| 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 |
11,942.0 |
389.0 |
3.2% |
163.3 |
1.4% |
15% |
False |
True |
86,163 |
| 10 |
12,331.0 |
11,942.0 |
389.0 |
3.2% |
147.4 |
1.2% |
15% |
False |
True |
83,709 |
| 20 |
12,668.0 |
11,942.0 |
726.0 |
6.1% |
145.0 |
1.2% |
8% |
False |
True |
84,186 |
| 40 |
12,948.5 |
11,942.0 |
1,006.5 |
8.4% |
142.3 |
1.2% |
6% |
False |
True |
80,634 |
| 60 |
12,948.5 |
11,942.0 |
1,006.5 |
8.4% |
126.8 |
1.1% |
6% |
False |
True |
58,375 |
| 80 |
12,948.5 |
11,942.0 |
1,006.5 |
8.4% |
121.4 |
1.0% |
6% |
False |
True |
43,842 |
| 100 |
12,948.5 |
11,870.0 |
1,078.5 |
9.0% |
118.7 |
1.0% |
12% |
False |
False |
35,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,073.4 |
|
2.618 |
12,721.7 |
|
1.618 |
12,506.2 |
|
1.000 |
12,373.0 |
|
0.618 |
12,290.7 |
|
HIGH |
12,157.5 |
|
0.618 |
12,075.2 |
|
0.500 |
12,049.8 |
|
0.382 |
12,024.3 |
|
LOW |
11,942.0 |
|
0.618 |
11,808.8 |
|
1.000 |
11,726.5 |
|
1.618 |
11,593.3 |
|
2.618 |
11,377.8 |
|
4.250 |
11,026.1 |
|
|
| Fisher Pivots for day following 10-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,049.8 |
12,133.8 |
| PP |
12,032.7 |
12,088.7 |
| S1 |
12,015.6 |
12,043.6 |
|