| Trading Metrics calculated at close of trading on 25-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
12,174.5 |
12,201.0 |
26.5 |
0.2% |
12,150.0 |
| High |
12,254.0 |
12,249.0 |
-5.0 |
0.0% |
12,267.0 |
| Low |
12,164.0 |
12,126.0 |
-38.0 |
-0.3% |
12,013.0 |
| Close |
12,181.0 |
12,173.0 |
-8.0 |
-0.1% |
12,173.0 |
| Range |
90.0 |
123.0 |
33.0 |
36.7% |
254.0 |
| ATR |
143.9 |
142.5 |
-1.5 |
-1.0% |
0.0 |
| Volume |
78,038 |
66,632 |
-11,406 |
-14.6% |
364,725 |
|
| Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,551.7 |
12,485.3 |
12,240.7 |
|
| R3 |
12,428.7 |
12,362.3 |
12,206.8 |
|
| R2 |
12,305.7 |
12,305.7 |
12,195.6 |
|
| R1 |
12,239.3 |
12,239.3 |
12,184.3 |
12,211.0 |
| PP |
12,182.7 |
12,182.7 |
12,182.7 |
12,168.5 |
| S1 |
12,116.3 |
12,116.3 |
12,161.7 |
12,088.0 |
| S2 |
12,059.7 |
12,059.7 |
12,150.5 |
|
| S3 |
11,936.7 |
11,993.3 |
12,139.2 |
|
| S4 |
11,813.7 |
11,870.3 |
12,105.4 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,913.0 |
12,797.0 |
12,312.7 |
|
| R3 |
12,659.0 |
12,543.0 |
12,242.9 |
|
| R2 |
12,405.0 |
12,405.0 |
12,219.6 |
|
| R1 |
12,289.0 |
12,289.0 |
12,196.3 |
12,347.0 |
| PP |
12,151.0 |
12,151.0 |
12,151.0 |
12,180.0 |
| S1 |
12,035.0 |
12,035.0 |
12,149.7 |
12,093.0 |
| S2 |
11,897.0 |
11,897.0 |
12,126.4 |
|
| S3 |
11,643.0 |
11,781.0 |
12,103.2 |
|
| S4 |
11,389.0 |
11,527.0 |
12,033.3 |
|
|
| 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% |
124.2 |
1.0% |
63% |
False |
False |
72,945 |
| 10 |
12,300.0 |
12,013.0 |
287.0 |
2.4% |
125.1 |
1.0% |
56% |
False |
False |
78,507 |
| 20 |
12,331.0 |
11,926.0 |
405.0 |
3.3% |
137.6 |
1.1% |
61% |
False |
False |
81,066 |
| 40 |
12,672.0 |
11,926.0 |
746.0 |
6.1% |
134.2 |
1.1% |
33% |
False |
False |
79,007 |
| 60 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
133.5 |
1.1% |
24% |
False |
False |
72,566 |
| 80 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
127.0 |
1.0% |
24% |
False |
False |
54,543 |
| 100 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
120.9 |
1.0% |
24% |
False |
False |
43,678 |
| 120 |
12,948.5 |
11,870.0 |
1,078.5 |
8.9% |
115.2 |
0.9% |
28% |
False |
False |
36,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,771.8 |
|
2.618 |
12,571.0 |
|
1.618 |
12,448.0 |
|
1.000 |
12,372.0 |
|
0.618 |
12,325.0 |
|
HIGH |
12,249.0 |
|
0.618 |
12,202.0 |
|
0.500 |
12,187.5 |
|
0.382 |
12,173.0 |
|
LOW |
12,126.0 |
|
0.618 |
12,050.0 |
|
1.000 |
12,003.0 |
|
1.618 |
11,927.0 |
|
2.618 |
11,804.0 |
|
4.250 |
11,603.3 |
|
|
| Fisher Pivots for day following 25-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,187.5 |
12,196.5 |
| PP |
12,182.7 |
12,188.7 |
| S1 |
12,177.8 |
12,180.8 |
|