| 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 |
3,415.0 |
3,384.0 |
-31.0 |
-0.9% |
3,423.0 |
| High |
3,425.0 |
3,391.0 |
-34.0 |
-1.0% |
3,451.0 |
| Low |
3,398.0 |
3,348.0 |
-50.0 |
-1.5% |
3,396.0 |
| Close |
3,408.0 |
3,373.0 |
-35.0 |
-1.0% |
3,426.0 |
| Range |
27.0 |
43.0 |
16.0 |
59.3% |
55.0 |
| ATR |
35.4 |
37.2 |
1.8 |
5.0% |
0.0 |
| Volume |
551 |
41,033 |
40,482 |
7,347.0% |
8,882 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,499.7 |
3,479.3 |
3,396.7 |
|
| R3 |
3,456.7 |
3,436.3 |
3,384.8 |
|
| R2 |
3,413.7 |
3,413.7 |
3,380.9 |
|
| R1 |
3,393.3 |
3,393.3 |
3,376.9 |
3,382.0 |
| PP |
3,370.7 |
3,370.7 |
3,370.7 |
3,365.0 |
| S1 |
3,350.3 |
3,350.3 |
3,369.1 |
3,339.0 |
| S2 |
3,327.7 |
3,327.7 |
3,365.1 |
|
| S3 |
3,284.7 |
3,307.3 |
3,361.2 |
|
| S4 |
3,241.7 |
3,264.3 |
3,349.4 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,589.3 |
3,562.7 |
3,456.3 |
|
| R3 |
3,534.3 |
3,507.7 |
3,441.1 |
|
| R2 |
3,479.3 |
3,479.3 |
3,436.1 |
|
| R1 |
3,452.7 |
3,452.7 |
3,431.0 |
3,466.0 |
| PP |
3,424.3 |
3,424.3 |
3,424.3 |
3,431.0 |
| S1 |
3,397.7 |
3,397.7 |
3,421.0 |
3,411.0 |
| S2 |
3,369.3 |
3,369.3 |
3,415.9 |
|
| S3 |
3,314.3 |
3,342.7 |
3,410.9 |
|
| S4 |
3,259.3 |
3,287.7 |
3,395.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,451.0 |
3,348.0 |
103.0 |
3.1% |
28.4 |
0.8% |
24% |
False |
True |
9,740 |
| 10 |
3,480.0 |
3,348.0 |
132.0 |
3.9% |
31.0 |
0.9% |
19% |
False |
True |
7,324 |
| 20 |
3,509.0 |
3,348.0 |
161.0 |
4.8% |
32.5 |
1.0% |
16% |
False |
True |
4,482 |
| 40 |
3,520.0 |
3,348.0 |
172.0 |
5.1% |
32.4 |
1.0% |
15% |
False |
True |
3,504 |
| 60 |
3,577.0 |
3,348.0 |
229.0 |
6.8% |
33.0 |
1.0% |
11% |
False |
True |
2,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,573.8 |
|
2.618 |
3,503.6 |
|
1.618 |
3,460.6 |
|
1.000 |
3,434.0 |
|
0.618 |
3,417.6 |
|
HIGH |
3,391.0 |
|
0.618 |
3,374.6 |
|
0.500 |
3,369.5 |
|
0.382 |
3,364.4 |
|
LOW |
3,348.0 |
|
0.618 |
3,321.4 |
|
1.000 |
3,305.0 |
|
1.618 |
3,278.4 |
|
2.618 |
3,235.4 |
|
4.250 |
3,165.3 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,371.8 |
3,396.0 |
| PP |
3,370.7 |
3,388.3 |
| S1 |
3,369.5 |
3,380.7 |
|