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 |
5,900.00 |
5,935.00 |
35.00 |
0.6% |
5,910.00 |
High |
5,937.75 |
5,972.75 |
35.00 |
0.6% |
5,947.50 |
Low |
5,898.00 |
5,907.50 |
9.50 |
0.2% |
5,856.25 |
Close |
5,934.00 |
5,918.00 |
-16.00 |
-0.3% |
5,898.00 |
Range |
39.75 |
65.25 |
25.50 |
64.2% |
91.25 |
ATR |
62.75 |
62.93 |
0.18 |
0.3% |
0.00 |
Volume |
165,201 |
305,079 |
139,878 |
84.7% |
1,445,259 |
|
Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,128.50 |
6,088.50 |
5,954.00 |
|
R3 |
6,063.25 |
6,023.25 |
5,936.00 |
|
R2 |
5,998.00 |
5,998.00 |
5,930.00 |
|
R1 |
5,958.00 |
5,958.00 |
5,924.00 |
5,945.50 |
PP |
5,932.75 |
5,932.75 |
5,932.75 |
5,926.50 |
S1 |
5,892.75 |
5,892.75 |
5,912.00 |
5,880.00 |
S2 |
5,867.50 |
5,867.50 |
5,906.00 |
|
S3 |
5,802.25 |
5,827.50 |
5,900.00 |
|
S4 |
5,737.00 |
5,762.25 |
5,882.00 |
|
|
Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,174.25 |
6,127.50 |
5,948.25 |
|
R3 |
6,083.00 |
6,036.25 |
5,923.00 |
|
R2 |
5,991.75 |
5,991.75 |
5,914.75 |
|
R1 |
5,945.00 |
5,945.00 |
5,906.25 |
5,922.75 |
PP |
5,900.50 |
5,900.50 |
5,900.50 |
5,889.50 |
S1 |
5,853.75 |
5,853.75 |
5,889.75 |
5,831.50 |
S2 |
5,809.25 |
5,809.25 |
5,881.25 |
|
S3 |
5,718.00 |
5,762.50 |
5,873.00 |
|
S4 |
5,626.75 |
5,671.25 |
5,847.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,972.75 |
5,856.25 |
116.50 |
2.0% |
56.25 |
1.0% |
53% |
True |
False |
281,210 |
10 |
5,995.75 |
5,844.75 |
151.00 |
2.6% |
65.00 |
1.1% |
49% |
False |
False |
298,365 |
20 |
5,995.75 |
5,712.75 |
283.00 |
4.8% |
56.50 |
1.0% |
73% |
False |
False |
268,348 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
71.50 |
1.2% |
82% |
False |
False |
304,027 |
60 |
5,995.75 |
5,557.00 |
438.75 |
7.4% |
68.00 |
1.2% |
82% |
False |
False |
226,810 |
80 |
5,995.75 |
5,353.75 |
642.00 |
10.8% |
60.25 |
1.0% |
88% |
False |
False |
170,155 |
100 |
5,995.75 |
5,318.00 |
677.75 |
11.5% |
57.75 |
1.0% |
89% |
False |
False |
136,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,250.00 |
2.618 |
6,143.50 |
1.618 |
6,078.25 |
1.000 |
6,038.00 |
0.618 |
6,013.00 |
HIGH |
5,972.75 |
0.618 |
5,947.75 |
0.500 |
5,940.00 |
0.382 |
5,932.50 |
LOW |
5,907.50 |
0.618 |
5,867.25 |
1.000 |
5,842.25 |
1.618 |
5,802.00 |
2.618 |
5,736.75 |
4.250 |
5,630.25 |
|
|
Fisher Pivots for day following 08-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,940.00 |
5,923.50 |
PP |
5,932.75 |
5,921.75 |
S1 |
5,925.50 |
5,919.75 |
|