| Trading Metrics calculated at close of trading on 24-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,451.00 |
2,437.75 |
-13.25 |
-0.5% |
2,439.75 |
| High |
2,452.50 |
2,446.75 |
-5.75 |
-0.2% |
2,472.00 |
| Low |
2,436.75 |
2,432.75 |
-4.00 |
-0.2% |
2,417.50 |
| Close |
2,439.50 |
2,438.75 |
-0.75 |
0.0% |
2,424.75 |
| Range |
15.75 |
14.00 |
-1.75 |
-11.1% |
54.50 |
| ATR |
18.05 |
17.76 |
-0.29 |
-1.6% |
0.00 |
| Volume |
8,364 |
12,409 |
4,045 |
48.4% |
48,609 |
|
| Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,481.50 |
2,474.00 |
2,446.50 |
|
| R3 |
2,467.50 |
2,460.00 |
2,442.50 |
|
| R2 |
2,453.50 |
2,453.50 |
2,441.25 |
|
| R1 |
2,446.00 |
2,446.00 |
2,440.00 |
2,449.75 |
| PP |
2,439.50 |
2,439.50 |
2,439.50 |
2,441.25 |
| S1 |
2,432.00 |
2,432.00 |
2,437.50 |
2,435.75 |
| S2 |
2,425.50 |
2,425.50 |
2,436.25 |
|
| S3 |
2,411.50 |
2,418.00 |
2,435.00 |
|
| S4 |
2,397.50 |
2,404.00 |
2,431.00 |
|
|
| 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 |
2,452.50 |
2,414.00 |
38.50 |
1.6% |
18.25 |
0.7% |
64% |
False |
False |
10,509 |
| 10 |
2,472.00 |
2,414.00 |
58.00 |
2.4% |
20.25 |
0.8% |
43% |
False |
False |
9,946 |
| 20 |
2,486.25 |
2,414.00 |
72.25 |
3.0% |
17.25 |
0.7% |
34% |
False |
False |
7,788 |
| 40 |
2,486.25 |
2,400.75 |
85.50 |
3.5% |
16.50 |
0.7% |
44% |
False |
False |
5,152 |
| 60 |
2,486.25 |
2,400.75 |
85.50 |
3.5% |
16.00 |
0.7% |
44% |
False |
False |
3,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,506.25 |
|
2.618 |
2,483.50 |
|
1.618 |
2,469.50 |
|
1.000 |
2,460.75 |
|
0.618 |
2,455.50 |
|
HIGH |
2,446.75 |
|
0.618 |
2,441.50 |
|
0.500 |
2,439.75 |
|
0.382 |
2,438.00 |
|
LOW |
2,432.75 |
|
0.618 |
2,424.00 |
|
1.000 |
2,418.75 |
|
1.618 |
2,410.00 |
|
2.618 |
2,396.00 |
|
4.250 |
2,373.25 |
|
|
| Fisher Pivots for day following 24-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,439.75 |
2,439.00 |
| PP |
2,439.50 |
2,439.00 |
| S1 |
2,439.00 |
2,438.75 |
|