Trading Metrics calculated at close of trading on 18-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
3,474.0 |
3,440.0 |
-34.0 |
-1.0% |
3,418.0 |
High |
3,484.0 |
3,453.0 |
-31.0 |
-0.9% |
3,496.0 |
Low |
3,432.0 |
3,418.0 |
-14.0 |
-0.4% |
3,418.0 |
Close |
3,462.0 |
3,447.0 |
-15.0 |
-0.4% |
3,447.0 |
Range |
52.0 |
35.0 |
-17.0 |
-32.7% |
78.0 |
ATR |
42.4 |
42.5 |
0.1 |
0.3% |
0.0 |
Volume |
942,689 |
1,159,013 |
216,324 |
22.9% |
4,367,110 |
|
Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,544.3 |
3,530.7 |
3,466.3 |
|
R3 |
3,509.3 |
3,495.7 |
3,456.6 |
|
R2 |
3,474.3 |
3,474.3 |
3,453.4 |
|
R1 |
3,460.7 |
3,460.7 |
3,450.2 |
3,467.5 |
PP |
3,439.3 |
3,439.3 |
3,439.3 |
3,442.8 |
S1 |
3,425.7 |
3,425.7 |
3,443.8 |
3,432.5 |
S2 |
3,404.3 |
3,404.3 |
3,440.6 |
|
S3 |
3,369.3 |
3,390.7 |
3,437.4 |
|
S4 |
3,334.3 |
3,355.7 |
3,427.8 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,687.7 |
3,645.3 |
3,489.9 |
|
R3 |
3,609.7 |
3,567.3 |
3,468.5 |
|
R2 |
3,531.7 |
3,531.7 |
3,461.3 |
|
R1 |
3,489.3 |
3,489.3 |
3,454.2 |
3,510.5 |
PP |
3,453.7 |
3,453.7 |
3,453.7 |
3,464.3 |
S1 |
3,411.3 |
3,411.3 |
3,439.9 |
3,432.5 |
S2 |
3,375.7 |
3,375.7 |
3,432.7 |
|
S3 |
3,297.7 |
3,333.3 |
3,425.6 |
|
S4 |
3,219.7 |
3,255.3 |
3,404.1 |
|
|
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 |
3,418.0 |
78.0 |
2.3% |
37.0 |
1.1% |
37% |
False |
True |
873,422 |
10 |
3,523.0 |
3,389.0 |
134.0 |
3.9% |
37.2 |
1.1% |
43% |
False |
False |
887,798 |
20 |
3,523.0 |
3,389.0 |
134.0 |
3.9% |
38.0 |
1.1% |
43% |
False |
False |
849,020 |
40 |
3,574.0 |
3,389.0 |
185.0 |
5.4% |
40.5 |
1.2% |
31% |
False |
False |
841,684 |
60 |
3,601.0 |
3,389.0 |
212.0 |
6.2% |
38.3 |
1.1% |
27% |
False |
False |
740,897 |
80 |
3,634.0 |
3,389.0 |
245.0 |
7.1% |
36.6 |
1.1% |
24% |
False |
False |
556,019 |
100 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
36.1 |
1.0% |
41% |
False |
False |
444,886 |
120 |
3,634.0 |
3,218.0 |
416.0 |
12.1% |
34.5 |
1.0% |
55% |
False |
False |
371,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,601.8 |
2.618 |
3,544.6 |
1.618 |
3,509.6 |
1.000 |
3,488.0 |
0.618 |
3,474.6 |
HIGH |
3,453.0 |
0.618 |
3,439.6 |
0.500 |
3,435.5 |
0.382 |
3,431.4 |
LOW |
3,418.0 |
0.618 |
3,396.4 |
1.000 |
3,383.0 |
1.618 |
3,361.4 |
2.618 |
3,326.4 |
4.250 |
3,269.3 |
|
|
Fisher Pivots for day following 18-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
3,443.2 |
3,457.0 |
PP |
3,439.3 |
3,453.7 |
S1 |
3,435.5 |
3,450.3 |
|