Trading Metrics calculated at close of trading on 09-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
3,496.0 |
3,488.0 |
-8.0 |
-0.2% |
3,455.0 |
High |
3,523.0 |
3,494.0 |
-29.0 |
-0.8% |
3,514.0 |
Low |
3,490.0 |
3,449.0 |
-41.0 |
-1.2% |
3,433.0 |
Close |
3,512.0 |
3,466.0 |
-46.0 |
-1.3% |
3,505.0 |
Range |
33.0 |
45.0 |
12.0 |
36.4% |
81.0 |
ATR |
40.2 |
41.8 |
1.6 |
4.1% |
0.0 |
Volume |
648,340 |
1,144,097 |
495,757 |
76.5% |
4,115,225 |
|
Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,604.7 |
3,580.3 |
3,490.8 |
|
R3 |
3,559.7 |
3,535.3 |
3,478.4 |
|
R2 |
3,514.7 |
3,514.7 |
3,474.3 |
|
R1 |
3,490.3 |
3,490.3 |
3,470.1 |
3,480.0 |
PP |
3,469.7 |
3,469.7 |
3,469.7 |
3,464.5 |
S1 |
3,445.3 |
3,445.3 |
3,461.9 |
3,435.0 |
S2 |
3,424.7 |
3,424.7 |
3,457.8 |
|
S3 |
3,379.7 |
3,400.3 |
3,453.6 |
|
S4 |
3,334.7 |
3,355.3 |
3,441.3 |
|
|
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% |
39.2 |
1.1% |
37% |
False |
False |
782,999 |
10 |
3,523.0 |
3,433.0 |
90.0 |
2.6% |
38.1 |
1.1% |
37% |
False |
False |
802,916 |
20 |
3,534.0 |
3,425.0 |
109.0 |
3.1% |
38.8 |
1.1% |
38% |
False |
False |
813,165 |
40 |
3,592.0 |
3,425.0 |
167.0 |
4.8% |
41.1 |
1.2% |
25% |
False |
False |
844,841 |
60 |
3,605.0 |
3,425.0 |
180.0 |
5.2% |
38.1 |
1.1% |
23% |
False |
False |
631,012 |
80 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
36.4 |
1.1% |
47% |
False |
False |
473,432 |
100 |
3,634.0 |
3,313.0 |
321.0 |
9.3% |
35.5 |
1.0% |
48% |
False |
False |
379,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,685.3 |
2.618 |
3,611.8 |
1.618 |
3,566.8 |
1.000 |
3,539.0 |
0.618 |
3,521.8 |
HIGH |
3,494.0 |
0.618 |
3,476.8 |
0.500 |
3,471.5 |
0.382 |
3,466.2 |
LOW |
3,449.0 |
0.618 |
3,421.2 |
1.000 |
3,404.0 |
1.618 |
3,376.2 |
2.618 |
3,331.2 |
4.250 |
3,257.8 |
|
|
Fisher Pivots for day following 09-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
3,471.5 |
3,486.0 |
PP |
3,469.7 |
3,479.3 |
S1 |
3,467.8 |
3,472.7 |
|