| Trading Metrics calculated at close of trading on 31-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
12,010.0 |
12,043.0 |
33.0 |
0.3% |
12,150.0 |
| High |
12,037.5 |
12,113.5 |
76.0 |
0.6% |
12,267.0 |
| Low |
11,984.0 |
12,028.5 |
44.5 |
0.4% |
12,013.0 |
| Close |
12,006.5 |
12,066.0 |
59.5 |
0.5% |
12,173.0 |
| Range |
53.5 |
85.0 |
31.5 |
58.9% |
254.0 |
| ATR |
145.7 |
142.9 |
-2.8 |
-1.9% |
0.0 |
| Volume |
83,140 |
80,298 |
-2,842 |
-3.4% |
364,725 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,324.3 |
12,280.2 |
12,112.8 |
|
| R3 |
12,239.3 |
12,195.2 |
12,089.4 |
|
| R2 |
12,154.3 |
12,154.3 |
12,081.6 |
|
| R1 |
12,110.2 |
12,110.2 |
12,073.8 |
12,132.3 |
| PP |
12,069.3 |
12,069.3 |
12,069.3 |
12,080.4 |
| S1 |
12,025.2 |
12,025.2 |
12,058.2 |
12,047.3 |
| S2 |
11,984.3 |
11,984.3 |
12,050.4 |
|
| S3 |
11,899.3 |
11,940.2 |
12,042.6 |
|
| S4 |
11,814.3 |
11,855.2 |
12,019.3 |
|
|
| 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 |
12,249.0 |
11,863.0 |
386.0 |
3.2% |
117.1 |
1.0% |
53% |
False |
False |
88,628 |
| 10 |
12,267.0 |
11,863.0 |
404.0 |
3.3% |
120.5 |
1.0% |
50% |
False |
False |
82,888 |
| 20 |
12,331.0 |
11,863.0 |
468.0 |
3.9% |
132.4 |
1.1% |
43% |
False |
False |
83,280 |
| 40 |
12,672.0 |
11,863.0 |
809.0 |
6.7% |
132.6 |
1.1% |
25% |
False |
False |
81,416 |
| 60 |
12,948.5 |
11,863.0 |
1,085.5 |
9.0% |
134.8 |
1.1% |
19% |
False |
False |
78,713 |
| 80 |
12,948.5 |
11,863.0 |
1,085.5 |
9.0% |
125.0 |
1.0% |
19% |
False |
False |
59,240 |
| 100 |
12,948.5 |
11,863.0 |
1,085.5 |
9.0% |
121.8 |
1.0% |
19% |
False |
False |
47,437 |
| 120 |
12,948.5 |
11,863.0 |
1,085.5 |
9.0% |
116.6 |
1.0% |
19% |
False |
False |
39,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,474.8 |
|
2.618 |
12,336.0 |
|
1.618 |
12,251.0 |
|
1.000 |
12,198.5 |
|
0.618 |
12,166.0 |
|
HIGH |
12,113.5 |
|
0.618 |
12,081.0 |
|
0.500 |
12,071.0 |
|
0.382 |
12,061.0 |
|
LOW |
12,028.5 |
|
0.618 |
11,976.0 |
|
1.000 |
11,943.5 |
|
1.618 |
11,891.0 |
|
2.618 |
11,806.0 |
|
4.250 |
11,667.3 |
|
|
| Fisher Pivots for day following 31-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,071.0 |
12,040.1 |
| PP |
12,069.3 |
12,014.2 |
| S1 |
12,067.7 |
11,988.3 |
|