| Trading Metrics calculated at close of trading on 31-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1,314.8 |
1,314.1 |
-0.7 |
-0.1% |
1,289.1 |
| High |
1,319.3 |
1,329.0 |
9.7 |
0.7% |
1,301.4 |
| Low |
1,310.1 |
1,302.3 |
-7.8 |
-0.6% |
1,278.5 |
| Close |
1,314.1 |
1,322.2 |
8.1 |
0.6% |
1,297.9 |
| Range |
9.2 |
26.7 |
17.5 |
190.2% |
22.9 |
| ATR |
14.1 |
15.0 |
0.9 |
6.3% |
0.0 |
| Volume |
460,450 |
312,013 |
-148,437 |
-32.2% |
1,371,474 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,397.9 |
1,386.8 |
1,336.9 |
|
| R3 |
1,371.2 |
1,360.1 |
1,329.5 |
|
| R2 |
1,344.5 |
1,344.5 |
1,327.1 |
|
| R1 |
1,333.4 |
1,333.4 |
1,324.6 |
1,339.0 |
| PP |
1,317.8 |
1,317.8 |
1,317.8 |
1,320.6 |
| S1 |
1,306.7 |
1,306.7 |
1,319.8 |
1,312.3 |
| S2 |
1,291.1 |
1,291.1 |
1,317.3 |
|
| S3 |
1,264.4 |
1,280.0 |
1,314.9 |
|
| S4 |
1,237.7 |
1,253.3 |
1,307.5 |
|
|
| 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% |
20.2 |
1.5% |
82% |
False |
False |
382,666 |
| 10 |
1,331.9 |
1,278.5 |
53.4 |
4.0% |
16.0 |
1.2% |
82% |
False |
False |
332,273 |
| 20 |
1,331.9 |
1,257.1 |
74.8 |
5.7% |
14.6 |
1.1% |
87% |
False |
False |
295,957 |
| 40 |
1,331.9 |
1,211.1 |
120.8 |
9.1% |
13.2 |
1.0% |
92% |
False |
False |
192,366 |
| 60 |
1,331.9 |
1,211.1 |
120.8 |
9.1% |
12.8 |
1.0% |
92% |
False |
False |
131,614 |
| 80 |
1,331.9 |
1,211.1 |
120.8 |
9.1% |
12.6 |
1.0% |
92% |
False |
False |
99,891 |
| 100 |
1,331.9 |
1,211.1 |
120.8 |
9.1% |
12.6 |
1.0% |
92% |
False |
False |
80,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,442.5 |
|
2.618 |
1,398.9 |
|
1.618 |
1,372.2 |
|
1.000 |
1,355.7 |
|
0.618 |
1,345.5 |
|
HIGH |
1,329.0 |
|
0.618 |
1,318.8 |
|
0.500 |
1,315.7 |
|
0.382 |
1,312.5 |
|
LOW |
1,302.3 |
|
0.618 |
1,285.8 |
|
1.000 |
1,275.6 |
|
1.618 |
1,259.1 |
|
2.618 |
1,232.4 |
|
4.250 |
1,188.8 |
|
|
| Fisher Pivots for day following 31-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,320.0 |
1,320.5 |
| PP |
1,317.8 |
1,318.8 |
| S1 |
1,315.7 |
1,317.1 |
|