Trading Metrics calculated at close of trading on 15-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
5,837.25 |
5,913.50 |
76.25 |
1.3% |
5,900.00 |
High |
5,916.75 |
5,945.00 |
28.25 |
0.5% |
5,972.75 |
Low |
5,837.25 |
5,895.50 |
58.25 |
1.0% |
5,761.00 |
Close |
5,910.00 |
5,912.00 |
2.00 |
0.0% |
5,838.25 |
Range |
79.50 |
49.50 |
-30.00 |
-37.7% |
211.75 |
ATR |
71.27 |
69.71 |
-1.55 |
-2.2% |
0.00 |
Volume |
261,541 |
249,827 |
-11,714 |
-4.5% |
1,790,849 |
|
Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,066.00 |
6,038.50 |
5,939.25 |
|
R3 |
6,016.50 |
5,989.00 |
5,925.50 |
|
R2 |
5,967.00 |
5,967.00 |
5,921.00 |
|
R1 |
5,939.50 |
5,939.50 |
5,916.50 |
5,928.50 |
PP |
5,917.50 |
5,917.50 |
5,917.50 |
5,912.00 |
S1 |
5,890.00 |
5,890.00 |
5,907.50 |
5,879.00 |
S2 |
5,868.00 |
5,868.00 |
5,903.00 |
|
S3 |
5,818.50 |
5,840.50 |
5,898.50 |
|
S4 |
5,769.00 |
5,791.00 |
5,884.75 |
|
|
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 |
5,945.00 |
5,761.00 |
184.00 |
3.1% |
86.50 |
1.5% |
82% |
True |
False |
366,387 |
10 |
5,972.75 |
5,761.00 |
211.75 |
3.6% |
71.25 |
1.2% |
71% |
False |
False |
323,798 |
20 |
5,995.75 |
5,761.00 |
234.75 |
4.0% |
64.00 |
1.1% |
64% |
False |
False |
300,041 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
72.00 |
1.2% |
81% |
False |
False |
303,019 |
60 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
69.50 |
1.2% |
81% |
False |
False |
257,301 |
80 |
5,995.75 |
5,475.00 |
520.75 |
8.8% |
63.00 |
1.1% |
84% |
False |
False |
193,048 |
100 |
5,995.75 |
5,320.00 |
675.75 |
11.4% |
59.50 |
1.0% |
88% |
False |
False |
154,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,155.50 |
2.618 |
6,074.50 |
1.618 |
6,025.00 |
1.000 |
5,994.50 |
0.618 |
5,975.50 |
HIGH |
5,945.00 |
0.618 |
5,926.00 |
0.500 |
5,920.25 |
0.382 |
5,914.50 |
LOW |
5,895.50 |
0.618 |
5,865.00 |
1.000 |
5,846.00 |
1.618 |
5,815.50 |
2.618 |
5,766.00 |
4.250 |
5,685.00 |
|
|
Fisher Pivots for day following 15-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,920.25 |
5,892.25 |
PP |
5,917.50 |
5,872.75 |
S1 |
5,914.75 |
5,853.00 |
|