Trading Metrics calculated at close of trading on 11-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
5,922.50 |
5,769.00 |
-153.50 |
-2.6% |
5,900.00 |
High |
5,923.00 |
5,845.75 |
-77.25 |
-1.3% |
5,972.75 |
Low |
5,767.25 |
5,761.00 |
-6.25 |
-0.1% |
5,761.00 |
Close |
5,789.75 |
5,838.25 |
48.50 |
0.8% |
5,838.25 |
Range |
155.75 |
84.75 |
-71.00 |
-45.6% |
211.75 |
ATR |
69.55 |
70.64 |
1.09 |
1.6% |
0.00 |
Volume |
548,167 |
394,754 |
-153,413 |
-28.0% |
1,790,849 |
|
Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,069.25 |
6,038.50 |
5,884.75 |
|
R3 |
5,984.50 |
5,953.75 |
5,861.50 |
|
R2 |
5,899.75 |
5,899.75 |
5,853.75 |
|
R1 |
5,869.00 |
5,869.00 |
5,846.00 |
5,884.50 |
PP |
5,815.00 |
5,815.00 |
5,815.00 |
5,822.75 |
S1 |
5,784.25 |
5,784.25 |
5,830.50 |
5,799.50 |
S2 |
5,730.25 |
5,730.25 |
5,822.75 |
|
S3 |
5,645.50 |
5,699.50 |
5,815.00 |
|
S4 |
5,560.75 |
5,614.75 |
5,791.75 |
|
|
Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,492.50 |
6,377.25 |
5,954.75 |
|
R3 |
6,280.75 |
6,165.50 |
5,896.50 |
|
R2 |
6,069.00 |
6,069.00 |
5,877.00 |
|
R1 |
5,953.75 |
5,953.75 |
5,857.75 |
5,905.50 |
PP |
5,857.25 |
5,857.25 |
5,857.25 |
5,833.25 |
S1 |
5,742.00 |
5,742.00 |
5,818.75 |
5,693.75 |
S2 |
5,645.50 |
5,645.50 |
5,799.50 |
|
S3 |
5,433.75 |
5,530.25 |
5,780.00 |
|
S4 |
5,222.00 |
5,318.50 |
5,721.75 |
|
|
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 |
5,761.00 |
211.75 |
3.6% |
81.75 |
1.4% |
36% |
False |
True |
358,169 |
10 |
5,972.75 |
5,761.00 |
211.75 |
3.6% |
70.25 |
1.2% |
36% |
False |
True |
323,610 |
20 |
5,995.75 |
5,761.00 |
234.75 |
4.0% |
63.25 |
1.1% |
33% |
False |
True |
297,669 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.5% |
72.75 |
1.2% |
64% |
False |
False |
305,941 |
60 |
5,995.75 |
5,557.00 |
438.75 |
7.5% |
69.75 |
1.2% |
64% |
False |
False |
248,798 |
80 |
5,995.75 |
5,400.50 |
595.25 |
10.2% |
62.50 |
1.1% |
74% |
False |
False |
186,658 |
100 |
5,995.75 |
5,318.00 |
677.75 |
11.6% |
59.25 |
1.0% |
77% |
False |
False |
149,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,206.00 |
2.618 |
6,067.75 |
1.618 |
5,983.00 |
1.000 |
5,930.50 |
0.618 |
5,898.25 |
HIGH |
5,845.75 |
0.618 |
5,813.50 |
0.500 |
5,803.50 |
0.382 |
5,793.25 |
LOW |
5,761.00 |
0.618 |
5,708.50 |
1.000 |
5,676.25 |
1.618 |
5,623.75 |
2.618 |
5,539.00 |
4.250 |
5,400.75 |
|
|
Fisher Pivots for day following 11-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,826.50 |
5,842.75 |
PP |
5,815.00 |
5,841.25 |
S1 |
5,803.50 |
5,839.75 |
|