Trading Metrics calculated at close of trading on 15-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,288.4 |
1,280.5 |
-7.9 |
-0.6% |
1,258.7 |
High |
1,288.4 |
1,280.5 |
-7.9 |
-0.6% |
1,291.1 |
Low |
1,278.8 |
1,267.4 |
-11.4 |
-0.9% |
1,251.4 |
Close |
1,284.2 |
1,273.7 |
-10.5 |
-0.8% |
1,287.7 |
Range |
9.6 |
13.1 |
3.5 |
36.5% |
39.7 |
ATR |
12.2 |
12.6 |
0.3 |
2.7% |
0.0 |
Volume |
338 |
188 |
-150 |
-44.4% |
2,136 |
|
Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.2 |
1,306.5 |
1,280.9 |
|
R3 |
1,300.1 |
1,293.4 |
1,277.3 |
|
R2 |
1,287.0 |
1,287.0 |
1,276.1 |
|
R1 |
1,280.3 |
1,280.3 |
1,274.9 |
1,277.1 |
PP |
1,273.9 |
1,273.9 |
1,273.9 |
1,272.3 |
S1 |
1,267.2 |
1,267.2 |
1,272.5 |
1,264.0 |
S2 |
1,260.8 |
1,260.8 |
1,271.3 |
|
S3 |
1,247.7 |
1,254.1 |
1,270.1 |
|
S4 |
1,234.6 |
1,241.0 |
1,266.5 |
|
|
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 |
1,260.2 |
30.9 |
2.4% |
12.4 |
1.0% |
44% |
False |
False |
369 |
10 |
1,291.1 |
1,251.4 |
39.7 |
3.1% |
11.7 |
0.9% |
56% |
False |
False |
445 |
20 |
1,291.1 |
1,234.6 |
56.5 |
4.4% |
11.4 |
0.9% |
69% |
False |
False |
85,237 |
40 |
1,291.1 |
1,204.0 |
87.1 |
6.8% |
11.8 |
0.9% |
80% |
False |
False |
158,858 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.4% |
12.2 |
1.0% |
74% |
False |
False |
167,381 |
80 |
1,298.8 |
1,204.0 |
94.8 |
7.4% |
12.3 |
1.0% |
74% |
False |
False |
129,892 |
100 |
1,300.3 |
1,204.0 |
96.3 |
7.6% |
12.2 |
1.0% |
72% |
False |
False |
104,650 |
120 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.1 |
1.0% |
73% |
False |
False |
87,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,336.2 |
2.618 |
1,314.8 |
1.618 |
1,301.7 |
1.000 |
1,293.6 |
0.618 |
1,288.6 |
HIGH |
1,280.5 |
0.618 |
1,275.5 |
0.500 |
1,274.0 |
0.382 |
1,272.4 |
LOW |
1,267.4 |
0.618 |
1,259.3 |
1.000 |
1,254.3 |
1.618 |
1,246.2 |
2.618 |
1,233.1 |
4.250 |
1,211.7 |
|
|
Fisher Pivots for day following 15-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,274.0 |
1,279.3 |
PP |
1,273.9 |
1,277.4 |
S1 |
1,273.8 |
1,275.6 |
|