| Trading Metrics calculated at close of trading on 10-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,470.00 |
2,474.00 |
4.00 |
0.2% |
2,470.50 |
| High |
2,474.50 |
2,474.25 |
-0.25 |
0.0% |
2,477.75 |
| Low |
2,459.00 |
2,432.75 |
-26.25 |
-1.1% |
2,463.25 |
| Close |
2,473.00 |
2,437.50 |
-35.50 |
-1.4% |
2,472.00 |
| Range |
15.50 |
41.50 |
26.00 |
167.7% |
14.50 |
| ATR |
13.53 |
15.53 |
2.00 |
14.8% |
0.00 |
| Volume |
1,555,517 |
2,324,062 |
768,545 |
49.4% |
5,735,512 |
|
| Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,572.75 |
2,546.50 |
2,460.25 |
|
| R3 |
2,531.25 |
2,505.00 |
2,449.00 |
|
| R2 |
2,489.75 |
2,489.75 |
2,445.00 |
|
| R1 |
2,463.50 |
2,463.50 |
2,441.25 |
2,456.00 |
| PP |
2,448.25 |
2,448.25 |
2,448.25 |
2,444.25 |
| S1 |
2,422.00 |
2,422.00 |
2,433.75 |
2,414.50 |
| S2 |
2,406.75 |
2,406.75 |
2,430.00 |
|
| S3 |
2,365.25 |
2,380.50 |
2,426.00 |
|
| S4 |
2,323.75 |
2,339.00 |
2,414.75 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,514.50 |
2,507.75 |
2,480.00 |
|
| R3 |
2,500.00 |
2,493.25 |
2,476.00 |
|
| R2 |
2,485.50 |
2,485.50 |
2,474.75 |
|
| R1 |
2,478.75 |
2,478.75 |
2,473.25 |
2,482.00 |
| PP |
2,471.00 |
2,471.00 |
2,471.00 |
2,472.75 |
| S1 |
2,464.25 |
2,464.25 |
2,470.75 |
2,467.50 |
| S2 |
2,456.50 |
2,456.50 |
2,469.25 |
|
| S3 |
2,442.00 |
2,449.75 |
2,468.00 |
|
| S4 |
2,427.50 |
2,435.25 |
2,464.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,488.50 |
2,432.75 |
55.75 |
2.3% |
18.75 |
0.8% |
9% |
False |
True |
1,383,563 |
| 10 |
2,488.50 |
2,432.75 |
55.75 |
2.3% |
14.75 |
0.6% |
9% |
False |
True |
1,273,924 |
| 20 |
2,488.50 |
2,432.75 |
55.75 |
2.3% |
13.75 |
0.6% |
9% |
False |
True |
1,174,842 |
| 40 |
2,488.50 |
2,402.25 |
86.25 |
3.5% |
15.75 |
0.6% |
41% |
False |
False |
1,258,910 |
| 60 |
2,488.50 |
2,341.75 |
146.75 |
6.0% |
16.00 |
0.7% |
65% |
False |
False |
992,131 |
| 80 |
2,488.50 |
2,328.50 |
160.00 |
6.6% |
15.50 |
0.6% |
68% |
False |
False |
745,038 |
| 100 |
2,488.50 |
2,314.75 |
173.75 |
7.1% |
16.50 |
0.7% |
71% |
False |
False |
596,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,650.50 |
|
2.618 |
2,583.00 |
|
1.618 |
2,541.50 |
|
1.000 |
2,515.75 |
|
0.618 |
2,500.00 |
|
HIGH |
2,474.25 |
|
0.618 |
2,458.50 |
|
0.500 |
2,453.50 |
|
0.382 |
2,448.50 |
|
LOW |
2,432.75 |
|
0.618 |
2,407.00 |
|
1.000 |
2,391.25 |
|
1.618 |
2,365.50 |
|
2.618 |
2,324.00 |
|
4.250 |
2,256.50 |
|
|
| Fisher Pivots for day following 10-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,453.50 |
2,460.50 |
| PP |
2,448.25 |
2,453.00 |
| S1 |
2,442.75 |
2,445.25 |
|