Trading Metrics calculated at close of trading on 14-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
3,408.0 |
3,418.0 |
10.0 |
0.3% |
3,508.0 |
High |
3,420.0 |
3,459.0 |
39.0 |
1.1% |
3,523.0 |
Low |
3,389.0 |
3,418.0 |
29.0 |
0.9% |
3,389.0 |
Close |
3,399.0 |
3,454.0 |
55.0 |
1.6% |
3,399.0 |
Range |
31.0 |
41.0 |
10.0 |
32.3% |
134.0 |
ATR |
42.5 |
43.7 |
1.3 |
3.0% |
0.0 |
Volume |
1,187,720 |
869,946 |
-317,774 |
-26.8% |
4,510,875 |
|
Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,566.7 |
3,551.3 |
3,476.6 |
|
R3 |
3,525.7 |
3,510.3 |
3,465.3 |
|
R2 |
3,484.7 |
3,484.7 |
3,461.5 |
|
R1 |
3,469.3 |
3,469.3 |
3,457.8 |
3,477.0 |
PP |
3,443.7 |
3,443.7 |
3,443.7 |
3,447.5 |
S1 |
3,428.3 |
3,428.3 |
3,450.2 |
3,436.0 |
S2 |
3,402.7 |
3,402.7 |
3,446.5 |
|
S3 |
3,361.7 |
3,387.3 |
3,442.7 |
|
S4 |
3,320.7 |
3,346.3 |
3,431.5 |
|
|
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% |
41.2 |
1.2% |
49% |
False |
False |
981,181 |
10 |
3,523.0 |
3,389.0 |
134.0 |
3.9% |
40.3 |
1.2% |
49% |
False |
False |
866,228 |
20 |
3,525.0 |
3,389.0 |
136.0 |
3.9% |
41.0 |
1.2% |
48% |
False |
False |
876,978 |
40 |
3,592.0 |
3,389.0 |
203.0 |
5.9% |
41.0 |
1.2% |
32% |
False |
False |
827,261 |
60 |
3,601.0 |
3,389.0 |
212.0 |
6.1% |
37.7 |
1.1% |
31% |
False |
False |
682,796 |
80 |
3,634.0 |
3,343.0 |
291.0 |
8.4% |
36.6 |
1.1% |
38% |
False |
False |
512,330 |
100 |
3,634.0 |
3,313.0 |
321.0 |
9.3% |
35.8 |
1.0% |
44% |
False |
False |
409,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,633.3 |
2.618 |
3,566.3 |
1.618 |
3,525.3 |
1.000 |
3,500.0 |
0.618 |
3,484.3 |
HIGH |
3,459.0 |
0.618 |
3,443.3 |
0.500 |
3,438.5 |
0.382 |
3,433.7 |
LOW |
3,418.0 |
0.618 |
3,392.7 |
1.000 |
3,377.0 |
1.618 |
3,351.7 |
2.618 |
3,310.7 |
4.250 |
3,243.8 |
|
|
Fisher Pivots for day following 14-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
3,448.8 |
3,445.0 |
PP |
3,443.7 |
3,436.0 |
S1 |
3,438.5 |
3,427.0 |
|