Trading Metrics calculated at close of trading on 10-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,405.5 |
1,398.1 |
-7.4 |
-0.5% |
1,430.0 |
High |
1,406.4 |
1,398.2 |
-8.2 |
-0.6% |
1,433.3 |
Low |
1,391.0 |
1,365.6 |
-25.4 |
-1.8% |
1,400.2 |
Close |
1,397.1 |
1,369.6 |
-27.5 |
-2.0% |
1,411.2 |
Range |
15.4 |
32.6 |
17.2 |
111.7% |
33.1 |
ATR |
15.4 |
16.6 |
1.2 |
8.0% |
0.0 |
Volume |
144,820 |
174,722 |
29,902 |
20.6% |
487,279 |
|
Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,475.5 |
1,455.3 |
1,387.5 |
|
R3 |
1,443.0 |
1,422.5 |
1,378.5 |
|
R2 |
1,410.5 |
1,410.5 |
1,375.5 |
|
R1 |
1,390.0 |
1,390.0 |
1,372.5 |
1,384.0 |
PP |
1,377.8 |
1,377.8 |
1,377.8 |
1,374.8 |
S1 |
1,357.5 |
1,357.5 |
1,366.5 |
1,351.3 |
S2 |
1,345.3 |
1,345.3 |
1,363.5 |
|
S3 |
1,312.5 |
1,324.8 |
1,360.8 |
|
S4 |
1,280.0 |
1,292.3 |
1,351.8 |
|
|
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 |
1,426.8 |
1,365.6 |
61.2 |
4.5% |
18.0 |
1.3% |
7% |
False |
True |
115,113 |
10 |
1,433.3 |
1,365.6 |
67.7 |
4.9% |
16.5 |
1.2% |
6% |
False |
True |
107,756 |
20 |
1,452.3 |
1,365.6 |
86.7 |
6.3% |
15.0 |
1.1% |
5% |
False |
True |
100,074 |
40 |
1,452.3 |
1,365.6 |
86.7 |
6.3% |
16.3 |
1.2% |
5% |
False |
True |
109,659 |
60 |
1,452.3 |
1,344.3 |
108.0 |
7.9% |
16.0 |
1.2% |
23% |
False |
False |
92,113 |
80 |
1,452.3 |
1,344.3 |
108.0 |
7.9% |
14.0 |
1.0% |
23% |
False |
False |
69,113 |
100 |
1,452.3 |
1,332.3 |
120.0 |
8.8% |
13.3 |
1.0% |
31% |
False |
False |
55,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,536.8 |
2.618 |
1,483.5 |
1.618 |
1,451.0 |
1.000 |
1,430.8 |
0.618 |
1,418.3 |
HIGH |
1,398.3 |
0.618 |
1,385.8 |
0.500 |
1,382.0 |
0.382 |
1,378.0 |
LOW |
1,365.5 |
0.618 |
1,345.5 |
1.000 |
1,333.0 |
1.618 |
1,312.8 |
2.618 |
1,280.3 |
4.250 |
1,227.0 |
|
|
Fisher Pivots for day following 10-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,382.0 |
1,396.3 |
PP |
1,377.8 |
1,387.3 |
S1 |
1,373.8 |
1,378.5 |
|