Trading Metrics calculated at close of trading on 08-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
3,508.0 |
3,496.0 |
-12.0 |
-0.3% |
3,455.0 |
High |
3,516.0 |
3,523.0 |
7.0 |
0.2% |
3,514.0 |
Low |
3,494.0 |
3,490.0 |
-4.0 |
-0.1% |
3,433.0 |
Close |
3,501.0 |
3,512.0 |
11.0 |
0.3% |
3,505.0 |
Range |
22.0 |
33.0 |
11.0 |
50.0% |
81.0 |
ATR |
40.7 |
40.2 |
-0.6 |
-1.4% |
0.0 |
Volume |
474,913 |
648,340 |
173,427 |
36.5% |
4,115,225 |
|
Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,607.3 |
3,592.7 |
3,530.2 |
|
R3 |
3,574.3 |
3,559.7 |
3,521.1 |
|
R2 |
3,541.3 |
3,541.3 |
3,518.1 |
|
R1 |
3,526.7 |
3,526.7 |
3,515.0 |
3,534.0 |
PP |
3,508.3 |
3,508.3 |
3,508.3 |
3,512.0 |
S1 |
3,493.7 |
3,493.7 |
3,509.0 |
3,501.0 |
S2 |
3,475.3 |
3,475.3 |
3,506.0 |
|
S3 |
3,442.3 |
3,460.7 |
3,502.9 |
|
S4 |
3,409.3 |
3,427.7 |
3,493.9 |
|
|
Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,727.0 |
3,697.0 |
3,549.6 |
|
R3 |
3,646.0 |
3,616.0 |
3,527.3 |
|
R2 |
3,565.0 |
3,565.0 |
3,519.9 |
|
R1 |
3,535.0 |
3,535.0 |
3,512.4 |
3,550.0 |
PP |
3,484.0 |
3,484.0 |
3,484.0 |
3,491.5 |
S1 |
3,454.0 |
3,454.0 |
3,497.6 |
3,469.0 |
S2 |
3,403.0 |
3,403.0 |
3,490.2 |
|
S3 |
3,322.0 |
3,373.0 |
3,482.7 |
|
S4 |
3,241.0 |
3,292.0 |
3,460.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,523.0 |
3,433.0 |
90.0 |
2.6% |
37.0 |
1.1% |
88% |
True |
False |
702,536 |
10 |
3,523.0 |
3,433.0 |
90.0 |
2.6% |
36.7 |
1.0% |
88% |
True |
False |
756,344 |
20 |
3,534.0 |
3,425.0 |
109.0 |
3.1% |
39.3 |
1.1% |
80% |
False |
False |
797,425 |
40 |
3,592.0 |
3,425.0 |
167.0 |
4.8% |
40.5 |
1.2% |
52% |
False |
False |
861,755 |
60 |
3,616.0 |
3,425.0 |
191.0 |
5.4% |
37.6 |
1.1% |
46% |
False |
False |
611,946 |
80 |
3,634.0 |
3,319.0 |
315.0 |
9.0% |
36.2 |
1.0% |
61% |
False |
False |
459,139 |
100 |
3,634.0 |
3,313.0 |
321.0 |
9.1% |
35.3 |
1.0% |
62% |
False |
False |
367,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,663.3 |
2.618 |
3,609.4 |
1.618 |
3,576.4 |
1.000 |
3,556.0 |
0.618 |
3,543.4 |
HIGH |
3,523.0 |
0.618 |
3,510.4 |
0.500 |
3,506.5 |
0.382 |
3,502.6 |
LOW |
3,490.0 |
0.618 |
3,469.6 |
1.000 |
3,457.0 |
1.618 |
3,436.6 |
2.618 |
3,403.6 |
4.250 |
3,349.8 |
|
|
Fisher Pivots for day following 08-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
3,510.2 |
3,504.0 |
PP |
3,508.3 |
3,496.0 |
S1 |
3,506.5 |
3,488.0 |
|