Trading Metrics calculated at close of trading on 17-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
5,915.25 |
5,920.00 |
4.75 |
0.1% |
5,900.00 |
High |
5,949.50 |
5,923.75 |
-25.75 |
-0.4% |
5,972.75 |
Low |
5,902.00 |
5,786.50 |
-115.50 |
-2.0% |
5,761.00 |
Close |
5,923.50 |
5,800.25 |
-123.25 |
-2.1% |
5,838.25 |
Range |
47.50 |
137.25 |
89.75 |
188.9% |
211.75 |
ATR |
68.13 |
73.06 |
4.94 |
7.2% |
0.00 |
Volume |
293,910 |
511,900 |
217,990 |
74.2% |
1,790,849 |
|
Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,248.50 |
6,161.75 |
5,875.75 |
|
R3 |
6,111.25 |
6,024.50 |
5,838.00 |
|
R2 |
5,974.00 |
5,974.00 |
5,825.50 |
|
R1 |
5,887.25 |
5,887.25 |
5,812.75 |
5,862.00 |
PP |
5,836.75 |
5,836.75 |
5,836.75 |
5,824.25 |
S1 |
5,750.00 |
5,750.00 |
5,787.75 |
5,724.75 |
S2 |
5,699.50 |
5,699.50 |
5,775.00 |
|
S3 |
5,562.25 |
5,612.75 |
5,762.50 |
|
S4 |
5,425.00 |
5,475.50 |
5,724.75 |
|
|
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 |
5,949.50 |
5,761.00 |
188.50 |
3.2% |
79.75 |
1.4% |
21% |
False |
False |
342,386 |
10 |
5,972.75 |
5,761.00 |
211.75 |
3.7% |
76.00 |
1.3% |
19% |
False |
False |
336,475 |
20 |
5,995.75 |
5,761.00 |
234.75 |
4.0% |
69.50 |
1.2% |
17% |
False |
False |
315,399 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.5% |
72.75 |
1.3% |
55% |
False |
False |
307,653 |
60 |
5,995.75 |
5,560.25 |
435.50 |
7.5% |
71.25 |
1.2% |
55% |
False |
False |
270,719 |
80 |
5,995.75 |
5,540.50 |
455.25 |
7.8% |
64.25 |
1.1% |
57% |
False |
False |
203,115 |
100 |
5,995.75 |
5,353.75 |
642.00 |
11.1% |
60.25 |
1.0% |
70% |
False |
False |
162,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,507.00 |
2.618 |
6,283.00 |
1.618 |
6,145.75 |
1.000 |
6,061.00 |
0.618 |
6,008.50 |
HIGH |
5,923.75 |
0.618 |
5,871.25 |
0.500 |
5,855.00 |
0.382 |
5,839.00 |
LOW |
5,786.50 |
0.618 |
5,701.75 |
1.000 |
5,649.25 |
1.618 |
5,564.50 |
2.618 |
5,427.25 |
4.250 |
5,203.25 |
|
|
Fisher Pivots for day following 17-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,855.00 |
5,868.00 |
PP |
5,836.75 |
5,845.50 |
S1 |
5,818.50 |
5,822.75 |
|