Trading Metrics calculated at close of trading on 14-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,286.3 |
1,288.4 |
2.1 |
0.2% |
1,258.7 |
High |
1,291.1 |
1,288.4 |
-2.7 |
-0.2% |
1,291.1 |
Low |
1,282.0 |
1,278.8 |
-3.2 |
-0.2% |
1,251.4 |
Close |
1,287.7 |
1,284.2 |
-3.5 |
-0.3% |
1,287.7 |
Range |
9.1 |
9.6 |
0.5 |
5.5% |
39.7 |
ATR |
12.4 |
12.2 |
-0.2 |
-1.6% |
0.0 |
Volume |
139 |
338 |
199 |
143.2% |
2,136 |
|
Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,312.6 |
1,308.0 |
1,289.5 |
|
R3 |
1,303.0 |
1,298.4 |
1,286.8 |
|
R2 |
1,293.4 |
1,293.4 |
1,286.0 |
|
R1 |
1,288.8 |
1,288.8 |
1,285.1 |
1,286.3 |
PP |
1,283.8 |
1,283.8 |
1,283.8 |
1,282.6 |
S1 |
1,279.2 |
1,279.2 |
1,283.3 |
1,276.7 |
S2 |
1,274.2 |
1,274.2 |
1,282.4 |
|
S3 |
1,264.6 |
1,269.6 |
1,281.6 |
|
S4 |
1,255.0 |
1,260.0 |
1,278.9 |
|
|
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% |
12.3 |
1.0% |
83% |
False |
False |
442 |
10 |
1,291.1 |
1,251.4 |
39.7 |
3.1% |
11.5 |
0.9% |
83% |
False |
False |
532 |
20 |
1,291.1 |
1,232.2 |
58.9 |
4.6% |
11.3 |
0.9% |
88% |
False |
False |
97,887 |
40 |
1,291.1 |
1,204.0 |
87.1 |
6.8% |
11.8 |
0.9% |
92% |
False |
False |
163,345 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.4% |
12.2 |
0.9% |
85% |
False |
False |
167,778 |
80 |
1,298.8 |
1,204.0 |
94.8 |
7.4% |
12.3 |
1.0% |
85% |
False |
False |
129,921 |
100 |
1,300.3 |
1,204.0 |
96.3 |
7.5% |
12.2 |
1.0% |
83% |
False |
False |
104,705 |
120 |
1,300.3 |
1,201.4 |
98.9 |
7.7% |
12.1 |
0.9% |
84% |
False |
False |
87,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,329.2 |
2.618 |
1,313.5 |
1.618 |
1,303.9 |
1.000 |
1,298.0 |
0.618 |
1,294.3 |
HIGH |
1,288.4 |
0.618 |
1,284.7 |
0.500 |
1,283.6 |
0.382 |
1,282.5 |
LOW |
1,278.8 |
0.618 |
1,272.9 |
1.000 |
1,269.2 |
1.618 |
1,263.3 |
2.618 |
1,253.7 |
4.250 |
1,238.0 |
|
|
Fisher Pivots for day following 14-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,284.0 |
1,283.8 |
PP |
1,283.8 |
1,283.4 |
S1 |
1,283.6 |
1,283.0 |
|