| Trading Metrics calculated at close of trading on 30-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
12,045.0 |
12,010.0 |
-35.0 |
-0.3% |
12,150.0 |
| High |
12,074.0 |
12,037.5 |
-36.5 |
-0.3% |
12,267.0 |
| Low |
11,863.0 |
11,984.0 |
121.0 |
1.0% |
12,013.0 |
| Close |
11,943.5 |
12,006.5 |
63.0 |
0.5% |
12,173.0 |
| Range |
211.0 |
53.5 |
-157.5 |
-74.6% |
254.0 |
| ATR |
149.7 |
145.7 |
-4.0 |
-2.7% |
0.0 |
| Volume |
82,495 |
83,140 |
645 |
0.8% |
364,725 |
|
| Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,169.8 |
12,141.7 |
12,035.9 |
|
| R3 |
12,116.3 |
12,088.2 |
12,021.2 |
|
| R2 |
12,062.8 |
12,062.8 |
12,016.3 |
|
| R1 |
12,034.7 |
12,034.7 |
12,011.4 |
12,022.0 |
| PP |
12,009.3 |
12,009.3 |
12,009.3 |
12,003.0 |
| S1 |
11,981.2 |
11,981.2 |
12,001.6 |
11,968.5 |
| S2 |
11,955.8 |
11,955.8 |
11,996.7 |
|
| S3 |
11,902.3 |
11,927.7 |
11,991.8 |
|
| S4 |
11,848.8 |
11,874.2 |
11,977.1 |
|
|
| 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 |
12,254.0 |
11,863.0 |
391.0 |
3.3% |
118.1 |
1.0% |
37% |
False |
False |
88,176 |
| 10 |
12,287.0 |
11,863.0 |
424.0 |
3.5% |
129.6 |
1.1% |
34% |
False |
False |
84,745 |
| 20 |
12,331.0 |
11,863.0 |
468.0 |
3.9% |
132.8 |
1.1% |
31% |
False |
False |
83,228 |
| 40 |
12,672.0 |
11,863.0 |
809.0 |
6.7% |
134.9 |
1.1% |
18% |
False |
False |
81,030 |
| 60 |
12,948.5 |
11,863.0 |
1,085.5 |
9.0% |
135.2 |
1.1% |
13% |
False |
False |
77,452 |
| 80 |
12,948.5 |
11,863.0 |
1,085.5 |
9.0% |
124.7 |
1.0% |
13% |
False |
False |
58,239 |
| 100 |
12,948.5 |
11,863.0 |
1,085.5 |
9.0% |
122.0 |
1.0% |
13% |
False |
False |
46,635 |
| 120 |
12,948.5 |
11,863.0 |
1,085.5 |
9.0% |
116.8 |
1.0% |
13% |
False |
False |
38,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,264.9 |
|
2.618 |
12,177.6 |
|
1.618 |
12,124.1 |
|
1.000 |
12,091.0 |
|
0.618 |
12,070.6 |
|
HIGH |
12,037.5 |
|
0.618 |
12,017.1 |
|
0.500 |
12,010.8 |
|
0.382 |
12,004.4 |
|
LOW |
11,984.0 |
|
0.618 |
11,950.9 |
|
1.000 |
11,930.5 |
|
1.618 |
11,897.4 |
|
2.618 |
11,843.9 |
|
4.250 |
11,756.6 |
|
|
| Fisher Pivots for day following 30-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,010.8 |
12,017.3 |
| PP |
12,009.3 |
12,013.7 |
| S1 |
12,007.9 |
12,010.1 |
|