Trading Metrics calculated at close of trading on 09-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
5,935.00 |
5,913.25 |
-21.75 |
-0.4% |
5,910.00 |
High |
5,972.75 |
5,924.50 |
-48.25 |
-0.8% |
5,947.50 |
Low |
5,907.50 |
5,861.75 |
-45.75 |
-0.8% |
5,856.25 |
Close |
5,918.00 |
5,922.50 |
4.50 |
0.1% |
5,898.00 |
Range |
65.25 |
62.75 |
-2.50 |
-3.8% |
91.25 |
ATR |
62.93 |
62.92 |
-0.01 |
0.0% |
0.00 |
Volume |
305,079 |
377,648 |
72,569 |
23.8% |
1,445,259 |
|
Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,091.25 |
6,069.50 |
5,957.00 |
|
R3 |
6,028.50 |
6,006.75 |
5,939.75 |
|
R2 |
5,965.75 |
5,965.75 |
5,934.00 |
|
R1 |
5,944.00 |
5,944.00 |
5,928.25 |
5,955.00 |
PP |
5,903.00 |
5,903.00 |
5,903.00 |
5,908.25 |
S1 |
5,881.25 |
5,881.25 |
5,916.75 |
5,892.00 |
S2 |
5,840.25 |
5,840.25 |
5,911.00 |
|
S3 |
5,777.50 |
5,818.50 |
5,905.25 |
|
S4 |
5,714.75 |
5,755.75 |
5,888.00 |
|
|
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 |
5,861.75 |
111.00 |
1.9% |
50.50 |
0.9% |
55% |
False |
True |
278,816 |
10 |
5,995.75 |
5,844.75 |
151.00 |
2.5% |
68.25 |
1.2% |
51% |
False |
False |
317,110 |
20 |
5,995.75 |
5,777.25 |
218.50 |
3.7% |
55.75 |
0.9% |
66% |
False |
False |
274,114 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
71.75 |
1.2% |
83% |
False |
False |
303,984 |
60 |
5,995.75 |
5,557.00 |
438.75 |
7.4% |
68.75 |
1.2% |
83% |
False |
False |
233,100 |
80 |
5,995.75 |
5,382.25 |
613.50 |
10.4% |
60.50 |
1.0% |
88% |
False |
False |
174,874 |
100 |
5,995.75 |
5,318.00 |
677.75 |
11.4% |
58.25 |
1.0% |
89% |
False |
False |
139,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,191.25 |
2.618 |
6,088.75 |
1.618 |
6,026.00 |
1.000 |
5,987.25 |
0.618 |
5,963.25 |
HIGH |
5,924.50 |
0.618 |
5,900.50 |
0.500 |
5,893.00 |
0.382 |
5,885.75 |
LOW |
5,861.75 |
0.618 |
5,823.00 |
1.000 |
5,799.00 |
1.618 |
5,760.25 |
2.618 |
5,697.50 |
4.250 |
5,595.00 |
|
|
Fisher Pivots for day following 09-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,912.75 |
5,920.75 |
PP |
5,903.00 |
5,919.00 |
S1 |
5,893.00 |
5,917.25 |
|