| Trading Metrics calculated at close of trading on 30-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,433.25 |
2,445.00 |
11.75 |
0.5% |
2,426.00 |
| High |
2,446.25 |
2,457.75 |
11.50 |
0.5% |
2,452.50 |
| Low |
2,419.25 |
2,440.75 |
21.50 |
0.9% |
2,414.00 |
| Close |
2,445.00 |
2,453.75 |
8.75 |
0.4% |
2,440.50 |
| Range |
27.00 |
17.00 |
-10.00 |
-37.0% |
38.50 |
| ATR |
17.98 |
17.91 |
-0.07 |
-0.4% |
0.00 |
| Volume |
23,059 |
18,950 |
-4,109 |
-17.8% |
60,988 |
|
| Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,501.75 |
2,494.75 |
2,463.00 |
|
| R3 |
2,484.75 |
2,477.75 |
2,458.50 |
|
| R2 |
2,467.75 |
2,467.75 |
2,456.75 |
|
| R1 |
2,460.75 |
2,460.75 |
2,455.25 |
2,464.25 |
| PP |
2,450.75 |
2,450.75 |
2,450.75 |
2,452.50 |
| S1 |
2,443.75 |
2,443.75 |
2,452.25 |
2,447.25 |
| S2 |
2,433.75 |
2,433.75 |
2,450.75 |
|
| S3 |
2,416.75 |
2,426.75 |
2,449.00 |
|
| S4 |
2,399.75 |
2,409.75 |
2,444.50 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,551.25 |
2,534.25 |
2,461.75 |
|
| R3 |
2,512.75 |
2,495.75 |
2,451.00 |
|
| R2 |
2,474.25 |
2,474.25 |
2,447.50 |
|
| R1 |
2,457.25 |
2,457.25 |
2,444.00 |
2,465.75 |
| PP |
2,435.75 |
2,435.75 |
2,435.75 |
2,440.00 |
| S1 |
2,418.75 |
2,418.75 |
2,437.00 |
2,427.25 |
| S2 |
2,397.25 |
2,397.25 |
2,433.50 |
|
| S3 |
2,358.75 |
2,380.25 |
2,430.00 |
|
| S4 |
2,320.25 |
2,341.75 |
2,419.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,457.75 |
2,419.25 |
38.50 |
1.6% |
17.25 |
0.7% |
90% |
True |
False |
18,030 |
| 10 |
2,466.25 |
2,414.00 |
52.25 |
2.1% |
20.75 |
0.8% |
76% |
False |
False |
14,814 |
| 20 |
2,486.25 |
2,414.00 |
72.25 |
2.9% |
18.75 |
0.8% |
55% |
False |
False |
11,106 |
| 40 |
2,486.25 |
2,403.50 |
82.75 |
3.4% |
16.00 |
0.7% |
61% |
False |
False |
6,789 |
| 60 |
2,486.25 |
2,400.75 |
85.50 |
3.5% |
16.50 |
0.7% |
62% |
False |
False |
5,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,530.00 |
|
2.618 |
2,502.25 |
|
1.618 |
2,485.25 |
|
1.000 |
2,474.75 |
|
0.618 |
2,468.25 |
|
HIGH |
2,457.75 |
|
0.618 |
2,451.25 |
|
0.500 |
2,449.25 |
|
0.382 |
2,447.25 |
|
LOW |
2,440.75 |
|
0.618 |
2,430.25 |
|
1.000 |
2,423.75 |
|
1.618 |
2,413.25 |
|
2.618 |
2,396.25 |
|
4.250 |
2,368.50 |
|
|
| Fisher Pivots for day following 30-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,452.25 |
2,448.75 |
| PP |
2,450.75 |
2,443.50 |
| S1 |
2,449.25 |
2,438.50 |
|