Trading Metrics calculated at close of trading on 08-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,258.7 |
1,256.9 |
-1.8 |
-0.1% |
1,268.9 |
High |
1,259.1 |
1,264.1 |
5.0 |
0.4% |
1,273.3 |
Low |
1,255.3 |
1,251.4 |
-3.9 |
-0.3% |
1,253.9 |
Close |
1,258.2 |
1,256.4 |
-1.8 |
-0.1% |
1,258.3 |
Range |
3.8 |
12.7 |
8.9 |
234.2% |
19.4 |
ATR |
11.8 |
11.9 |
0.1 |
0.5% |
0.0 |
Volume |
260 |
555 |
295 |
113.5% |
10,633 |
|
Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,295.4 |
1,288.6 |
1,263.4 |
|
R3 |
1,282.7 |
1,275.9 |
1,259.9 |
|
R2 |
1,270.0 |
1,270.0 |
1,258.7 |
|
R1 |
1,263.2 |
1,263.2 |
1,257.6 |
1,260.3 |
PP |
1,257.3 |
1,257.3 |
1,257.3 |
1,255.8 |
S1 |
1,250.5 |
1,250.5 |
1,255.2 |
1,247.6 |
S2 |
1,244.6 |
1,244.6 |
1,254.1 |
|
S3 |
1,231.9 |
1,237.8 |
1,252.9 |
|
S4 |
1,219.2 |
1,225.1 |
1,249.4 |
|
|
Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.0 |
1,308.6 |
1,269.0 |
|
R3 |
1,300.6 |
1,289.2 |
1,263.6 |
|
R2 |
1,281.2 |
1,281.2 |
1,261.9 |
|
R1 |
1,269.8 |
1,269.8 |
1,260.1 |
1,265.8 |
PP |
1,261.8 |
1,261.8 |
1,261.8 |
1,259.9 |
S1 |
1,250.4 |
1,250.4 |
1,256.5 |
1,246.4 |
S2 |
1,242.4 |
1,242.4 |
1,254.7 |
|
S3 |
1,223.0 |
1,231.0 |
1,253.0 |
|
S4 |
1,203.6 |
1,211.6 |
1,247.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,272.3 |
1,251.4 |
20.9 |
1.7% |
11.0 |
0.9% |
24% |
False |
True |
521 |
10 |
1,273.3 |
1,243.2 |
30.1 |
2.4% |
11.6 |
0.9% |
44% |
False |
False |
55,205 |
20 |
1,273.3 |
1,212.5 |
60.8 |
4.8% |
11.3 |
0.9% |
72% |
False |
False |
144,451 |
40 |
1,284.2 |
1,204.0 |
80.2 |
6.4% |
12.0 |
1.0% |
65% |
False |
False |
186,508 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.5% |
12.4 |
1.0% |
55% |
False |
False |
169,074 |
80 |
1,300.3 |
1,204.0 |
96.3 |
7.7% |
12.3 |
1.0% |
54% |
False |
False |
130,140 |
100 |
1,300.3 |
1,204.0 |
96.3 |
7.7% |
12.1 |
1.0% |
54% |
False |
False |
104,788 |
120 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.1 |
1.0% |
56% |
False |
False |
87,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,318.1 |
2.618 |
1,297.3 |
1.618 |
1,284.6 |
1.000 |
1,276.8 |
0.618 |
1,271.9 |
HIGH |
1,264.1 |
0.618 |
1,259.2 |
0.500 |
1,257.8 |
0.382 |
1,256.3 |
LOW |
1,251.4 |
0.618 |
1,243.6 |
1.000 |
1,238.7 |
1.618 |
1,230.9 |
2.618 |
1,218.2 |
4.250 |
1,197.4 |
|
|
Fisher Pivots for day following 08-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,257.8 |
1,260.5 |
PP |
1,257.3 |
1,259.1 |
S1 |
1,256.9 |
1,257.8 |
|