Trading Metrics calculated at close of trading on 16-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
5,913.50 |
5,915.25 |
1.75 |
0.0% |
5,900.00 |
High |
5,945.00 |
5,949.50 |
4.50 |
0.1% |
5,972.75 |
Low |
5,895.50 |
5,902.00 |
6.50 |
0.1% |
5,761.00 |
Close |
5,912.00 |
5,923.50 |
11.50 |
0.2% |
5,838.25 |
Range |
49.50 |
47.50 |
-2.00 |
-4.0% |
211.75 |
ATR |
69.71 |
68.13 |
-1.59 |
-2.3% |
0.00 |
Volume |
249,827 |
293,910 |
44,083 |
17.6% |
1,790,849 |
|
Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,067.50 |
6,043.00 |
5,949.50 |
|
R3 |
6,020.00 |
5,995.50 |
5,936.50 |
|
R2 |
5,972.50 |
5,972.50 |
5,932.25 |
|
R1 |
5,948.00 |
5,948.00 |
5,927.75 |
5,960.25 |
PP |
5,925.00 |
5,925.00 |
5,925.00 |
5,931.00 |
S1 |
5,900.50 |
5,900.50 |
5,919.25 |
5,912.75 |
S2 |
5,877.50 |
5,877.50 |
5,914.75 |
|
S3 |
5,830.00 |
5,853.00 |
5,910.50 |
|
S4 |
5,782.50 |
5,805.50 |
5,897.50 |
|
|
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 |
5,949.50 |
5,761.00 |
188.50 |
3.2% |
83.50 |
1.4% |
86% |
True |
False |
349,639 |
10 |
5,972.75 |
5,761.00 |
211.75 |
3.6% |
67.00 |
1.1% |
77% |
False |
False |
314,228 |
20 |
5,995.75 |
5,761.00 |
234.75 |
4.0% |
64.75 |
1.1% |
69% |
False |
False |
303,072 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
71.75 |
1.2% |
83% |
False |
False |
302,836 |
60 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
69.25 |
1.2% |
83% |
False |
False |
262,194 |
80 |
5,995.75 |
5,505.00 |
490.75 |
8.3% |
63.25 |
1.1% |
85% |
False |
False |
196,719 |
100 |
5,995.75 |
5,320.00 |
675.75 |
11.4% |
59.50 |
1.0% |
89% |
False |
False |
157,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,151.50 |
2.618 |
6,073.75 |
1.618 |
6,026.25 |
1.000 |
5,997.00 |
0.618 |
5,978.75 |
HIGH |
5,949.50 |
0.618 |
5,931.25 |
0.500 |
5,925.75 |
0.382 |
5,920.25 |
LOW |
5,902.00 |
0.618 |
5,872.75 |
1.000 |
5,854.50 |
1.618 |
5,825.25 |
2.618 |
5,777.75 |
4.250 |
5,700.00 |
|
|
Fisher Pivots for day following 16-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,925.75 |
5,913.50 |
PP |
5,925.00 |
5,903.50 |
S1 |
5,924.25 |
5,893.50 |
|