| Trading Metrics calculated at close of trading on 28-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
12,201.0 |
12,139.0 |
-62.0 |
-0.5% |
12,150.0 |
| High |
12,249.0 |
12,171.5 |
-77.5 |
-0.6% |
12,267.0 |
| Low |
12,126.0 |
12,058.5 |
-67.5 |
-0.6% |
12,013.0 |
| Close |
12,173.0 |
12,132.5 |
-40.5 |
-0.3% |
12,173.0 |
| Range |
123.0 |
113.0 |
-10.0 |
-8.1% |
254.0 |
| ATR |
142.5 |
140.5 |
-2.0 |
-1.4% |
0.0 |
| Volume |
66,632 |
130,578 |
63,946 |
96.0% |
364,725 |
|
| Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,459.8 |
12,409.2 |
12,194.7 |
|
| R3 |
12,346.8 |
12,296.2 |
12,163.6 |
|
| R2 |
12,233.8 |
12,233.8 |
12,153.2 |
|
| R1 |
12,183.2 |
12,183.2 |
12,142.9 |
12,152.0 |
| PP |
12,120.8 |
12,120.8 |
12,120.8 |
12,105.3 |
| S1 |
12,070.2 |
12,070.2 |
12,122.1 |
12,039.0 |
| S2 |
12,007.8 |
12,007.8 |
12,111.8 |
|
| S3 |
11,894.8 |
11,957.2 |
12,101.4 |
|
| S4 |
11,781.8 |
11,844.2 |
12,070.4 |
|
|
| 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 |
12,058.5 |
208.5 |
1.7% |
117.8 |
1.0% |
35% |
False |
True |
84,198 |
| 10 |
12,300.0 |
12,013.0 |
287.0 |
2.4% |
122.6 |
1.0% |
42% |
False |
False |
84,139 |
| 20 |
12,331.0 |
11,926.0 |
405.0 |
3.3% |
136.9 |
1.1% |
51% |
False |
False |
82,895 |
| 40 |
12,672.0 |
11,926.0 |
746.0 |
6.1% |
133.3 |
1.1% |
28% |
False |
False |
80,557 |
| 60 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
132.9 |
1.1% |
20% |
False |
False |
74,714 |
| 80 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
125.6 |
1.0% |
20% |
False |
False |
56,171 |
| 100 |
12,948.5 |
11,926.0 |
1,022.5 |
8.4% |
121.4 |
1.0% |
20% |
False |
False |
44,982 |
| 120 |
12,948.5 |
11,870.0 |
1,078.5 |
8.9% |
115.9 |
1.0% |
24% |
False |
False |
37,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,651.8 |
|
2.618 |
12,467.3 |
|
1.618 |
12,354.3 |
|
1.000 |
12,284.5 |
|
0.618 |
12,241.3 |
|
HIGH |
12,171.5 |
|
0.618 |
12,128.3 |
|
0.500 |
12,115.0 |
|
0.382 |
12,101.7 |
|
LOW |
12,058.5 |
|
0.618 |
11,988.7 |
|
1.000 |
11,945.5 |
|
1.618 |
11,875.7 |
|
2.618 |
11,762.7 |
|
4.250 |
11,578.3 |
|
|
| Fisher Pivots for day following 28-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,126.7 |
12,156.3 |
| PP |
12,120.8 |
12,148.3 |
| S1 |
12,115.0 |
12,140.4 |
|