Trading Metrics calculated at close of trading on 09-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,256.9 |
1,260.2 |
3.3 |
0.3% |
1,268.9 |
High |
1,264.1 |
1,277.8 |
13.7 |
1.1% |
1,273.3 |
Low |
1,251.4 |
1,260.2 |
8.8 |
0.7% |
1,253.9 |
Close |
1,256.4 |
1,273.0 |
16.6 |
1.3% |
1,258.3 |
Range |
12.7 |
17.6 |
4.9 |
38.6% |
19.4 |
ATR |
11.9 |
12.6 |
0.7 |
5.7% |
0.0 |
Volume |
555 |
574 |
19 |
3.4% |
10,633 |
|
Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.1 |
1,315.7 |
1,282.7 |
|
R3 |
1,305.5 |
1,298.1 |
1,277.8 |
|
R2 |
1,287.9 |
1,287.9 |
1,276.2 |
|
R1 |
1,280.5 |
1,280.5 |
1,274.6 |
1,284.2 |
PP |
1,270.3 |
1,270.3 |
1,270.3 |
1,272.2 |
S1 |
1,262.9 |
1,262.9 |
1,271.4 |
1,266.6 |
S2 |
1,252.7 |
1,252.7 |
1,269.8 |
|
S3 |
1,235.1 |
1,245.3 |
1,268.2 |
|
S4 |
1,217.5 |
1,227.7 |
1,263.3 |
|
|
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 |
1,277.8 |
1,251.4 |
26.4 |
2.1% |
12.6 |
1.0% |
82% |
True |
False |
557 |
10 |
1,277.8 |
1,251.4 |
26.4 |
2.1% |
11.3 |
0.9% |
82% |
True |
False |
29,651 |
20 |
1,277.8 |
1,214.0 |
63.8 |
5.0% |
11.5 |
0.9% |
92% |
True |
False |
131,341 |
40 |
1,284.2 |
1,204.0 |
80.2 |
6.3% |
12.2 |
1.0% |
86% |
False |
False |
182,133 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.4% |
12.5 |
1.0% |
73% |
False |
False |
168,921 |
80 |
1,298.8 |
1,204.0 |
94.8 |
7.4% |
12.4 |
1.0% |
73% |
False |
False |
130,096 |
100 |
1,300.3 |
1,204.0 |
96.3 |
7.6% |
12.2 |
1.0% |
72% |
False |
False |
104,744 |
120 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.1 |
1.0% |
72% |
False |
False |
87,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,352.6 |
2.618 |
1,323.9 |
1.618 |
1,306.3 |
1.000 |
1,295.4 |
0.618 |
1,288.7 |
HIGH |
1,277.8 |
0.618 |
1,271.1 |
0.500 |
1,269.0 |
0.382 |
1,266.9 |
LOW |
1,260.2 |
0.618 |
1,249.3 |
1.000 |
1,242.6 |
1.618 |
1,231.7 |
2.618 |
1,214.1 |
4.250 |
1,185.4 |
|
|
Fisher Pivots for day following 09-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,271.7 |
1,270.2 |
PP |
1,270.3 |
1,267.4 |
S1 |
1,269.0 |
1,264.6 |
|