| Trading Metrics calculated at close of trading on 18-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
12,225.5 |
12,135.0 |
-90.5 |
-0.7% |
12,054.0 |
| High |
12,287.0 |
12,196.5 |
-90.5 |
-0.7% |
12,300.0 |
| Low |
12,111.0 |
12,075.0 |
-36.0 |
-0.3% |
12,053.0 |
| Close |
12,199.5 |
12,169.0 |
-30.5 |
-0.3% |
12,169.0 |
| Range |
176.0 |
121.5 |
-54.5 |
-31.0% |
247.0 |
| ATR |
147.7 |
146.1 |
-1.7 |
-1.1% |
0.0 |
| Volume |
98,874 |
87,646 |
-11,228 |
-11.4% |
420,345 |
|
| Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,511.3 |
12,461.7 |
12,235.8 |
|
| R3 |
12,389.8 |
12,340.2 |
12,202.4 |
|
| R2 |
12,268.3 |
12,268.3 |
12,191.3 |
|
| R1 |
12,218.7 |
12,218.7 |
12,180.1 |
12,243.5 |
| PP |
12,146.8 |
12,146.8 |
12,146.8 |
12,159.3 |
| S1 |
12,097.2 |
12,097.2 |
12,157.9 |
12,122.0 |
| S2 |
12,025.3 |
12,025.3 |
12,146.7 |
|
| S3 |
11,903.8 |
11,975.7 |
12,135.6 |
|
| S4 |
11,782.3 |
11,854.2 |
12,102.2 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,915.0 |
12,789.0 |
12,304.9 |
|
| R3 |
12,668.0 |
12,542.0 |
12,236.9 |
|
| R2 |
12,421.0 |
12,421.0 |
12,214.3 |
|
| R1 |
12,295.0 |
12,295.0 |
12,191.6 |
12,358.0 |
| PP |
12,174.0 |
12,174.0 |
12,174.0 |
12,205.5 |
| S1 |
12,048.0 |
12,048.0 |
12,146.4 |
12,111.0 |
| S2 |
11,927.0 |
11,927.0 |
12,123.7 |
|
| S3 |
11,680.0 |
11,801.0 |
12,101.1 |
|
| S4 |
11,433.0 |
11,554.0 |
12,033.2 |
|
|
| 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 |
12,053.0 |
247.0 |
2.0% |
126.0 |
1.0% |
47% |
False |
False |
84,069 |
| 10 |
12,331.0 |
11,926.0 |
405.0 |
3.3% |
136.2 |
1.1% |
60% |
False |
False |
87,289 |
| 20 |
12,339.5 |
11,926.0 |
413.5 |
3.4% |
134.2 |
1.1% |
59% |
False |
False |
82,476 |
| 40 |
12,835.0 |
11,926.0 |
909.0 |
7.5% |
142.0 |
1.2% |
27% |
False |
False |
82,225 |
| 60 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
129.8 |
1.1% |
24% |
False |
False |
66,539 |
| 80 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
123.4 |
1.0% |
24% |
False |
False |
49,995 |
| 100 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
119.8 |
1.0% |
24% |
False |
False |
40,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,712.9 |
|
2.618 |
12,514.6 |
|
1.618 |
12,393.1 |
|
1.000 |
12,318.0 |
|
0.618 |
12,271.6 |
|
HIGH |
12,196.5 |
|
0.618 |
12,150.1 |
|
0.500 |
12,135.8 |
|
0.382 |
12,121.4 |
|
LOW |
12,075.0 |
|
0.618 |
11,999.9 |
|
1.000 |
11,953.5 |
|
1.618 |
11,878.4 |
|
2.618 |
11,756.9 |
|
4.250 |
11,558.6 |
|
|
| Fisher Pivots for day following 18-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,157.9 |
12,187.5 |
| PP |
12,146.8 |
12,181.3 |
| S1 |
12,135.8 |
12,175.2 |
|