| Trading Metrics calculated at close of trading on 09-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1,262.9 |
1,266.1 |
3.2 |
0.3% |
1,276.3 |
| High |
1,271.0 |
1,284.7 |
13.7 |
1.1% |
1,280.3 |
| Low |
1,257.1 |
1,265.9 |
8.8 |
0.7% |
1,259.8 |
| Close |
1,262.6 |
1,279.3 |
16.7 |
1.3% |
1,264.6 |
| Range |
13.9 |
18.8 |
4.9 |
35.3% |
20.5 |
| ATR |
12.1 |
12.8 |
0.7 |
5.9% |
0.0 |
| Volume |
247,543 |
290,974 |
43,431 |
17.5% |
1,067,527 |
|
| Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,333.0 |
1,325.0 |
1,289.6 |
|
| R3 |
1,314.2 |
1,306.2 |
1,284.5 |
|
| R2 |
1,295.4 |
1,295.4 |
1,282.7 |
|
| R1 |
1,287.4 |
1,287.4 |
1,281.0 |
1,291.4 |
| PP |
1,276.6 |
1,276.6 |
1,276.6 |
1,278.7 |
| S1 |
1,268.6 |
1,268.6 |
1,277.6 |
1,272.6 |
| S2 |
1,257.8 |
1,257.8 |
1,275.9 |
|
| S3 |
1,239.0 |
1,249.8 |
1,274.1 |
|
| S4 |
1,220.2 |
1,231.0 |
1,269.0 |
|
|
| 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 |
1,284.7 |
1,257.1 |
27.6 |
2.2% |
13.6 |
1.1% |
80% |
True |
False |
227,920 |
| 10 |
1,284.7 |
1,257.1 |
27.6 |
2.2% |
12.0 |
0.9% |
80% |
True |
False |
214,158 |
| 20 |
1,284.7 |
1,221.0 |
63.7 |
5.0% |
11.8 |
0.9% |
92% |
True |
False |
130,711 |
| 40 |
1,290.0 |
1,211.1 |
78.9 |
6.2% |
12.0 |
0.9% |
86% |
False |
False |
72,428 |
| 60 |
1,305.5 |
1,211.1 |
94.4 |
7.4% |
12.3 |
1.0% |
72% |
False |
False |
49,750 |
| 80 |
1,305.5 |
1,211.1 |
94.4 |
7.4% |
12.1 |
0.9% |
72% |
False |
False |
38,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,364.6 |
|
2.618 |
1,333.9 |
|
1.618 |
1,315.1 |
|
1.000 |
1,303.5 |
|
0.618 |
1,296.3 |
|
HIGH |
1,284.7 |
|
0.618 |
1,277.5 |
|
0.500 |
1,275.3 |
|
0.382 |
1,273.1 |
|
LOW |
1,265.9 |
|
0.618 |
1,254.3 |
|
1.000 |
1,247.1 |
|
1.618 |
1,235.5 |
|
2.618 |
1,216.7 |
|
4.250 |
1,186.0 |
|
|
| Fisher Pivots for day following 09-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,278.0 |
1,276.5 |
| PP |
1,276.6 |
1,273.7 |
| S1 |
1,275.3 |
1,270.9 |
|