Trading Metrics calculated at close of trading on 16-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,280.5 |
1,271.3 |
-9.2 |
-0.7% |
1,258.7 |
High |
1,280.5 |
1,282.6 |
2.1 |
0.2% |
1,291.1 |
Low |
1,267.4 |
1,269.4 |
2.0 |
0.2% |
1,251.4 |
Close |
1,273.7 |
1,276.9 |
3.2 |
0.3% |
1,287.7 |
Range |
13.1 |
13.2 |
0.1 |
0.8% |
39.7 |
ATR |
12.6 |
12.6 |
0.0 |
0.4% |
0.0 |
Volume |
188 |
110 |
-78 |
-41.5% |
2,136 |
|
Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.9 |
1,309.6 |
1,284.2 |
|
R3 |
1,302.7 |
1,296.4 |
1,280.5 |
|
R2 |
1,289.5 |
1,289.5 |
1,279.3 |
|
R1 |
1,283.2 |
1,283.2 |
1,278.1 |
1,286.4 |
PP |
1,276.3 |
1,276.3 |
1,276.3 |
1,277.9 |
S1 |
1,270.0 |
1,270.0 |
1,275.7 |
1,273.2 |
S2 |
1,263.1 |
1,263.1 |
1,274.5 |
|
S3 |
1,249.9 |
1,256.8 |
1,273.3 |
|
S4 |
1,236.7 |
1,243.6 |
1,269.6 |
|
|
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 |
1,267.4 |
23.7 |
1.9% |
11.5 |
0.9% |
40% |
False |
False |
276 |
10 |
1,291.1 |
1,251.4 |
39.7 |
3.1% |
12.1 |
0.9% |
64% |
False |
False |
417 |
20 |
1,291.1 |
1,234.6 |
56.5 |
4.4% |
11.6 |
0.9% |
75% |
False |
False |
75,341 |
40 |
1,291.1 |
1,204.0 |
87.1 |
6.8% |
12.0 |
0.9% |
84% |
False |
False |
154,226 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.4% |
12.3 |
1.0% |
77% |
False |
False |
166,623 |
80 |
1,298.8 |
1,204.0 |
94.8 |
7.4% |
12.3 |
1.0% |
77% |
False |
False |
129,776 |
100 |
1,300.3 |
1,204.0 |
96.3 |
7.5% |
12.3 |
1.0% |
76% |
False |
False |
104,630 |
120 |
1,300.3 |
1,201.4 |
98.9 |
7.7% |
12.1 |
1.0% |
76% |
False |
False |
87,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,338.7 |
2.618 |
1,317.2 |
1.618 |
1,304.0 |
1.000 |
1,295.8 |
0.618 |
1,290.8 |
HIGH |
1,282.6 |
0.618 |
1,277.6 |
0.500 |
1,276.0 |
0.382 |
1,274.4 |
LOW |
1,269.4 |
0.618 |
1,261.2 |
1.000 |
1,256.2 |
1.618 |
1,248.0 |
2.618 |
1,234.8 |
4.250 |
1,213.3 |
|
|
Fisher Pivots for day following 16-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,276.6 |
1,277.9 |
PP |
1,276.3 |
1,277.6 |
S1 |
1,276.0 |
1,277.2 |
|