| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
12,139.0 |
12,045.0 |
-94.0 |
-0.8% |
12,150.0 |
| High |
12,171.5 |
12,074.0 |
-97.5 |
-0.8% |
12,267.0 |
| Low |
12,058.5 |
11,863.0 |
-195.5 |
-1.6% |
12,013.0 |
| Close |
12,132.5 |
11,943.5 |
-189.0 |
-1.6% |
12,173.0 |
| Range |
113.0 |
211.0 |
98.0 |
86.7% |
254.0 |
| ATR |
140.5 |
149.7 |
9.2 |
6.6% |
0.0 |
| Volume |
130,578 |
82,495 |
-48,083 |
-36.8% |
364,725 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,593.2 |
12,479.3 |
12,059.6 |
|
| R3 |
12,382.2 |
12,268.3 |
12,001.5 |
|
| R2 |
12,171.2 |
12,171.2 |
11,982.2 |
|
| R1 |
12,057.3 |
12,057.3 |
11,962.8 |
12,008.8 |
| PP |
11,960.2 |
11,960.2 |
11,960.2 |
11,935.9 |
| S1 |
11,846.3 |
11,846.3 |
11,924.2 |
11,797.8 |
| S2 |
11,749.2 |
11,749.2 |
11,904.8 |
|
| S3 |
11,538.2 |
11,635.3 |
11,885.5 |
|
| S4 |
11,327.2 |
11,424.3 |
11,827.5 |
|
|
| 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 |
11,863.0 |
404.0 |
3.4% |
131.0 |
1.1% |
20% |
False |
True |
86,483 |
| 10 |
12,300.0 |
11,863.0 |
437.0 |
3.7% |
135.5 |
1.1% |
18% |
False |
True |
85,366 |
| 20 |
12,331.0 |
11,863.0 |
468.0 |
3.9% |
136.7 |
1.1% |
17% |
False |
True |
83,179 |
| 40 |
12,672.0 |
11,863.0 |
809.0 |
6.8% |
135.9 |
1.1% |
10% |
False |
True |
81,434 |
| 60 |
12,948.5 |
11,863.0 |
1,085.5 |
9.1% |
136.5 |
1.1% |
7% |
False |
True |
76,089 |
| 80 |
12,948.5 |
11,863.0 |
1,085.5 |
9.1% |
125.0 |
1.0% |
7% |
False |
True |
57,200 |
| 100 |
12,948.5 |
11,863.0 |
1,085.5 |
9.1% |
122.7 |
1.0% |
7% |
False |
True |
45,806 |
| 120 |
12,948.5 |
11,863.0 |
1,085.5 |
9.1% |
117.0 |
1.0% |
7% |
False |
True |
38,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,970.8 |
|
2.618 |
12,626.4 |
|
1.618 |
12,415.4 |
|
1.000 |
12,285.0 |
|
0.618 |
12,204.4 |
|
HIGH |
12,074.0 |
|
0.618 |
11,993.4 |
|
0.500 |
11,968.5 |
|
0.382 |
11,943.6 |
|
LOW |
11,863.0 |
|
0.618 |
11,732.6 |
|
1.000 |
11,652.0 |
|
1.618 |
11,521.6 |
|
2.618 |
11,310.6 |
|
4.250 |
10,966.3 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
11,968.5 |
12,056.0 |
| PP |
11,960.2 |
12,018.5 |
| S1 |
11,951.8 |
11,981.0 |
|