| Trading Metrics calculated at close of trading on 18-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1,290.0 |
1,293.8 |
3.8 |
0.3% |
1,296.4 |
| High |
1,296.0 |
1,306.9 |
10.9 |
0.8% |
1,306.9 |
| Low |
1,286.4 |
1,289.1 |
2.7 |
0.2% |
1,272.7 |
| Close |
1,292.4 |
1,291.6 |
-0.8 |
-0.1% |
1,291.6 |
| Range |
9.6 |
17.8 |
8.2 |
85.4% |
34.2 |
| ATR |
13.3 |
13.7 |
0.3 |
2.4% |
0.0 |
| Volume |
329,842 |
396,538 |
66,696 |
20.2% |
1,525,212 |
|
| Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,349.3 |
1,338.2 |
1,301.4 |
|
| R3 |
1,331.5 |
1,320.4 |
1,296.5 |
|
| R2 |
1,313.7 |
1,313.7 |
1,294.9 |
|
| R1 |
1,302.6 |
1,302.6 |
1,293.2 |
1,299.3 |
| PP |
1,295.9 |
1,295.9 |
1,295.9 |
1,294.2 |
| S1 |
1,284.8 |
1,284.8 |
1,290.0 |
1,281.5 |
| S2 |
1,278.1 |
1,278.1 |
1,288.3 |
|
| S3 |
1,260.3 |
1,267.0 |
1,286.7 |
|
| S4 |
1,242.5 |
1,249.2 |
1,281.8 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,393.0 |
1,376.5 |
1,310.4 |
|
| R3 |
1,358.8 |
1,342.3 |
1,301.0 |
|
| R2 |
1,324.6 |
1,324.6 |
1,297.9 |
|
| R1 |
1,308.1 |
1,308.1 |
1,294.7 |
1,299.3 |
| PP |
1,290.4 |
1,290.4 |
1,290.4 |
1,286.0 |
| S1 |
1,273.9 |
1,273.9 |
1,288.5 |
1,265.1 |
| S2 |
1,256.2 |
1,256.2 |
1,285.3 |
|
| S3 |
1,222.0 |
1,239.7 |
1,282.2 |
|
| S4 |
1,187.8 |
1,205.5 |
1,272.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,306.9 |
1,272.7 |
34.2 |
2.6% |
14.2 |
1.1% |
55% |
True |
False |
305,042 |
| 10 |
1,306.9 |
1,257.1 |
49.8 |
3.9% |
13.3 |
1.0% |
69% |
True |
False |
272,209 |
| 20 |
1,306.9 |
1,249.4 |
57.5 |
4.5% |
12.6 |
1.0% |
73% |
True |
False |
221,210 |
| 40 |
1,306.9 |
1,211.1 |
95.8 |
7.4% |
12.5 |
1.0% |
84% |
True |
False |
122,968 |
| 60 |
1,306.9 |
1,211.1 |
95.8 |
7.4% |
12.3 |
1.0% |
84% |
True |
False |
83,594 |
| 80 |
1,306.9 |
1,211.1 |
95.8 |
7.4% |
12.2 |
0.9% |
84% |
True |
False |
63,770 |
| 100 |
1,307.0 |
1,211.1 |
95.9 |
7.4% |
12.1 |
0.9% |
84% |
False |
False |
51,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,382.6 |
|
2.618 |
1,353.5 |
|
1.618 |
1,335.7 |
|
1.000 |
1,324.7 |
|
0.618 |
1,317.9 |
|
HIGH |
1,306.9 |
|
0.618 |
1,300.1 |
|
0.500 |
1,298.0 |
|
0.382 |
1,295.9 |
|
LOW |
1,289.1 |
|
0.618 |
1,278.1 |
|
1.000 |
1,271.3 |
|
1.618 |
1,260.3 |
|
2.618 |
1,242.5 |
|
4.250 |
1,213.5 |
|
|
| Fisher Pivots for day following 18-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,298.0 |
1,291.1 |
| PP |
1,295.9 |
1,290.6 |
| S1 |
1,293.7 |
1,290.1 |
|