| Trading Metrics calculated at close of trading on 24-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
12,235.0 |
12,174.5 |
-60.5 |
-0.5% |
12,054.0 |
| High |
12,267.0 |
12,254.0 |
-13.0 |
-0.1% |
12,300.0 |
| Low |
12,149.0 |
12,164.0 |
15.0 |
0.1% |
12,053.0 |
| Close |
12,179.5 |
12,181.0 |
1.5 |
0.0% |
12,169.0 |
| Range |
118.0 |
90.0 |
-28.0 |
-23.7% |
247.0 |
| ATR |
148.1 |
143.9 |
-4.1 |
-2.8% |
0.0 |
| Volume |
74,675 |
78,038 |
3,363 |
4.5% |
420,345 |
|
| Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,469.7 |
12,415.3 |
12,230.5 |
|
| R3 |
12,379.7 |
12,325.3 |
12,205.8 |
|
| R2 |
12,289.7 |
12,289.7 |
12,197.5 |
|
| R1 |
12,235.3 |
12,235.3 |
12,189.3 |
12,262.5 |
| PP |
12,199.7 |
12,199.7 |
12,199.7 |
12,213.3 |
| S1 |
12,145.3 |
12,145.3 |
12,172.8 |
12,172.5 |
| S2 |
12,109.7 |
12,109.7 |
12,164.5 |
|
| S3 |
12,019.7 |
12,055.3 |
12,156.3 |
|
| S4 |
11,929.7 |
11,965.3 |
12,131.5 |
|
|
| 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 |
12,267.0 |
12,013.0 |
254.0 |
2.1% |
123.9 |
1.0% |
66% |
False |
False |
77,147 |
| 10 |
12,300.0 |
11,926.0 |
374.0 |
3.1% |
124.5 |
1.0% |
68% |
False |
False |
79,164 |
| 20 |
12,331.0 |
11,926.0 |
405.0 |
3.3% |
135.9 |
1.1% |
63% |
False |
False |
81,437 |
| 40 |
12,730.0 |
11,926.0 |
804.0 |
6.6% |
140.8 |
1.2% |
32% |
False |
False |
79,961 |
| 60 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
132.7 |
1.1% |
25% |
False |
False |
71,476 |
| 80 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
126.9 |
1.0% |
25% |
False |
False |
53,711 |
| 100 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
121.3 |
1.0% |
25% |
False |
False |
43,014 |
| 120 |
12,948.5 |
11,870.0 |
1,078.5 |
8.9% |
114.5 |
0.9% |
29% |
False |
False |
35,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,636.5 |
|
2.618 |
12,489.6 |
|
1.618 |
12,399.6 |
|
1.000 |
12,344.0 |
|
0.618 |
12,309.6 |
|
HIGH |
12,254.0 |
|
0.618 |
12,219.6 |
|
0.500 |
12,209.0 |
|
0.382 |
12,198.4 |
|
LOW |
12,164.0 |
|
0.618 |
12,108.4 |
|
1.000 |
12,074.0 |
|
1.618 |
12,018.4 |
|
2.618 |
11,928.4 |
|
4.250 |
11,781.5 |
|
|
| Fisher Pivots for day following 24-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,209.0 |
12,185.8 |
| PP |
12,199.7 |
12,184.2 |
| S1 |
12,190.3 |
12,182.6 |
|