| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
245.17 |
243.06 |
-2.11 |
-0.9% |
242.64 |
| High |
245.20 |
245.15 |
-0.05 |
0.0% |
245.62 |
| Low |
244.09 |
242.93 |
-1.16 |
-0.5% |
241.83 |
| Close |
244.57 |
244.85 |
0.28 |
0.1% |
244.56 |
| Range |
1.11 |
2.22 |
1.11 |
100.0% |
3.79 |
| ATR |
1.59 |
1.63 |
0.05 |
2.9% |
0.00 |
| Volume |
40,565,600 |
51,103,100 |
10,537,500 |
26.0% |
294,001,100 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
250.97 |
250.13 |
246.07 |
|
| R3 |
248.75 |
247.91 |
245.46 |
|
| R2 |
246.53 |
246.53 |
245.26 |
|
| R1 |
245.69 |
245.69 |
245.05 |
246.11 |
| PP |
244.31 |
244.31 |
244.31 |
244.52 |
| S1 |
243.47 |
243.47 |
244.65 |
243.89 |
| S2 |
242.09 |
242.09 |
244.44 |
|
| S3 |
239.87 |
241.25 |
244.24 |
|
| S4 |
237.65 |
239.03 |
243.63 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
255.37 |
253.76 |
246.64 |
|
| R3 |
251.58 |
249.97 |
245.60 |
|
| R2 |
247.79 |
247.79 |
245.25 |
|
| R1 |
246.18 |
246.18 |
244.91 |
246.99 |
| PP |
244.00 |
244.00 |
244.00 |
244.41 |
| S1 |
242.39 |
242.39 |
244.21 |
243.20 |
| S2 |
240.21 |
240.21 |
243.87 |
|
| S3 |
236.42 |
238.60 |
243.52 |
|
| S4 |
232.63 |
234.81 |
242.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
245.61 |
242.93 |
2.68 |
1.1% |
1.37 |
0.6% |
72% |
False |
True |
51,412,000 |
| 10 |
247.57 |
241.83 |
5.74 |
2.3% |
1.69 |
0.7% |
53% |
False |
False |
70,762,360 |
| 20 |
248.91 |
241.83 |
7.08 |
2.9% |
1.47 |
0.6% |
43% |
False |
False |
66,805,665 |
| 40 |
248.91 |
240.34 |
8.57 |
3.5% |
1.29 |
0.5% |
53% |
False |
False |
60,375,060 |
| 60 |
248.91 |
239.96 |
8.95 |
3.7% |
1.34 |
0.5% |
55% |
False |
False |
63,743,020 |
| 80 |
248.91 |
235.43 |
13.48 |
5.5% |
1.30 |
0.5% |
70% |
False |
False |
65,010,598 |
| 100 |
248.91 |
232.51 |
16.40 |
6.7% |
1.32 |
0.5% |
75% |
False |
False |
67,513,287 |
| 120 |
248.91 |
231.61 |
17.30 |
7.1% |
1.38 |
0.6% |
77% |
False |
False |
70,016,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
254.59 |
|
2.618 |
250.96 |
|
1.618 |
248.74 |
|
1.000 |
247.37 |
|
0.618 |
246.52 |
|
HIGH |
245.15 |
|
0.618 |
244.30 |
|
0.500 |
244.04 |
|
0.382 |
243.78 |
|
LOW |
242.93 |
|
0.618 |
241.56 |
|
1.000 |
240.71 |
|
1.618 |
239.34 |
|
2.618 |
237.12 |
|
4.250 |
233.50 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
244.58 |
244.66 |
| PP |
244.31 |
244.46 |
| S1 |
244.04 |
244.27 |
|