| Trading Metrics calculated at close of trading on 23-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
12,118.0 |
12,235.0 |
117.0 |
1.0% |
12,054.0 |
| High |
12,249.5 |
12,267.0 |
17.5 |
0.1% |
12,300.0 |
| Low |
12,104.5 |
12,149.0 |
44.5 |
0.4% |
12,053.0 |
| Close |
12,222.0 |
12,179.5 |
-42.5 |
-0.3% |
12,169.0 |
| Range |
145.0 |
118.0 |
-27.0 |
-18.6% |
247.0 |
| ATR |
150.4 |
148.1 |
-2.3 |
-1.5% |
0.0 |
| Volume |
71,070 |
74,675 |
3,605 |
5.1% |
420,345 |
|
| Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,552.5 |
12,484.0 |
12,244.4 |
|
| R3 |
12,434.5 |
12,366.0 |
12,212.0 |
|
| R2 |
12,316.5 |
12,316.5 |
12,201.1 |
|
| R1 |
12,248.0 |
12,248.0 |
12,190.3 |
12,223.3 |
| PP |
12,198.5 |
12,198.5 |
12,198.5 |
12,186.1 |
| S1 |
12,130.0 |
12,130.0 |
12,168.7 |
12,105.3 |
| S2 |
12,080.5 |
12,080.5 |
12,157.9 |
|
| S3 |
11,962.5 |
12,012.0 |
12,147.1 |
|
| S4 |
11,844.5 |
11,894.0 |
12,114.6 |
|
|
| 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 |
12,287.0 |
12,013.0 |
274.0 |
2.2% |
141.1 |
1.2% |
61% |
False |
False |
81,315 |
| 10 |
12,300.0 |
11,926.0 |
374.0 |
3.1% |
137.1 |
1.1% |
68% |
False |
False |
81,914 |
| 20 |
12,331.0 |
11,926.0 |
405.0 |
3.3% |
139.0 |
1.1% |
63% |
False |
False |
81,298 |
| 40 |
12,730.0 |
11,926.0 |
804.0 |
6.6% |
142.5 |
1.2% |
32% |
False |
False |
81,410 |
| 60 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
133.2 |
1.1% |
25% |
False |
False |
70,189 |
| 80 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
126.4 |
1.0% |
25% |
False |
False |
52,740 |
| 100 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
121.4 |
1.0% |
25% |
False |
False |
42,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,768.5 |
|
2.618 |
12,575.9 |
|
1.618 |
12,457.9 |
|
1.000 |
12,385.0 |
|
0.618 |
12,339.9 |
|
HIGH |
12,267.0 |
|
0.618 |
12,221.9 |
|
0.500 |
12,208.0 |
|
0.382 |
12,194.1 |
|
LOW |
12,149.0 |
|
0.618 |
12,076.1 |
|
1.000 |
12,031.0 |
|
1.618 |
11,958.1 |
|
2.618 |
11,840.1 |
|
4.250 |
11,647.5 |
|
|
| Fisher Pivots for day following 23-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,208.0 |
12,166.3 |
| PP |
12,198.5 |
12,153.2 |
| S1 |
12,189.0 |
12,140.0 |
|