Trading Metrics calculated at close of trading on 17-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
3,462.0 |
3,474.0 |
12.0 |
0.3% |
3,508.0 |
High |
3,496.0 |
3,484.0 |
-12.0 |
-0.3% |
3,523.0 |
Low |
3,461.0 |
3,432.0 |
-29.0 |
-0.8% |
3,389.0 |
Close |
3,484.0 |
3,462.0 |
-22.0 |
-0.6% |
3,399.0 |
Range |
35.0 |
52.0 |
17.0 |
48.6% |
134.0 |
ATR |
41.7 |
42.4 |
0.7 |
1.8% |
0.0 |
Volume |
729,343 |
942,689 |
213,346 |
29.3% |
4,510,875 |
|
Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,615.3 |
3,590.7 |
3,490.6 |
|
R3 |
3,563.3 |
3,538.7 |
3,476.3 |
|
R2 |
3,511.3 |
3,511.3 |
3,471.5 |
|
R1 |
3,486.7 |
3,486.7 |
3,466.8 |
3,473.0 |
PP |
3,459.3 |
3,459.3 |
3,459.3 |
3,452.5 |
S1 |
3,434.7 |
3,434.7 |
3,457.2 |
3,421.0 |
S2 |
3,407.3 |
3,407.3 |
3,452.5 |
|
S3 |
3,355.3 |
3,382.7 |
3,447.7 |
|
S4 |
3,303.3 |
3,330.7 |
3,433.4 |
|
|
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% |
36.2 |
1.0% |
68% |
False |
False |
879,163 |
10 |
3,523.0 |
3,389.0 |
134.0 |
3.9% |
39.8 |
1.1% |
54% |
False |
False |
860,166 |
20 |
3,523.0 |
3,389.0 |
134.0 |
3.9% |
39.9 |
1.2% |
54% |
False |
False |
855,974 |
40 |
3,574.0 |
3,389.0 |
185.0 |
5.3% |
40.5 |
1.2% |
39% |
False |
False |
829,114 |
60 |
3,601.0 |
3,389.0 |
212.0 |
6.1% |
38.2 |
1.1% |
34% |
False |
False |
721,590 |
80 |
3,634.0 |
3,389.0 |
245.0 |
7.1% |
36.4 |
1.1% |
30% |
False |
False |
541,533 |
100 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
36.1 |
1.0% |
45% |
False |
False |
433,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,705.0 |
2.618 |
3,620.1 |
1.618 |
3,568.1 |
1.000 |
3,536.0 |
0.618 |
3,516.1 |
HIGH |
3,484.0 |
0.618 |
3,464.1 |
0.500 |
3,458.0 |
0.382 |
3,451.9 |
LOW |
3,432.0 |
0.618 |
3,399.9 |
1.000 |
3,380.0 |
1.618 |
3,347.9 |
2.618 |
3,295.9 |
4.250 |
3,211.0 |
|
|
Fisher Pivots for day following 17-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
3,460.7 |
3,464.0 |
PP |
3,459.3 |
3,463.3 |
S1 |
3,458.0 |
3,462.7 |
|