| Trading Metrics calculated at close of trading on 14-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1,369.2 |
1,373.1 |
3.9 |
0.3% |
1,411.7 |
| High |
1,375.4 |
1,394.7 |
19.3 |
1.4% |
1,426.8 |
| Low |
1,363.6 |
1,372.7 |
9.1 |
0.7% |
1,363.6 |
| Close |
1,372.0 |
1,393.2 |
21.2 |
1.5% |
1,372.0 |
| Range |
11.8 |
22.0 |
10.2 |
86.4% |
63.2 |
| ATR |
16.3 |
16.7 |
0.5 |
2.8% |
0.0 |
| Volume |
141,810 |
116,657 |
-25,153 |
-17.7% |
643,723 |
|
| Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,452.8 |
1,445.0 |
1,405.3 |
|
| R3 |
1,430.8 |
1,423.0 |
1,399.3 |
|
| R2 |
1,408.8 |
1,408.8 |
1,397.3 |
|
| R1 |
1,401.0 |
1,401.0 |
1,395.3 |
1,405.0 |
| PP |
1,386.8 |
1,386.8 |
1,386.8 |
1,388.8 |
| S1 |
1,379.0 |
1,379.0 |
1,391.3 |
1,383.0 |
| S2 |
1,364.8 |
1,364.8 |
1,389.3 |
|
| S3 |
1,342.8 |
1,357.0 |
1,387.3 |
|
| S4 |
1,320.8 |
1,335.0 |
1,381.0 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,577.0 |
1,537.8 |
1,406.8 |
|
| R3 |
1,513.8 |
1,474.5 |
1,389.5 |
|
| R2 |
1,450.8 |
1,450.8 |
1,383.5 |
|
| R1 |
1,411.3 |
1,411.3 |
1,377.8 |
1,399.5 |
| PP |
1,387.5 |
1,387.5 |
1,387.5 |
1,381.5 |
| S1 |
1,348.3 |
1,348.3 |
1,366.3 |
1,336.3 |
| S2 |
1,324.3 |
1,324.3 |
1,360.5 |
|
| S3 |
1,261.0 |
1,285.0 |
1,354.5 |
|
| S4 |
1,197.8 |
1,221.8 |
1,337.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,426.8 |
1,363.6 |
63.2 |
4.5% |
20.5 |
1.5% |
47% |
False |
False |
139,620 |
| 10 |
1,432.1 |
1,363.6 |
68.5 |
4.9% |
17.5 |
1.3% |
43% |
False |
False |
115,301 |
| 20 |
1,452.3 |
1,363.6 |
88.7 |
6.4% |
15.5 |
1.1% |
33% |
False |
False |
104,397 |
| 40 |
1,452.3 |
1,363.6 |
88.7 |
6.4% |
16.3 |
1.2% |
33% |
False |
False |
109,008 |
| 60 |
1,452.3 |
1,351.0 |
101.3 |
7.3% |
16.0 |
1.2% |
42% |
False |
False |
96,419 |
| 80 |
1,452.3 |
1,344.3 |
108.0 |
7.8% |
14.3 |
1.0% |
45% |
False |
False |
72,343 |
| 100 |
1,452.3 |
1,339.5 |
112.8 |
8.1% |
13.3 |
1.0% |
48% |
False |
False |
57,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,488.3 |
|
2.618 |
1,452.3 |
|
1.618 |
1,430.3 |
|
1.000 |
1,416.8 |
|
0.618 |
1,408.3 |
|
HIGH |
1,394.8 |
|
0.618 |
1,386.3 |
|
0.500 |
1,383.8 |
|
0.382 |
1,381.0 |
|
LOW |
1,372.8 |
|
0.618 |
1,359.0 |
|
1.000 |
1,350.8 |
|
1.618 |
1,337.0 |
|
2.618 |
1,315.0 |
|
4.250 |
1,279.3 |
|
|
| Fisher Pivots for day following 14-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,390.0 |
1,389.0 |
| PP |
1,386.8 |
1,385.0 |
| S1 |
1,383.8 |
1,381.0 |
|