Trading Metrics calculated at close of trading on 08-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,411.7 |
1,413.0 |
1.3 |
0.1% |
1,430.0 |
High |
1,417.6 |
1,426.8 |
9.2 |
0.6% |
1,433.3 |
Low |
1,406.0 |
1,405.6 |
-0.4 |
0.0% |
1,400.2 |
Close |
1,413.8 |
1,409.2 |
-4.6 |
-0.3% |
1,411.2 |
Range |
11.6 |
21.2 |
9.6 |
82.8% |
33.1 |
ATR |
14.7 |
15.2 |
0.5 |
3.1% |
0.0 |
Volume |
62,278 |
120,093 |
57,815 |
92.8% |
487,279 |
|
Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,477.5 |
1,464.5 |
1,420.8 |
|
R3 |
1,456.3 |
1,443.3 |
1,415.0 |
|
R2 |
1,435.0 |
1,435.0 |
1,413.0 |
|
R1 |
1,422.3 |
1,422.3 |
1,411.3 |
1,418.0 |
PP |
1,413.8 |
1,413.8 |
1,413.8 |
1,411.8 |
S1 |
1,401.0 |
1,401.0 |
1,407.3 |
1,396.8 |
S2 |
1,392.8 |
1,392.8 |
1,405.3 |
|
S3 |
1,371.5 |
1,379.8 |
1,403.3 |
|
S4 |
1,350.3 |
1,358.5 |
1,397.5 |
|
|
Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,514.3 |
1,495.8 |
1,429.5 |
|
R3 |
1,481.0 |
1,462.8 |
1,420.3 |
|
R2 |
1,448.0 |
1,448.0 |
1,417.3 |
|
R1 |
1,429.5 |
1,429.5 |
1,414.3 |
1,422.3 |
PP |
1,415.0 |
1,415.0 |
1,415.0 |
1,411.3 |
S1 |
1,396.5 |
1,396.5 |
1,408.3 |
1,389.3 |
S2 |
1,381.8 |
1,381.8 |
1,405.3 |
|
S3 |
1,348.8 |
1,363.5 |
1,402.0 |
|
S4 |
1,315.5 |
1,330.3 |
1,393.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,429.4 |
1,400.2 |
29.2 |
2.1% |
16.0 |
1.1% |
31% |
False |
False |
96,342 |
10 |
1,452.3 |
1,400.2 |
52.1 |
3.7% |
15.3 |
1.1% |
17% |
False |
False |
97,517 |
20 |
1,452.3 |
1,400.2 |
52.1 |
3.7% |
14.3 |
1.0% |
17% |
False |
False |
94,342 |
40 |
1,452.3 |
1,393.5 |
58.8 |
4.2% |
15.8 |
1.1% |
27% |
False |
False |
112,207 |
60 |
1,452.3 |
1,344.3 |
108.0 |
7.7% |
15.8 |
1.1% |
60% |
False |
False |
86,790 |
80 |
1,452.3 |
1,344.3 |
108.0 |
7.7% |
13.5 |
1.0% |
60% |
False |
False |
65,118 |
100 |
1,452.3 |
1,332.3 |
120.0 |
8.5% |
13.0 |
0.9% |
64% |
False |
False |
52,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,517.0 |
2.618 |
1,482.3 |
1.618 |
1,461.0 |
1.000 |
1,448.0 |
0.618 |
1,440.0 |
HIGH |
1,426.8 |
0.618 |
1,418.8 |
0.500 |
1,416.3 |
0.382 |
1,413.8 |
LOW |
1,405.5 |
0.618 |
1,392.5 |
1.000 |
1,384.5 |
1.618 |
1,371.3 |
2.618 |
1,350.0 |
4.250 |
1,315.5 |
|
|
Fisher Pivots for day following 08-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,416.3 |
1,414.8 |
PP |
1,413.8 |
1,413.0 |
S1 |
1,411.5 |
1,411.0 |
|