Trading Metrics calculated at close of trading on 10-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
3,488.0 |
3,462.0 |
-26.0 |
-0.7% |
3,455.0 |
High |
3,494.0 |
3,465.0 |
-29.0 |
-0.8% |
3,514.0 |
Low |
3,449.0 |
3,409.0 |
-40.0 |
-1.2% |
3,433.0 |
Close |
3,466.0 |
3,426.0 |
-40.0 |
-1.2% |
3,505.0 |
Range |
45.0 |
56.0 |
11.0 |
24.4% |
81.0 |
ATR |
41.8 |
42.9 |
1.1 |
2.6% |
0.0 |
Volume |
1,144,097 |
1,055,805 |
-88,292 |
-7.7% |
4,115,225 |
|
Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,601.3 |
3,569.7 |
3,456.8 |
|
R3 |
3,545.3 |
3,513.7 |
3,441.4 |
|
R2 |
3,489.3 |
3,489.3 |
3,436.3 |
|
R1 |
3,457.7 |
3,457.7 |
3,431.1 |
3,445.5 |
PP |
3,433.3 |
3,433.3 |
3,433.3 |
3,427.3 |
S1 |
3,401.7 |
3,401.7 |
3,420.9 |
3,389.5 |
S2 |
3,377.3 |
3,377.3 |
3,415.7 |
|
S3 |
3,321.3 |
3,345.7 |
3,410.6 |
|
S4 |
3,265.3 |
3,289.7 |
3,395.2 |
|
|
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 |
3,409.0 |
114.0 |
3.3% |
43.4 |
1.3% |
15% |
False |
True |
841,168 |
10 |
3,523.0 |
3,409.0 |
114.0 |
3.3% |
39.8 |
1.2% |
15% |
False |
True |
829,030 |
20 |
3,531.0 |
3,409.0 |
122.0 |
3.6% |
40.3 |
1.2% |
14% |
False |
True |
832,407 |
40 |
3,592.0 |
3,409.0 |
183.0 |
5.3% |
41.2 |
1.2% |
9% |
False |
True |
831,718 |
60 |
3,601.0 |
3,409.0 |
192.0 |
5.6% |
37.7 |
1.1% |
9% |
False |
True |
648,599 |
80 |
3,634.0 |
3,330.0 |
304.0 |
8.9% |
36.3 |
1.1% |
32% |
False |
False |
486,629 |
100 |
3,634.0 |
3,313.0 |
321.0 |
9.4% |
35.8 |
1.0% |
35% |
False |
False |
389,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,703.0 |
2.618 |
3,611.6 |
1.618 |
3,555.6 |
1.000 |
3,521.0 |
0.618 |
3,499.6 |
HIGH |
3,465.0 |
0.618 |
3,443.6 |
0.500 |
3,437.0 |
0.382 |
3,430.4 |
LOW |
3,409.0 |
0.618 |
3,374.4 |
1.000 |
3,353.0 |
1.618 |
3,318.4 |
2.618 |
3,262.4 |
4.250 |
3,171.0 |
|
|
Fisher Pivots for day following 10-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
3,437.0 |
3,466.0 |
PP |
3,433.3 |
3,452.7 |
S1 |
3,429.7 |
3,439.3 |
|