Trading Metrics calculated at close of trading on 16-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
3,457.0 |
3,462.0 |
5.0 |
0.1% |
3,508.0 |
High |
3,474.0 |
3,496.0 |
22.0 |
0.6% |
3,523.0 |
Low |
3,452.0 |
3,461.0 |
9.0 |
0.3% |
3,389.0 |
Close |
3,462.0 |
3,484.0 |
22.0 |
0.6% |
3,399.0 |
Range |
22.0 |
35.0 |
13.0 |
59.1% |
134.0 |
ATR |
42.2 |
41.7 |
-0.5 |
-1.2% |
0.0 |
Volume |
666,119 |
729,343 |
63,224 |
9.5% |
4,510,875 |
|
Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,585.3 |
3,569.7 |
3,503.3 |
|
R3 |
3,550.3 |
3,534.7 |
3,493.6 |
|
R2 |
3,515.3 |
3,515.3 |
3,490.4 |
|
R1 |
3,499.7 |
3,499.7 |
3,487.2 |
3,507.5 |
PP |
3,480.3 |
3,480.3 |
3,480.3 |
3,484.3 |
S1 |
3,464.7 |
3,464.7 |
3,480.8 |
3,472.5 |
S2 |
3,445.3 |
3,445.3 |
3,477.6 |
|
S3 |
3,410.3 |
3,429.7 |
3,474.4 |
|
S4 |
3,375.3 |
3,394.7 |
3,464.8 |
|
|
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 |
3,496.0 |
3,389.0 |
107.0 |
3.1% |
37.0 |
1.1% |
89% |
True |
False |
901,786 |
10 |
3,523.0 |
3,389.0 |
134.0 |
3.8% |
38.1 |
1.1% |
71% |
False |
False |
842,393 |
20 |
3,525.0 |
3,389.0 |
136.0 |
3.9% |
39.6 |
1.1% |
70% |
False |
False |
862,399 |
40 |
3,574.0 |
3,389.0 |
185.0 |
5.3% |
40.3 |
1.2% |
51% |
False |
False |
826,448 |
60 |
3,601.0 |
3,389.0 |
212.0 |
6.1% |
37.7 |
1.1% |
45% |
False |
False |
705,935 |
80 |
3,634.0 |
3,389.0 |
245.0 |
7.0% |
36.0 |
1.0% |
39% |
False |
False |
529,754 |
100 |
3,634.0 |
3,319.0 |
315.0 |
9.0% |
35.7 |
1.0% |
52% |
False |
False |
423,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,644.8 |
2.618 |
3,587.6 |
1.618 |
3,552.6 |
1.000 |
3,531.0 |
0.618 |
3,517.6 |
HIGH |
3,496.0 |
0.618 |
3,482.6 |
0.500 |
3,478.5 |
0.382 |
3,474.4 |
LOW |
3,461.0 |
0.618 |
3,439.4 |
1.000 |
3,426.0 |
1.618 |
3,404.4 |
2.618 |
3,369.4 |
4.250 |
3,312.3 |
|
|
Fisher Pivots for day following 16-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
3,482.2 |
3,475.0 |
PP |
3,480.3 |
3,466.0 |
S1 |
3,478.5 |
3,457.0 |
|