| Trading Metrics calculated at close of trading on 11-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
12,131.5 |
11,930.0 |
-201.5 |
-1.7% |
12,296.0 |
| High |
12,157.5 |
12,043.0 |
-114.5 |
-0.9% |
12,331.0 |
| Low |
11,942.0 |
11,926.0 |
-16.0 |
-0.1% |
11,926.0 |
| Close |
11,998.5 |
12,006.0 |
7.5 |
0.1% |
12,006.0 |
| Range |
215.5 |
117.0 |
-98.5 |
-45.7% |
405.0 |
| ATR |
151.9 |
149.4 |
-2.5 |
-1.6% |
0.0 |
| Volume |
105,535 |
73,205 |
-32,330 |
-30.6% |
452,548 |
|
| Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,342.7 |
12,291.3 |
12,070.4 |
|
| R3 |
12,225.7 |
12,174.3 |
12,038.2 |
|
| R2 |
12,108.7 |
12,108.7 |
12,027.5 |
|
| R1 |
12,057.3 |
12,057.3 |
12,016.7 |
12,083.0 |
| PP |
11,991.7 |
11,991.7 |
11,991.7 |
12,004.5 |
| S1 |
11,940.3 |
11,940.3 |
11,995.3 |
11,966.0 |
| S2 |
11,874.7 |
11,874.7 |
11,984.6 |
|
| S3 |
11,757.7 |
11,823.3 |
11,973.8 |
|
| S4 |
11,640.7 |
11,706.3 |
11,941.7 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,302.7 |
13,059.3 |
12,228.8 |
|
| R3 |
12,897.7 |
12,654.3 |
12,117.4 |
|
| R2 |
12,492.7 |
12,492.7 |
12,080.3 |
|
| R1 |
12,249.3 |
12,249.3 |
12,043.1 |
12,168.5 |
| PP |
12,087.7 |
12,087.7 |
12,087.7 |
12,047.3 |
| S1 |
11,844.3 |
11,844.3 |
11,968.9 |
11,763.5 |
| S2 |
11,682.7 |
11,682.7 |
11,931.8 |
|
| S3 |
11,277.7 |
11,439.3 |
11,894.6 |
|
| S4 |
10,872.7 |
11,034.3 |
11,783.3 |
|
|
| 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 |
11,926.0 |
405.0 |
3.4% |
146.4 |
1.2% |
20% |
False |
True |
90,509 |
| 10 |
12,331.0 |
11,926.0 |
405.0 |
3.4% |
150.2 |
1.3% |
20% |
False |
True |
83,625 |
| 20 |
12,668.0 |
11,926.0 |
742.0 |
6.2% |
146.3 |
1.2% |
11% |
False |
True |
84,564 |
| 40 |
12,948.5 |
11,926.0 |
1,022.5 |
8.5% |
140.4 |
1.2% |
8% |
False |
True |
80,563 |
| 60 |
12,948.5 |
11,926.0 |
1,022.5 |
8.5% |
126.5 |
1.1% |
8% |
False |
True |
59,585 |
| 80 |
12,948.5 |
11,926.0 |
1,022.5 |
8.5% |
122.0 |
1.0% |
8% |
False |
True |
44,754 |
| 100 |
12,948.5 |
11,870.0 |
1,078.5 |
9.0% |
119.7 |
1.0% |
13% |
False |
False |
35,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,540.3 |
|
2.618 |
12,349.3 |
|
1.618 |
12,232.3 |
|
1.000 |
12,160.0 |
|
0.618 |
12,115.3 |
|
HIGH |
12,043.0 |
|
0.618 |
11,998.3 |
|
0.500 |
11,984.5 |
|
0.382 |
11,970.7 |
|
LOW |
11,926.0 |
|
0.618 |
11,853.7 |
|
1.000 |
11,809.0 |
|
1.618 |
11,736.7 |
|
2.618 |
11,619.7 |
|
4.250 |
11,428.8 |
|
|
| Fisher Pivots for day following 11-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,998.8 |
12,074.0 |
| PP |
11,991.7 |
12,051.3 |
| S1 |
11,984.5 |
12,028.7 |
|