Trading Metrics calculated at close of trading on 18-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
5,920.00 |
5,792.25 |
-127.75 |
-2.2% |
5,837.25 |
High |
5,923.75 |
5,835.00 |
-88.75 |
-1.5% |
5,949.50 |
Low |
5,786.50 |
5,772.50 |
-14.00 |
-0.2% |
5,772.50 |
Close |
5,800.25 |
5,801.25 |
1.00 |
0.0% |
5,801.25 |
Range |
137.25 |
62.50 |
-74.75 |
-54.5% |
177.00 |
ATR |
73.06 |
72.31 |
-0.75 |
-1.0% |
0.00 |
Volume |
511,900 |
443,313 |
-68,587 |
-13.4% |
1,760,491 |
|
Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,990.50 |
5,958.25 |
5,835.50 |
|
R3 |
5,928.00 |
5,895.75 |
5,818.50 |
|
R2 |
5,865.50 |
5,865.50 |
5,812.75 |
|
R1 |
5,833.25 |
5,833.25 |
5,807.00 |
5,849.50 |
PP |
5,803.00 |
5,803.00 |
5,803.00 |
5,811.00 |
S1 |
5,770.75 |
5,770.75 |
5,795.50 |
5,787.00 |
S2 |
5,740.50 |
5,740.50 |
5,789.75 |
|
S3 |
5,678.00 |
5,708.25 |
5,784.00 |
|
S4 |
5,615.50 |
5,645.75 |
5,767.00 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,372.00 |
6,263.75 |
5,898.50 |
|
R3 |
6,195.00 |
6,086.75 |
5,850.00 |
|
R2 |
6,018.00 |
6,018.00 |
5,833.75 |
|
R1 |
5,909.75 |
5,909.75 |
5,817.50 |
5,875.50 |
PP |
5,841.00 |
5,841.00 |
5,841.00 |
5,824.00 |
S1 |
5,732.75 |
5,732.75 |
5,785.00 |
5,698.50 |
S2 |
5,664.00 |
5,664.00 |
5,768.75 |
|
S3 |
5,487.00 |
5,555.75 |
5,752.50 |
|
S4 |
5,310.00 |
5,378.75 |
5,704.00 |
|
|
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 |
5,772.50 |
177.00 |
3.1% |
75.25 |
1.3% |
16% |
False |
True |
352,098 |
10 |
5,972.75 |
5,761.00 |
211.75 |
3.7% |
78.50 |
1.4% |
19% |
False |
False |
355,134 |
20 |
5,995.75 |
5,761.00 |
234.75 |
4.0% |
70.50 |
1.2% |
17% |
False |
False |
324,841 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.5% |
73.25 |
1.3% |
55% |
False |
False |
312,910 |
60 |
5,995.75 |
5,560.25 |
435.50 |
7.5% |
71.75 |
1.2% |
55% |
False |
False |
278,095 |
80 |
5,995.75 |
5,540.50 |
455.25 |
7.8% |
64.75 |
1.1% |
57% |
False |
False |
208,655 |
100 |
5,995.75 |
5,353.75 |
642.00 |
11.1% |
60.25 |
1.0% |
70% |
False |
False |
166,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,100.50 |
2.618 |
5,998.50 |
1.618 |
5,936.00 |
1.000 |
5,897.50 |
0.618 |
5,873.50 |
HIGH |
5,835.00 |
0.618 |
5,811.00 |
0.500 |
5,803.75 |
0.382 |
5,796.50 |
LOW |
5,772.50 |
0.618 |
5,734.00 |
1.000 |
5,710.00 |
1.618 |
5,671.50 |
2.618 |
5,609.00 |
4.250 |
5,507.00 |
|
|
Fisher Pivots for day following 18-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,803.75 |
5,861.00 |
PP |
5,803.00 |
5,841.00 |
S1 |
5,802.00 |
5,821.25 |
|