| Trading Metrics calculated at close of trading on 16-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
12,205.0 |
12,188.0 |
-17.0 |
-0.1% |
12,296.0 |
| High |
12,230.5 |
12,300.0 |
69.5 |
0.6% |
12,331.0 |
| Low |
12,148.0 |
12,188.0 |
40.0 |
0.3% |
11,926.0 |
| Close |
12,172.5 |
12,256.5 |
84.0 |
0.7% |
12,006.0 |
| Range |
82.5 |
112.0 |
29.5 |
35.8% |
405.0 |
| ATR |
147.0 |
145.6 |
-1.4 |
-0.9% |
0.0 |
| Volume |
70,221 |
89,347 |
19,126 |
27.2% |
452,548 |
|
| Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,584.2 |
12,532.3 |
12,318.1 |
|
| R3 |
12,472.2 |
12,420.3 |
12,287.3 |
|
| R2 |
12,360.2 |
12,360.2 |
12,277.0 |
|
| R1 |
12,308.3 |
12,308.3 |
12,266.8 |
12,334.3 |
| PP |
12,248.2 |
12,248.2 |
12,248.2 |
12,261.1 |
| S1 |
12,196.3 |
12,196.3 |
12,246.2 |
12,222.3 |
| S2 |
12,136.2 |
12,136.2 |
12,236.0 |
|
| S3 |
12,024.2 |
12,084.3 |
12,225.7 |
|
| S4 |
11,912.2 |
11,972.3 |
12,194.9 |
|
|
| 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 |
12,300.0 |
11,926.0 |
374.0 |
3.1% |
133.0 |
1.1% |
88% |
True |
False |
82,513 |
| 10 |
12,331.0 |
11,926.0 |
405.0 |
3.3% |
136.0 |
1.1% |
82% |
False |
False |
81,711 |
| 20 |
12,567.0 |
11,926.0 |
641.0 |
5.2% |
142.6 |
1.2% |
52% |
False |
False |
83,239 |
| 40 |
12,835.0 |
11,926.0 |
909.0 |
7.4% |
139.4 |
1.1% |
36% |
False |
False |
80,851 |
| 60 |
12,948.5 |
11,926.0 |
1,022.5 |
8.3% |
127.6 |
1.0% |
32% |
False |
False |
63,446 |
| 80 |
12,948.5 |
11,926.0 |
1,022.5 |
8.3% |
121.0 |
1.0% |
32% |
False |
False |
47,669 |
| 100 |
12,948.5 |
11,926.0 |
1,022.5 |
8.3% |
118.5 |
1.0% |
32% |
False |
False |
38,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,776.0 |
|
2.618 |
12,593.2 |
|
1.618 |
12,481.2 |
|
1.000 |
12,412.0 |
|
0.618 |
12,369.2 |
|
HIGH |
12,300.0 |
|
0.618 |
12,257.2 |
|
0.500 |
12,244.0 |
|
0.382 |
12,230.8 |
|
LOW |
12,188.0 |
|
0.618 |
12,118.8 |
|
1.000 |
12,076.0 |
|
1.618 |
12,006.8 |
|
2.618 |
11,894.8 |
|
4.250 |
11,712.0 |
|
|
| Fisher Pivots for day following 16-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,252.3 |
12,229.8 |
| PP |
12,248.2 |
12,203.2 |
| S1 |
12,244.0 |
12,176.5 |
|