| 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 |
3,395.0 |
3,402.0 |
7.0 |
0.2% |
3,423.0 |
| High |
3,401.0 |
3,422.0 |
21.0 |
0.6% |
3,451.0 |
| Low |
3,382.0 |
3,399.0 |
17.0 |
0.5% |
3,396.0 |
| Close |
3,390.0 |
3,410.0 |
20.0 |
0.6% |
3,426.0 |
| Range |
19.0 |
23.0 |
4.0 |
21.1% |
55.0 |
| ATR |
36.5 |
36.2 |
-0.3 |
-0.9% |
0.0 |
| Volume |
41,655 |
8,059 |
-33,596 |
-80.7% |
8,882 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,479.3 |
3,467.7 |
3,422.7 |
|
| R3 |
3,456.3 |
3,444.7 |
3,416.3 |
|
| R2 |
3,433.3 |
3,433.3 |
3,414.2 |
|
| R1 |
3,421.7 |
3,421.7 |
3,412.1 |
3,427.5 |
| PP |
3,410.3 |
3,410.3 |
3,410.3 |
3,413.3 |
| S1 |
3,398.7 |
3,398.7 |
3,407.9 |
3,404.5 |
| S2 |
3,387.3 |
3,387.3 |
3,405.8 |
|
| S3 |
3,364.3 |
3,375.7 |
3,403.7 |
|
| S4 |
3,341.3 |
3,352.7 |
3,397.4 |
|
|
| 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 |
3,444.0 |
3,348.0 |
96.0 |
2.8% |
27.4 |
0.8% |
65% |
False |
False |
18,332 |
| 10 |
3,451.0 |
3,348.0 |
103.0 |
3.0% |
27.5 |
0.8% |
60% |
False |
False |
11,733 |
| 20 |
3,509.0 |
3,348.0 |
161.0 |
4.7% |
31.7 |
0.9% |
39% |
False |
False |
6,450 |
| 40 |
3,520.0 |
3,348.0 |
172.0 |
5.0% |
32.0 |
0.9% |
36% |
False |
False |
4,735 |
| 60 |
3,577.0 |
3,348.0 |
229.0 |
6.7% |
33.4 |
1.0% |
27% |
False |
False |
3,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,519.8 |
|
2.618 |
3,482.2 |
|
1.618 |
3,459.2 |
|
1.000 |
3,445.0 |
|
0.618 |
3,436.2 |
|
HIGH |
3,422.0 |
|
0.618 |
3,413.2 |
|
0.500 |
3,410.5 |
|
0.382 |
3,407.8 |
|
LOW |
3,399.0 |
|
0.618 |
3,384.8 |
|
1.000 |
3,376.0 |
|
1.618 |
3,361.8 |
|
2.618 |
3,338.8 |
|
4.250 |
3,301.3 |
|
|
| Fisher Pivots for day following 31-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,410.5 |
3,401.7 |
| PP |
3,410.3 |
3,393.3 |
| S1 |
3,410.2 |
3,385.0 |
|