Trading Metrics calculated at close of trading on 14-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
5,769.00 |
5,837.25 |
68.25 |
1.2% |
5,900.00 |
High |
5,845.75 |
5,916.75 |
71.00 |
1.2% |
5,972.75 |
Low |
5,761.00 |
5,837.25 |
76.25 |
1.3% |
5,761.00 |
Close |
5,838.25 |
5,910.00 |
71.75 |
1.2% |
5,838.25 |
Range |
84.75 |
79.50 |
-5.25 |
-6.2% |
211.75 |
ATR |
70.64 |
71.27 |
0.63 |
0.9% |
0.00 |
Volume |
394,754 |
261,541 |
-133,213 |
-33.7% |
1,790,849 |
|
Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,126.50 |
6,097.75 |
5,953.75 |
|
R3 |
6,047.00 |
6,018.25 |
5,931.75 |
|
R2 |
5,967.50 |
5,967.50 |
5,924.50 |
|
R1 |
5,938.75 |
5,938.75 |
5,917.25 |
5,953.00 |
PP |
5,888.00 |
5,888.00 |
5,888.00 |
5,895.25 |
S1 |
5,859.25 |
5,859.25 |
5,902.75 |
5,873.50 |
S2 |
5,808.50 |
5,808.50 |
5,895.50 |
|
S3 |
5,729.00 |
5,779.75 |
5,888.25 |
|
S4 |
5,649.50 |
5,700.25 |
5,866.25 |
|
|
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% |
89.50 |
1.5% |
70% |
False |
False |
377,437 |
10 |
5,972.75 |
5,761.00 |
211.75 |
3.6% |
72.00 |
1.2% |
70% |
False |
False |
321,716 |
20 |
5,995.75 |
5,761.00 |
234.75 |
4.0% |
65.50 |
1.1% |
63% |
False |
False |
299,851 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
73.25 |
1.2% |
80% |
False |
False |
303,572 |
60 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
69.50 |
1.2% |
80% |
False |
False |
253,143 |
80 |
5,995.75 |
5,433.75 |
562.00 |
9.5% |
62.75 |
1.1% |
85% |
False |
False |
189,926 |
100 |
5,995.75 |
5,320.00 |
675.75 |
11.4% |
59.25 |
1.0% |
87% |
False |
False |
151,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,254.50 |
2.618 |
6,125.00 |
1.618 |
6,045.50 |
1.000 |
5,996.25 |
0.618 |
5,966.00 |
HIGH |
5,916.75 |
0.618 |
5,886.50 |
0.500 |
5,877.00 |
0.382 |
5,867.50 |
LOW |
5,837.25 |
0.618 |
5,788.00 |
1.000 |
5,757.75 |
1.618 |
5,708.50 |
2.618 |
5,629.00 |
4.250 |
5,499.50 |
|
|
Fisher Pivots for day following 14-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,899.00 |
5,887.25 |
PP |
5,888.00 |
5,864.75 |
S1 |
5,877.00 |
5,842.00 |
|