| Trading Metrics calculated at close of trading on 28-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,442.50 |
2,442.00 |
-0.50 |
0.0% |
2,428.75 |
| High |
2,453.50 |
2,449.25 |
-4.25 |
-0.2% |
2,454.75 |
| Low |
2,437.50 |
2,436.25 |
-1.25 |
-0.1% |
2,415.75 |
| Close |
2,442.50 |
2,443.75 |
1.25 |
0.1% |
2,442.50 |
| Range |
16.00 |
13.00 |
-3.00 |
-18.8% |
39.00 |
| ATR |
17.94 |
17.59 |
-0.35 |
-2.0% |
0.00 |
| Volume |
1,211,227 |
953,054 |
-258,173 |
-21.3% |
6,569,148 |
|
| Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,482.00 |
2,476.00 |
2,451.00 |
|
| R3 |
2,469.00 |
2,463.00 |
2,447.25 |
|
| R2 |
2,456.00 |
2,456.00 |
2,446.25 |
|
| R1 |
2,450.00 |
2,450.00 |
2,445.00 |
2,453.00 |
| PP |
2,443.00 |
2,443.00 |
2,443.00 |
2,444.50 |
| S1 |
2,437.00 |
2,437.00 |
2,442.50 |
2,440.00 |
| S2 |
2,430.00 |
2,430.00 |
2,441.25 |
|
| S3 |
2,417.00 |
2,424.00 |
2,440.25 |
|
| S4 |
2,404.00 |
2,411.00 |
2,436.50 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,554.75 |
2,537.50 |
2,464.00 |
|
| R3 |
2,515.75 |
2,498.50 |
2,453.25 |
|
| R2 |
2,476.75 |
2,476.75 |
2,449.75 |
|
| R1 |
2,459.50 |
2,459.50 |
2,446.00 |
2,468.00 |
| PP |
2,437.75 |
2,437.75 |
2,437.75 |
2,442.00 |
| S1 |
2,420.50 |
2,420.50 |
2,439.00 |
2,429.00 |
| S2 |
2,398.75 |
2,398.75 |
2,435.25 |
|
| S3 |
2,359.75 |
2,381.50 |
2,431.75 |
|
| S4 |
2,320.75 |
2,342.50 |
2,421.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,454.75 |
2,427.50 |
27.25 |
1.1% |
17.25 |
0.7% |
60% |
False |
False |
1,236,447 |
| 10 |
2,474.00 |
2,415.75 |
58.25 |
2.4% |
19.25 |
0.8% |
48% |
False |
False |
1,415,918 |
| 20 |
2,488.50 |
2,415.75 |
72.75 |
3.0% |
18.00 |
0.7% |
38% |
False |
False |
1,382,651 |
| 40 |
2,488.50 |
2,405.25 |
83.25 |
3.4% |
16.00 |
0.7% |
46% |
False |
False |
1,245,457 |
| 60 |
2,488.50 |
2,402.25 |
86.25 |
3.5% |
16.25 |
0.7% |
48% |
False |
False |
1,277,696 |
| 80 |
2,488.50 |
2,341.75 |
146.75 |
6.0% |
16.25 |
0.7% |
70% |
False |
False |
960,781 |
| 100 |
2,488.50 |
2,320.00 |
168.50 |
6.9% |
16.25 |
0.7% |
73% |
False |
False |
769,198 |
| 120 |
2,488.50 |
2,314.75 |
173.75 |
7.1% |
16.50 |
0.7% |
74% |
False |
False |
641,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,504.50 |
|
2.618 |
2,483.25 |
|
1.618 |
2,470.25 |
|
1.000 |
2,462.25 |
|
0.618 |
2,457.25 |
|
HIGH |
2,449.25 |
|
0.618 |
2,444.25 |
|
0.500 |
2,442.75 |
|
0.382 |
2,441.25 |
|
LOW |
2,436.25 |
|
0.618 |
2,428.25 |
|
1.000 |
2,423.25 |
|
1.618 |
2,415.25 |
|
2.618 |
2,402.25 |
|
4.250 |
2,381.00 |
|
|
| Fisher Pivots for day following 28-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,443.50 |
2,444.00 |
| PP |
2,443.00 |
2,444.00 |
| S1 |
2,442.75 |
2,443.75 |
|