| Trading Metrics calculated at close of trading on 08-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1,264.3 |
1,262.9 |
-1.4 |
-0.1% |
1,276.3 |
| High |
1,265.6 |
1,271.0 |
5.4 |
0.4% |
1,280.3 |
| Low |
1,261.3 |
1,257.1 |
-4.2 |
-0.3% |
1,259.8 |
| Close |
1,264.7 |
1,262.6 |
-2.1 |
-0.2% |
1,264.6 |
| Range |
4.3 |
13.9 |
9.6 |
223.3% |
20.5 |
| ATR |
11.9 |
12.1 |
0.1 |
1.2% |
0.0 |
| Volume |
123,206 |
247,543 |
124,337 |
100.9% |
1,067,527 |
|
| Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,305.3 |
1,297.8 |
1,270.2 |
|
| R3 |
1,291.4 |
1,283.9 |
1,266.4 |
|
| R2 |
1,277.5 |
1,277.5 |
1,265.1 |
|
| R1 |
1,270.0 |
1,270.0 |
1,263.9 |
1,266.8 |
| PP |
1,263.6 |
1,263.6 |
1,263.6 |
1,262.0 |
| S1 |
1,256.1 |
1,256.1 |
1,261.3 |
1,252.9 |
| S2 |
1,249.7 |
1,249.7 |
1,260.1 |
|
| S3 |
1,235.8 |
1,242.2 |
1,258.8 |
|
| S4 |
1,221.9 |
1,228.3 |
1,255.0 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,329.7 |
1,317.7 |
1,275.9 |
|
| R3 |
1,309.2 |
1,297.2 |
1,270.2 |
|
| R2 |
1,288.7 |
1,288.7 |
1,268.4 |
|
| R1 |
1,276.7 |
1,276.7 |
1,266.5 |
1,272.5 |
| PP |
1,268.2 |
1,268.2 |
1,268.2 |
1,266.1 |
| S1 |
1,256.2 |
1,256.2 |
1,262.7 |
1,252.0 |
| S2 |
1,247.7 |
1,247.7 |
1,260.8 |
|
| S3 |
1,227.2 |
1,235.7 |
1,259.0 |
|
| S4 |
1,206.7 |
1,215.2 |
1,253.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,279.0 |
1,257.1 |
21.9 |
1.7% |
11.8 |
0.9% |
25% |
False |
True |
211,920 |
| 10 |
1,280.3 |
1,249.4 |
30.9 |
2.4% |
12.2 |
1.0% |
43% |
False |
False |
194,640 |
| 20 |
1,280.3 |
1,219.8 |
60.5 |
4.8% |
11.5 |
0.9% |
71% |
False |
False |
117,539 |
| 40 |
1,290.0 |
1,211.1 |
78.9 |
6.2% |
11.8 |
0.9% |
65% |
False |
False |
65,217 |
| 60 |
1,305.5 |
1,211.1 |
94.4 |
7.5% |
12.1 |
1.0% |
55% |
False |
False |
44,933 |
| 80 |
1,307.0 |
1,211.1 |
95.9 |
7.6% |
12.0 |
1.0% |
54% |
False |
False |
34,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,330.1 |
|
2.618 |
1,307.4 |
|
1.618 |
1,293.5 |
|
1.000 |
1,284.9 |
|
0.618 |
1,279.6 |
|
HIGH |
1,271.0 |
|
0.618 |
1,265.7 |
|
0.500 |
1,264.1 |
|
0.382 |
1,262.4 |
|
LOW |
1,257.1 |
|
0.618 |
1,248.5 |
|
1.000 |
1,243.2 |
|
1.618 |
1,234.6 |
|
2.618 |
1,220.7 |
|
4.250 |
1,198.0 |
|
|
| Fisher Pivots for day following 08-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,264.1 |
1,266.8 |
| PP |
1,263.6 |
1,265.4 |
| S1 |
1,263.1 |
1,264.0 |
|