| Trading Metrics calculated at close of trading on 23-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,425.50 |
2,451.00 |
25.50 |
1.1% |
2,439.75 |
| High |
2,452.00 |
2,452.50 |
0.50 |
0.0% |
2,472.00 |
| Low |
2,425.50 |
2,436.75 |
11.25 |
0.5% |
2,417.50 |
| Close |
2,450.75 |
2,439.50 |
-11.25 |
-0.5% |
2,424.75 |
| Range |
26.50 |
15.75 |
-10.75 |
-40.6% |
54.50 |
| ATR |
18.23 |
18.05 |
-0.18 |
-1.0% |
0.00 |
| Volume |
14,769 |
8,364 |
-6,405 |
-43.4% |
48,609 |
|
| Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,490.25 |
2,480.50 |
2,448.25 |
|
| R3 |
2,474.50 |
2,464.75 |
2,443.75 |
|
| R2 |
2,458.75 |
2,458.75 |
2,442.50 |
|
| R1 |
2,449.00 |
2,449.00 |
2,441.00 |
2,446.00 |
| PP |
2,443.00 |
2,443.00 |
2,443.00 |
2,441.50 |
| S1 |
2,433.25 |
2,433.25 |
2,438.00 |
2,430.25 |
| S2 |
2,427.25 |
2,427.25 |
2,436.50 |
|
| S3 |
2,411.50 |
2,417.50 |
2,435.25 |
|
| S4 |
2,395.75 |
2,401.75 |
2,430.75 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,601.50 |
2,567.75 |
2,454.75 |
|
| R3 |
2,547.00 |
2,513.25 |
2,439.75 |
|
| R2 |
2,492.50 |
2,492.50 |
2,434.75 |
|
| R1 |
2,458.75 |
2,458.75 |
2,429.75 |
2,448.50 |
| PP |
2,438.00 |
2,438.00 |
2,438.00 |
2,433.00 |
| S1 |
2,404.25 |
2,404.25 |
2,419.75 |
2,394.00 |
| S2 |
2,383.50 |
2,383.50 |
2,414.75 |
|
| S3 |
2,329.00 |
2,349.75 |
2,409.75 |
|
| S4 |
2,274.50 |
2,295.25 |
2,394.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,466.25 |
2,414.00 |
52.25 |
2.1% |
24.25 |
1.0% |
49% |
False |
False |
11,599 |
| 10 |
2,472.00 |
2,414.00 |
58.00 |
2.4% |
22.75 |
0.9% |
44% |
False |
False |
10,150 |
| 20 |
2,486.25 |
2,414.00 |
72.25 |
3.0% |
17.75 |
0.7% |
35% |
False |
False |
7,319 |
| 40 |
2,486.25 |
2,400.75 |
85.50 |
3.5% |
16.75 |
0.7% |
45% |
False |
False |
4,910 |
| 60 |
2,486.25 |
2,397.50 |
88.75 |
3.6% |
16.00 |
0.7% |
47% |
False |
False |
3,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,519.50 |
|
2.618 |
2,493.75 |
|
1.618 |
2,478.00 |
|
1.000 |
2,468.25 |
|
0.618 |
2,462.25 |
|
HIGH |
2,452.50 |
|
0.618 |
2,446.50 |
|
0.500 |
2,444.50 |
|
0.382 |
2,442.75 |
|
LOW |
2,436.75 |
|
0.618 |
2,427.00 |
|
1.000 |
2,421.00 |
|
1.618 |
2,411.25 |
|
2.618 |
2,395.50 |
|
4.250 |
2,369.75 |
|
|
| Fisher Pivots for day following 23-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,444.50 |
2,437.50 |
| PP |
2,443.00 |
2,435.25 |
| S1 |
2,441.25 |
2,433.25 |
|