Trading Metrics calculated at close of trading on 15-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
3,418.0 |
3,457.0 |
39.0 |
1.1% |
3,508.0 |
High |
3,459.0 |
3,474.0 |
15.0 |
0.4% |
3,523.0 |
Low |
3,418.0 |
3,452.0 |
34.0 |
1.0% |
3,389.0 |
Close |
3,454.0 |
3,462.0 |
8.0 |
0.2% |
3,399.0 |
Range |
41.0 |
22.0 |
-19.0 |
-46.3% |
134.0 |
ATR |
43.7 |
42.2 |
-1.6 |
-3.5% |
0.0 |
Volume |
869,946 |
666,119 |
-203,827 |
-23.4% |
4,510,875 |
|
Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,528.7 |
3,517.3 |
3,474.1 |
|
R3 |
3,506.7 |
3,495.3 |
3,468.1 |
|
R2 |
3,484.7 |
3,484.7 |
3,466.0 |
|
R1 |
3,473.3 |
3,473.3 |
3,464.0 |
3,479.0 |
PP |
3,462.7 |
3,462.7 |
3,462.7 |
3,465.5 |
S1 |
3,451.3 |
3,451.3 |
3,460.0 |
3,457.0 |
S2 |
3,440.7 |
3,440.7 |
3,458.0 |
|
S3 |
3,418.7 |
3,429.3 |
3,456.0 |
|
S4 |
3,396.7 |
3,407.3 |
3,449.9 |
|
|
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 |
3,494.0 |
3,389.0 |
105.0 |
3.0% |
39.0 |
1.1% |
70% |
False |
False |
984,737 |
10 |
3,523.0 |
3,389.0 |
134.0 |
3.9% |
38.0 |
1.1% |
54% |
False |
False |
843,637 |
20 |
3,525.0 |
3,389.0 |
136.0 |
3.9% |
39.5 |
1.1% |
54% |
False |
False |
859,829 |
40 |
3,592.0 |
3,389.0 |
203.0 |
5.9% |
40.6 |
1.2% |
36% |
False |
False |
827,015 |
60 |
3,601.0 |
3,389.0 |
212.0 |
6.1% |
37.7 |
1.1% |
34% |
False |
False |
693,845 |
80 |
3,634.0 |
3,389.0 |
245.0 |
7.1% |
36.4 |
1.1% |
30% |
False |
False |
520,647 |
100 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
35.7 |
1.0% |
45% |
False |
False |
416,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,567.5 |
2.618 |
3,531.6 |
1.618 |
3,509.6 |
1.000 |
3,496.0 |
0.618 |
3,487.6 |
HIGH |
3,474.0 |
0.618 |
3,465.6 |
0.500 |
3,463.0 |
0.382 |
3,460.4 |
LOW |
3,452.0 |
0.618 |
3,438.4 |
1.000 |
3,430.0 |
1.618 |
3,416.4 |
2.618 |
3,394.4 |
4.250 |
3,358.5 |
|
|
Fisher Pivots for day following 15-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
3,463.0 |
3,451.8 |
PP |
3,462.7 |
3,441.7 |
S1 |
3,462.3 |
3,431.5 |
|