| Trading Metrics calculated at close of trading on 17-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
12,188.0 |
12,225.5 |
37.5 |
0.3% |
12,296.0 |
| High |
12,300.0 |
12,287.0 |
-13.0 |
-0.1% |
12,331.0 |
| Low |
12,188.0 |
12,111.0 |
-77.0 |
-0.6% |
11,926.0 |
| Close |
12,256.5 |
12,199.5 |
-57.0 |
-0.5% |
12,006.0 |
| Range |
112.0 |
176.0 |
64.0 |
57.1% |
405.0 |
| ATR |
145.6 |
147.7 |
2.2 |
1.5% |
0.0 |
| Volume |
89,347 |
98,874 |
9,527 |
10.7% |
452,548 |
|
| Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,727.2 |
12,639.3 |
12,296.3 |
|
| R3 |
12,551.2 |
12,463.3 |
12,247.9 |
|
| R2 |
12,375.2 |
12,375.2 |
12,231.8 |
|
| R1 |
12,287.3 |
12,287.3 |
12,215.6 |
12,243.3 |
| PP |
12,199.2 |
12,199.2 |
12,199.2 |
12,177.1 |
| S1 |
12,111.3 |
12,111.3 |
12,183.4 |
12,067.3 |
| S2 |
12,023.2 |
12,023.2 |
12,167.2 |
|
| S3 |
11,847.2 |
11,935.3 |
12,151.1 |
|
| S4 |
11,671.2 |
11,759.3 |
12,102.7 |
|
|
| 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 |
12,300.0 |
11,926.0 |
374.0 |
3.1% |
125.1 |
1.0% |
73% |
False |
False |
81,180 |
| 10 |
12,331.0 |
11,926.0 |
405.0 |
3.3% |
144.2 |
1.2% |
68% |
False |
False |
83,672 |
| 20 |
12,460.0 |
11,926.0 |
534.0 |
4.4% |
142.1 |
1.2% |
51% |
False |
False |
82,287 |
| 40 |
12,835.0 |
11,926.0 |
909.0 |
7.5% |
141.3 |
1.2% |
30% |
False |
False |
81,764 |
| 60 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
130.0 |
1.1% |
27% |
False |
False |
65,086 |
| 80 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
122.4 |
1.0% |
27% |
False |
False |
48,902 |
| 100 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
119.6 |
1.0% |
27% |
False |
False |
39,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,035.0 |
|
2.618 |
12,747.8 |
|
1.618 |
12,571.8 |
|
1.000 |
12,463.0 |
|
0.618 |
12,395.8 |
|
HIGH |
12,287.0 |
|
0.618 |
12,219.8 |
|
0.500 |
12,199.0 |
|
0.382 |
12,178.2 |
|
LOW |
12,111.0 |
|
0.618 |
12,002.2 |
|
1.000 |
11,935.0 |
|
1.618 |
11,826.2 |
|
2.618 |
11,650.2 |
|
4.250 |
11,363.0 |
|
|
| Fisher Pivots for day following 17-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,199.3 |
12,205.5 |
| PP |
12,199.2 |
12,203.5 |
| S1 |
12,199.0 |
12,201.5 |
|