| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1,297.6 |
1,320.5 |
22.9 |
1.8% |
1,289.1 |
| High |
1,317.8 |
1,331.9 |
14.1 |
1.1% |
1,301.4 |
| Low |
1,297.0 |
1,310.6 |
13.6 |
1.0% |
1,278.5 |
| Close |
1,315.3 |
1,318.9 |
3.6 |
0.3% |
1,297.9 |
| Range |
20.8 |
21.3 |
0.5 |
2.4% |
22.9 |
| ATR |
14.0 |
14.5 |
0.5 |
3.7% |
0.0 |
| Volume |
321,813 |
460,450 |
138,637 |
43.1% |
1,371,474 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,384.4 |
1,372.9 |
1,330.6 |
|
| R3 |
1,363.1 |
1,351.6 |
1,324.8 |
|
| R2 |
1,341.8 |
1,341.8 |
1,322.8 |
|
| R1 |
1,330.3 |
1,330.3 |
1,320.9 |
1,325.4 |
| PP |
1,320.5 |
1,320.5 |
1,320.5 |
1,318.0 |
| S1 |
1,309.0 |
1,309.0 |
1,316.9 |
1,304.1 |
| S2 |
1,299.2 |
1,299.2 |
1,315.0 |
|
| S3 |
1,277.9 |
1,287.7 |
1,313.0 |
|
| S4 |
1,256.6 |
1,266.4 |
1,307.2 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,361.3 |
1,352.5 |
1,310.5 |
|
| R3 |
1,338.4 |
1,329.6 |
1,304.2 |
|
| R2 |
1,315.5 |
1,315.5 |
1,302.1 |
|
| R1 |
1,306.7 |
1,306.7 |
1,300.0 |
1,311.1 |
| PP |
1,292.6 |
1,292.6 |
1,292.6 |
1,294.8 |
| S1 |
1,283.8 |
1,283.8 |
1,295.8 |
1,288.2 |
| S2 |
1,269.7 |
1,269.7 |
1,293.7 |
|
| S3 |
1,246.8 |
1,260.9 |
1,291.6 |
|
| S4 |
1,223.9 |
1,238.0 |
1,285.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,331.9 |
1,278.5 |
53.4 |
4.0% |
16.3 |
1.2% |
76% |
True |
False |
324,654 |
| 10 |
1,331.9 |
1,273.2 |
58.7 |
4.5% |
15.0 |
1.1% |
78% |
True |
False |
315,331 |
| 20 |
1,331.9 |
1,257.1 |
74.8 |
5.7% |
14.0 |
1.1% |
83% |
True |
False |
278,234 |
| 40 |
1,331.9 |
1,211.1 |
120.8 |
9.2% |
12.8 |
1.0% |
89% |
True |
False |
174,299 |
| 60 |
1,331.9 |
1,211.1 |
120.8 |
9.2% |
12.7 |
1.0% |
89% |
True |
False |
118,886 |
| 80 |
1,331.9 |
1,211.1 |
120.8 |
9.2% |
12.5 |
0.9% |
89% |
True |
False |
90,345 |
| 100 |
1,331.9 |
1,211.1 |
120.8 |
9.2% |
12.5 |
1.0% |
89% |
True |
False |
72,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,422.4 |
|
2.618 |
1,387.7 |
|
1.618 |
1,366.4 |
|
1.000 |
1,353.2 |
|
0.618 |
1,345.1 |
|
HIGH |
1,331.9 |
|
0.618 |
1,323.8 |
|
0.500 |
1,321.3 |
|
0.382 |
1,318.7 |
|
LOW |
1,310.6 |
|
0.618 |
1,297.4 |
|
1.000 |
1,289.3 |
|
1.618 |
1,276.1 |
|
2.618 |
1,254.8 |
|
4.250 |
1,220.1 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,321.3 |
1,314.3 |
| PP |
1,320.5 |
1,309.8 |
| S1 |
1,319.7 |
1,305.2 |
|