| 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 |
2,446.50 |
2,455.25 |
8.75 |
0.4% |
2,428.75 |
| High |
2,459.75 |
2,474.25 |
14.50 |
0.6% |
2,454.75 |
| Low |
2,442.75 |
2,454.75 |
12.00 |
0.5% |
2,415.75 |
| Close |
2,455.75 |
2,470.00 |
14.25 |
0.6% |
2,442.50 |
| Range |
17.00 |
19.50 |
2.50 |
14.7% |
39.00 |
| ATR |
18.20 |
18.30 |
0.09 |
0.5% |
0.00 |
| Volume |
1,301,444 |
1,752,826 |
451,382 |
34.7% |
6,569,148 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,524.75 |
2,517.00 |
2,480.75 |
|
| R3 |
2,505.25 |
2,497.50 |
2,475.25 |
|
| R2 |
2,485.75 |
2,485.75 |
2,473.50 |
|
| R1 |
2,478.00 |
2,478.00 |
2,471.75 |
2,482.00 |
| PP |
2,466.25 |
2,466.25 |
2,466.25 |
2,468.25 |
| S1 |
2,458.50 |
2,458.50 |
2,468.25 |
2,462.50 |
| S2 |
2,446.75 |
2,446.75 |
2,466.50 |
|
| S3 |
2,427.25 |
2,439.00 |
2,464.75 |
|
| S4 |
2,407.75 |
2,419.50 |
2,459.25 |
|
|
| 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 |
2,474.25 |
2,421.00 |
53.25 |
2.2% |
18.50 |
0.8% |
92% |
True |
False |
1,366,762 |
| 10 |
2,474.25 |
2,415.75 |
58.50 |
2.4% |
18.50 |
0.8% |
93% |
True |
False |
1,439,503 |
| 20 |
2,488.50 |
2,415.75 |
72.75 |
2.9% |
19.50 |
0.8% |
75% |
False |
False |
1,444,355 |
| 40 |
2,488.50 |
2,407.50 |
81.00 |
3.3% |
16.25 |
0.7% |
77% |
False |
False |
1,270,760 |
| 60 |
2,488.50 |
2,402.25 |
86.25 |
3.5% |
17.00 |
0.7% |
79% |
False |
False |
1,349,608 |
| 80 |
2,488.50 |
2,341.75 |
146.75 |
5.9% |
16.25 |
0.7% |
87% |
False |
False |
1,019,001 |
| 100 |
2,488.50 |
2,320.00 |
168.50 |
6.8% |
16.25 |
0.7% |
89% |
False |
False |
815,829 |
| 120 |
2,488.50 |
2,314.75 |
173.75 |
7.0% |
16.75 |
0.7% |
89% |
False |
False |
680,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,557.00 |
|
2.618 |
2,525.25 |
|
1.618 |
2,505.75 |
|
1.000 |
2,493.75 |
|
0.618 |
2,486.25 |
|
HIGH |
2,474.25 |
|
0.618 |
2,466.75 |
|
0.500 |
2,464.50 |
|
0.382 |
2,462.25 |
|
LOW |
2,454.75 |
|
0.618 |
2,442.75 |
|
1.000 |
2,435.25 |
|
1.618 |
2,423.25 |
|
2.618 |
2,403.75 |
|
4.250 |
2,372.00 |
|
|
| Fisher Pivots for day following 31-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,468.25 |
2,462.50 |
| PP |
2,466.25 |
2,455.00 |
| S1 |
2,464.50 |
2,447.50 |
|