| Trading Metrics calculated at close of trading on 14-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
11,930.0 |
12,054.0 |
124.0 |
1.0% |
12,296.0 |
| High |
12,043.0 |
12,191.0 |
148.0 |
1.2% |
12,331.0 |
| Low |
11,926.0 |
12,053.0 |
127.0 |
1.1% |
11,926.0 |
| Close |
12,006.0 |
12,177.0 |
171.0 |
1.4% |
12,006.0 |
| Range |
117.0 |
138.0 |
21.0 |
17.9% |
405.0 |
| ATR |
149.4 |
151.9 |
2.5 |
1.7% |
0.0 |
| Volume |
73,205 |
74,257 |
1,052 |
1.4% |
452,548 |
|
| Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,554.3 |
12,503.7 |
12,252.9 |
|
| R3 |
12,416.3 |
12,365.7 |
12,215.0 |
|
| R2 |
12,278.3 |
12,278.3 |
12,202.3 |
|
| R1 |
12,227.7 |
12,227.7 |
12,189.7 |
12,253.0 |
| PP |
12,140.3 |
12,140.3 |
12,140.3 |
12,153.0 |
| S1 |
12,089.7 |
12,089.7 |
12,164.4 |
12,115.0 |
| S2 |
12,002.3 |
12,002.3 |
12,151.7 |
|
| S3 |
11,864.3 |
11,951.7 |
12,139.1 |
|
| S4 |
11,726.3 |
11,813.7 |
12,101.1 |
|
|
| 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 |
12,325.5 |
11,926.0 |
399.5 |
3.3% |
150.7 |
1.2% |
63% |
False |
False |
91,485 |
| 10 |
12,331.0 |
11,926.0 |
405.0 |
3.3% |
151.3 |
1.2% |
62% |
False |
False |
81,652 |
| 20 |
12,569.0 |
11,926.0 |
643.0 |
5.3% |
146.3 |
1.2% |
39% |
False |
False |
83,430 |
| 40 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
142.4 |
1.2% |
25% |
False |
False |
80,591 |
| 60 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
128.0 |
1.1% |
25% |
False |
False |
60,818 |
| 80 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
122.4 |
1.0% |
25% |
False |
False |
45,682 |
| 100 |
12,948.5 |
11,870.0 |
1,078.5 |
8.9% |
118.9 |
1.0% |
28% |
False |
False |
36,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,777.5 |
|
2.618 |
12,552.3 |
|
1.618 |
12,414.3 |
|
1.000 |
12,329.0 |
|
0.618 |
12,276.3 |
|
HIGH |
12,191.0 |
|
0.618 |
12,138.3 |
|
0.500 |
12,122.0 |
|
0.382 |
12,105.7 |
|
LOW |
12,053.0 |
|
0.618 |
11,967.7 |
|
1.000 |
11,915.0 |
|
1.618 |
11,829.7 |
|
2.618 |
11,691.7 |
|
4.250 |
11,466.5 |
|
|
| Fisher Pivots for day following 14-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,158.7 |
12,137.5 |
| PP |
12,140.3 |
12,098.0 |
| S1 |
12,122.0 |
12,058.5 |
|