| Trading Metrics calculated at close of trading on 10-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1,266.1 |
1,283.2 |
17.1 |
1.4% |
1,276.3 |
| High |
1,284.7 |
1,293.8 |
9.1 |
0.7% |
1,280.3 |
| Low |
1,265.9 |
1,280.3 |
14.4 |
1.1% |
1,259.8 |
| Close |
1,279.3 |
1,290.1 |
10.8 |
0.8% |
1,264.6 |
| Range |
18.8 |
13.5 |
-5.3 |
-28.2% |
20.5 |
| ATR |
12.8 |
12.9 |
0.1 |
0.9% |
0.0 |
| Volume |
290,974 |
269,830 |
-21,144 |
-7.3% |
1,067,527 |
|
| Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,328.6 |
1,322.8 |
1,297.5 |
|
| R3 |
1,315.1 |
1,309.3 |
1,293.8 |
|
| R2 |
1,301.6 |
1,301.6 |
1,292.6 |
|
| R1 |
1,295.8 |
1,295.8 |
1,291.3 |
1,298.7 |
| PP |
1,288.1 |
1,288.1 |
1,288.1 |
1,289.5 |
| S1 |
1,282.3 |
1,282.3 |
1,288.9 |
1,285.2 |
| S2 |
1,274.6 |
1,274.6 |
1,287.6 |
|
| S3 |
1,261.1 |
1,268.8 |
1,286.4 |
|
| S4 |
1,247.6 |
1,255.3 |
1,282.7 |
|
|
| 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 |
1,293.8 |
1,257.1 |
36.7 |
2.8% |
13.4 |
1.0% |
90% |
True |
False |
240,481 |
| 10 |
1,293.8 |
1,257.1 |
36.7 |
2.8% |
12.3 |
1.0% |
90% |
True |
False |
224,997 |
| 20 |
1,293.8 |
1,221.0 |
72.8 |
5.6% |
12.1 |
0.9% |
95% |
True |
False |
141,777 |
| 40 |
1,293.8 |
1,211.1 |
82.7 |
6.4% |
11.8 |
0.9% |
96% |
True |
False |
79,057 |
| 60 |
1,305.5 |
1,211.1 |
94.4 |
7.3% |
12.4 |
1.0% |
84% |
False |
False |
54,198 |
| 80 |
1,305.5 |
1,211.1 |
94.4 |
7.3% |
12.1 |
0.9% |
84% |
False |
False |
41,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,351.2 |
|
2.618 |
1,329.1 |
|
1.618 |
1,315.6 |
|
1.000 |
1,307.3 |
|
0.618 |
1,302.1 |
|
HIGH |
1,293.8 |
|
0.618 |
1,288.6 |
|
0.500 |
1,287.1 |
|
0.382 |
1,285.5 |
|
LOW |
1,280.3 |
|
0.618 |
1,272.0 |
|
1.000 |
1,266.8 |
|
1.618 |
1,258.5 |
|
2.618 |
1,245.0 |
|
4.250 |
1,222.9 |
|
|
| Fisher Pivots for day following 10-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,289.1 |
1,285.2 |
| PP |
1,288.1 |
1,280.3 |
| S1 |
1,287.1 |
1,275.5 |
|