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 |
5,913.25 |
5,922.50 |
9.25 |
0.2% |
5,910.00 |
High |
5,924.50 |
5,923.00 |
-1.50 |
0.0% |
5,947.50 |
Low |
5,861.75 |
5,767.25 |
-94.50 |
-1.6% |
5,856.25 |
Close |
5,922.50 |
5,789.75 |
-132.75 |
-2.2% |
5,898.00 |
Range |
62.75 |
155.75 |
93.00 |
148.2% |
91.25 |
ATR |
62.92 |
69.55 |
6.63 |
10.5% |
0.00 |
Volume |
377,648 |
548,167 |
170,519 |
45.2% |
1,445,259 |
|
Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,294.00 |
6,197.50 |
5,875.50 |
|
R3 |
6,138.25 |
6,041.75 |
5,832.50 |
|
R2 |
5,982.50 |
5,982.50 |
5,818.25 |
|
R1 |
5,886.00 |
5,886.00 |
5,804.00 |
5,856.50 |
PP |
5,826.75 |
5,826.75 |
5,826.75 |
5,811.75 |
S1 |
5,730.25 |
5,730.25 |
5,775.50 |
5,700.50 |
S2 |
5,671.00 |
5,671.00 |
5,761.25 |
|
S3 |
5,515.25 |
5,574.50 |
5,747.00 |
|
S4 |
5,359.50 |
5,418.75 |
5,704.00 |
|
|
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 |
5,767.25 |
205.50 |
3.5% |
72.25 |
1.2% |
11% |
False |
True |
330,565 |
10 |
5,972.75 |
5,767.25 |
205.50 |
3.5% |
68.75 |
1.2% |
11% |
False |
True |
317,983 |
20 |
5,995.75 |
5,767.25 |
228.50 |
3.9% |
62.00 |
1.1% |
10% |
False |
True |
289,475 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.5% |
73.00 |
1.3% |
53% |
False |
False |
306,950 |
60 |
5,995.75 |
5,557.00 |
438.75 |
7.6% |
71.00 |
1.2% |
53% |
False |
False |
242,232 |
80 |
5,995.75 |
5,394.50 |
601.25 |
10.4% |
62.00 |
1.1% |
66% |
False |
False |
181,725 |
100 |
5,995.75 |
5,318.00 |
677.75 |
11.7% |
59.25 |
1.0% |
70% |
False |
False |
145,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,585.00 |
2.618 |
6,330.75 |
1.618 |
6,175.00 |
1.000 |
6,078.75 |
0.618 |
6,019.25 |
HIGH |
5,923.00 |
0.618 |
5,863.50 |
0.500 |
5,845.00 |
0.382 |
5,826.75 |
LOW |
5,767.25 |
0.618 |
5,671.00 |
1.000 |
5,611.50 |
1.618 |
5,515.25 |
2.618 |
5,359.50 |
4.250 |
5,105.25 |
|
|
Fisher Pivots for day following 10-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,845.00 |
5,870.00 |
PP |
5,826.75 |
5,843.25 |
S1 |
5,808.25 |
5,816.50 |
|