| Trading Metrics calculated at close of trading on 22-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
12,150.0 |
12,118.0 |
-32.0 |
-0.3% |
12,054.0 |
| High |
12,158.0 |
12,249.5 |
91.5 |
0.8% |
12,300.0 |
| Low |
12,013.0 |
12,104.5 |
91.5 |
0.8% |
12,053.0 |
| Close |
12,052.0 |
12,222.0 |
170.0 |
1.4% |
12,169.0 |
| Range |
145.0 |
145.0 |
0.0 |
0.0% |
247.0 |
| ATR |
146.8 |
150.4 |
3.6 |
2.5% |
0.0 |
| Volume |
74,310 |
71,070 |
-3,240 |
-4.4% |
420,345 |
|
| Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,627.0 |
12,569.5 |
12,301.8 |
|
| R3 |
12,482.0 |
12,424.5 |
12,261.9 |
|
| R2 |
12,337.0 |
12,337.0 |
12,248.6 |
|
| R1 |
12,279.5 |
12,279.5 |
12,235.3 |
12,308.3 |
| PP |
12,192.0 |
12,192.0 |
12,192.0 |
12,206.4 |
| S1 |
12,134.5 |
12,134.5 |
12,208.7 |
12,163.3 |
| S2 |
12,047.0 |
12,047.0 |
12,195.4 |
|
| S3 |
11,902.0 |
11,989.5 |
12,182.1 |
|
| S4 |
11,757.0 |
11,844.5 |
12,142.3 |
|
|
| 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 |
2.3% |
139.9 |
1.1% |
73% |
False |
False |
84,249 |
| 10 |
12,300.0 |
11,926.0 |
374.0 |
3.1% |
138.4 |
1.1% |
79% |
False |
False |
84,977 |
| 20 |
12,339.5 |
11,926.0 |
413.5 |
3.4% |
138.3 |
1.1% |
72% |
False |
False |
82,121 |
| 40 |
12,751.5 |
11,926.0 |
825.5 |
6.8% |
143.8 |
1.2% |
36% |
False |
False |
81,898 |
| 60 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
132.5 |
1.1% |
29% |
False |
False |
68,951 |
| 80 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
126.1 |
1.0% |
29% |
False |
False |
51,809 |
| 100 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
120.7 |
1.0% |
29% |
False |
False |
41,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,865.8 |
|
2.618 |
12,629.1 |
|
1.618 |
12,484.1 |
|
1.000 |
12,394.5 |
|
0.618 |
12,339.1 |
|
HIGH |
12,249.5 |
|
0.618 |
12,194.1 |
|
0.500 |
12,177.0 |
|
0.382 |
12,159.9 |
|
LOW |
12,104.5 |
|
0.618 |
12,014.9 |
|
1.000 |
11,959.5 |
|
1.618 |
11,869.9 |
|
2.618 |
11,724.9 |
|
4.250 |
11,488.3 |
|
|
| Fisher Pivots for day following 22-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,207.0 |
12,191.8 |
| PP |
12,192.0 |
12,161.5 |
| S1 |
12,177.0 |
12,131.3 |
|