Trading Metrics calculated at close of trading on 11-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,276.6 |
1,286.3 |
9.7 |
0.8% |
1,258.7 |
High |
1,287.4 |
1,291.1 |
3.7 |
0.3% |
1,291.1 |
Low |
1,274.9 |
1,282.0 |
7.1 |
0.6% |
1,251.4 |
Close |
1,283.7 |
1,287.7 |
4.0 |
0.3% |
1,287.7 |
Range |
12.5 |
9.1 |
-3.4 |
-27.2% |
39.7 |
ATR |
12.7 |
12.4 |
-0.3 |
-2.0% |
0.0 |
Volume |
608 |
139 |
-469 |
-77.1% |
2,136 |
|
Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.2 |
1,310.1 |
1,292.7 |
|
R3 |
1,305.1 |
1,301.0 |
1,290.2 |
|
R2 |
1,296.0 |
1,296.0 |
1,289.4 |
|
R1 |
1,291.9 |
1,291.9 |
1,288.5 |
1,294.0 |
PP |
1,286.9 |
1,286.9 |
1,286.9 |
1,288.0 |
S1 |
1,282.8 |
1,282.8 |
1,286.9 |
1,284.9 |
S2 |
1,277.8 |
1,277.8 |
1,286.0 |
|
S3 |
1,268.7 |
1,273.7 |
1,285.2 |
|
S4 |
1,259.6 |
1,264.6 |
1,282.7 |
|
|
Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,395.8 |
1,381.5 |
1,309.5 |
|
R3 |
1,356.1 |
1,341.8 |
1,298.6 |
|
R2 |
1,316.4 |
1,316.4 |
1,295.0 |
|
R1 |
1,302.1 |
1,302.1 |
1,291.3 |
1,309.3 |
PP |
1,276.7 |
1,276.7 |
1,276.7 |
1,280.3 |
S1 |
1,262.4 |
1,262.4 |
1,284.1 |
1,269.6 |
S2 |
1,237.0 |
1,237.0 |
1,280.4 |
|
S3 |
1,197.3 |
1,222.7 |
1,276.8 |
|
S4 |
1,157.6 |
1,183.0 |
1,265.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,291.1 |
1,251.4 |
39.7 |
3.1% |
11.1 |
0.9% |
91% |
True |
False |
427 |
10 |
1,291.1 |
1,251.4 |
39.7 |
3.1% |
11.0 |
0.9% |
91% |
True |
False |
1,276 |
20 |
1,291.1 |
1,227.5 |
63.6 |
4.9% |
11.2 |
0.9% |
95% |
True |
False |
106,615 |
40 |
1,291.1 |
1,204.0 |
87.1 |
6.8% |
11.7 |
0.9% |
96% |
True |
False |
167,064 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.4% |
12.4 |
1.0% |
88% |
False |
False |
168,201 |
80 |
1,298.8 |
1,204.0 |
94.8 |
7.4% |
12.3 |
1.0% |
88% |
False |
False |
129,953 |
100 |
1,300.3 |
1,204.0 |
96.3 |
7.5% |
12.2 |
0.9% |
87% |
False |
False |
104,720 |
120 |
1,300.3 |
1,201.4 |
98.9 |
7.7% |
12.1 |
0.9% |
87% |
False |
False |
87,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,329.8 |
2.618 |
1,314.9 |
1.618 |
1,305.8 |
1.000 |
1,300.2 |
0.618 |
1,296.7 |
HIGH |
1,291.1 |
0.618 |
1,287.6 |
0.500 |
1,286.6 |
0.382 |
1,285.5 |
LOW |
1,282.0 |
0.618 |
1,276.4 |
1.000 |
1,272.9 |
1.618 |
1,267.3 |
2.618 |
1,258.2 |
4.250 |
1,243.3 |
|
|
Fisher Pivots for day following 11-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,287.3 |
1,283.7 |
PP |
1,286.9 |
1,279.7 |
S1 |
1,286.6 |
1,275.7 |
|