| Trading Metrics calculated at close of trading on 15-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
12,054.0 |
12,205.0 |
151.0 |
1.3% |
12,296.0 |
| High |
12,191.0 |
12,230.5 |
39.5 |
0.3% |
12,331.0 |
| Low |
12,053.0 |
12,148.0 |
95.0 |
0.8% |
11,926.0 |
| Close |
12,177.0 |
12,172.5 |
-4.5 |
0.0% |
12,006.0 |
| Range |
138.0 |
82.5 |
-55.5 |
-40.2% |
405.0 |
| ATR |
151.9 |
147.0 |
-5.0 |
-3.3% |
0.0 |
| Volume |
74,257 |
70,221 |
-4,036 |
-5.4% |
452,548 |
|
| Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,431.2 |
12,384.3 |
12,217.9 |
|
| R3 |
12,348.7 |
12,301.8 |
12,195.2 |
|
| R2 |
12,266.2 |
12,266.2 |
12,187.6 |
|
| R1 |
12,219.3 |
12,219.3 |
12,180.1 |
12,201.5 |
| PP |
12,183.7 |
12,183.7 |
12,183.7 |
12,174.8 |
| S1 |
12,136.8 |
12,136.8 |
12,164.9 |
12,119.0 |
| S2 |
12,101.2 |
12,101.2 |
12,157.4 |
|
| S3 |
12,018.7 |
12,054.3 |
12,149.8 |
|
| S4 |
11,936.2 |
11,971.8 |
12,127.1 |
|
|
| 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 |
12,230.5 |
11,926.0 |
304.5 |
2.5% |
136.9 |
1.1% |
81% |
True |
False |
85,706 |
| 10 |
12,331.0 |
11,926.0 |
405.0 |
3.3% |
138.0 |
1.1% |
61% |
False |
False |
80,993 |
| 20 |
12,567.0 |
11,926.0 |
641.0 |
5.3% |
140.7 |
1.2% |
38% |
False |
False |
83,520 |
| 40 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
141.0 |
1.2% |
24% |
False |
False |
80,615 |
| 60 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
127.6 |
1.0% |
24% |
False |
False |
61,986 |
| 80 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
122.5 |
1.0% |
24% |
False |
False |
46,555 |
| 100 |
12,948.5 |
11,919.5 |
1,029.0 |
8.5% |
118.9 |
1.0% |
25% |
False |
False |
37,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,581.1 |
|
2.618 |
12,446.5 |
|
1.618 |
12,364.0 |
|
1.000 |
12,313.0 |
|
0.618 |
12,281.5 |
|
HIGH |
12,230.5 |
|
0.618 |
12,199.0 |
|
0.500 |
12,189.3 |
|
0.382 |
12,179.5 |
|
LOW |
12,148.0 |
|
0.618 |
12,097.0 |
|
1.000 |
12,065.5 |
|
1.618 |
12,014.5 |
|
2.618 |
11,932.0 |
|
4.250 |
11,797.4 |
|
|
| Fisher Pivots for day following 15-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,189.3 |
12,141.1 |
| PP |
12,183.7 |
12,109.7 |
| S1 |
12,178.1 |
12,078.3 |
|