| Trading Metrics calculated at close of trading on 21-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
12,135.0 |
12,150.0 |
15.0 |
0.1% |
12,054.0 |
| High |
12,196.5 |
12,158.0 |
-38.5 |
-0.3% |
12,300.0 |
| Low |
12,075.0 |
12,013.0 |
-62.0 |
-0.5% |
12,053.0 |
| Close |
12,169.0 |
12,052.0 |
-117.0 |
-1.0% |
12,169.0 |
| Range |
121.5 |
145.0 |
23.5 |
19.3% |
247.0 |
| ATR |
146.1 |
146.8 |
0.7 |
0.5% |
0.0 |
| Volume |
87,646 |
74,310 |
-13,336 |
-15.2% |
420,345 |
|
| Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,509.3 |
12,425.7 |
12,131.8 |
|
| R3 |
12,364.3 |
12,280.7 |
12,091.9 |
|
| R2 |
12,219.3 |
12,219.3 |
12,078.6 |
|
| R1 |
12,135.7 |
12,135.7 |
12,065.3 |
12,105.0 |
| PP |
12,074.3 |
12,074.3 |
12,074.3 |
12,059.0 |
| S1 |
11,990.7 |
11,990.7 |
12,038.7 |
11,960.0 |
| S2 |
11,929.3 |
11,929.3 |
12,025.4 |
|
| S3 |
11,784.3 |
11,845.7 |
12,012.1 |
|
| S4 |
11,639.3 |
11,700.7 |
11,972.3 |
|
|
| 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 |
12,013.0 |
287.0 |
2.4% |
127.4 |
1.1% |
14% |
False |
True |
84,079 |
| 10 |
12,325.5 |
11,926.0 |
399.5 |
3.3% |
139.1 |
1.2% |
32% |
False |
False |
87,782 |
| 20 |
12,339.5 |
11,926.0 |
413.5 |
3.4% |
135.7 |
1.1% |
30% |
False |
False |
82,064 |
| 40 |
12,835.0 |
11,926.0 |
909.0 |
7.5% |
142.5 |
1.2% |
14% |
False |
False |
82,559 |
| 60 |
12,948.5 |
11,926.0 |
1,022.5 |
8.5% |
131.0 |
1.1% |
12% |
False |
False |
67,771 |
| 80 |
12,948.5 |
11,926.0 |
1,022.5 |
8.5% |
124.8 |
1.0% |
12% |
False |
False |
50,922 |
| 100 |
12,948.5 |
11,926.0 |
1,022.5 |
8.5% |
119.9 |
1.0% |
12% |
False |
False |
40,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,774.3 |
|
2.618 |
12,537.6 |
|
1.618 |
12,392.6 |
|
1.000 |
12,303.0 |
|
0.618 |
12,247.6 |
|
HIGH |
12,158.0 |
|
0.618 |
12,102.6 |
|
0.500 |
12,085.5 |
|
0.382 |
12,068.4 |
|
LOW |
12,013.0 |
|
0.618 |
11,923.4 |
|
1.000 |
11,868.0 |
|
1.618 |
11,778.4 |
|
2.618 |
11,633.4 |
|
4.250 |
11,396.8 |
|
|
| Fisher Pivots for day following 21-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,085.5 |
12,150.0 |
| PP |
12,074.3 |
12,117.3 |
| S1 |
12,063.2 |
12,084.7 |
|