Trading Metrics calculated at close of trading on 11-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
3,462.0 |
3,408.0 |
-54.0 |
-1.6% |
3,508.0 |
High |
3,465.0 |
3,420.0 |
-45.0 |
-1.3% |
3,523.0 |
Low |
3,409.0 |
3,389.0 |
-20.0 |
-0.6% |
3,389.0 |
Close |
3,426.0 |
3,399.0 |
-27.0 |
-0.8% |
3,399.0 |
Range |
56.0 |
31.0 |
-25.0 |
-44.6% |
134.0 |
ATR |
42.9 |
42.5 |
-0.4 |
-1.0% |
0.0 |
Volume |
1,055,805 |
1,187,720 |
131,915 |
12.5% |
4,510,875 |
|
Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,495.7 |
3,478.3 |
3,416.1 |
|
R3 |
3,464.7 |
3,447.3 |
3,407.5 |
|
R2 |
3,433.7 |
3,433.7 |
3,404.7 |
|
R1 |
3,416.3 |
3,416.3 |
3,401.8 |
3,409.5 |
PP |
3,402.7 |
3,402.7 |
3,402.7 |
3,399.3 |
S1 |
3,385.3 |
3,385.3 |
3,396.2 |
3,378.5 |
S2 |
3,371.7 |
3,371.7 |
3,393.3 |
|
S3 |
3,340.7 |
3,354.3 |
3,390.5 |
|
S4 |
3,309.7 |
3,323.3 |
3,382.0 |
|
|
Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,839.0 |
3,753.0 |
3,472.7 |
|
R3 |
3,705.0 |
3,619.0 |
3,435.9 |
|
R2 |
3,571.0 |
3,571.0 |
3,423.6 |
|
R1 |
3,485.0 |
3,485.0 |
3,411.3 |
3,461.0 |
PP |
3,437.0 |
3,437.0 |
3,437.0 |
3,425.0 |
S1 |
3,351.0 |
3,351.0 |
3,386.7 |
3,327.0 |
S2 |
3,303.0 |
3,303.0 |
3,374.4 |
|
S3 |
3,169.0 |
3,217.0 |
3,362.2 |
|
S4 |
3,035.0 |
3,083.0 |
3,325.3 |
|
|
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 |
3,389.0 |
134.0 |
3.9% |
37.4 |
1.1% |
7% |
False |
True |
902,175 |
10 |
3,523.0 |
3,389.0 |
134.0 |
3.9% |
40.2 |
1.2% |
7% |
False |
True |
862,610 |
20 |
3,531.0 |
3,389.0 |
142.0 |
4.2% |
40.6 |
1.2% |
7% |
False |
True |
863,971 |
40 |
3,592.0 |
3,389.0 |
203.0 |
6.0% |
40.7 |
1.2% |
5% |
False |
True |
832,333 |
60 |
3,601.0 |
3,389.0 |
212.0 |
6.2% |
37.4 |
1.1% |
5% |
False |
True |
668,384 |
80 |
3,634.0 |
3,335.0 |
299.0 |
8.8% |
36.5 |
1.1% |
21% |
False |
False |
501,456 |
100 |
3,634.0 |
3,313.0 |
321.0 |
9.4% |
36.0 |
1.1% |
27% |
False |
False |
401,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,551.8 |
2.618 |
3,501.2 |
1.618 |
3,470.2 |
1.000 |
3,451.0 |
0.618 |
3,439.2 |
HIGH |
3,420.0 |
0.618 |
3,408.2 |
0.500 |
3,404.5 |
0.382 |
3,400.8 |
LOW |
3,389.0 |
0.618 |
3,369.8 |
1.000 |
3,358.0 |
1.618 |
3,338.8 |
2.618 |
3,307.8 |
4.250 |
3,257.3 |
|
|
Fisher Pivots for day following 11-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
3,404.5 |
3,441.5 |
PP |
3,402.7 |
3,427.3 |
S1 |
3,400.8 |
3,413.2 |
|