Trading Metrics calculated at close of trading on 11-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,283.2 |
1,292.5 |
9.3 |
0.7% |
1,264.3 |
High |
1,293.8 |
1,298.1 |
4.3 |
0.3% |
1,298.1 |
Low |
1,280.3 |
1,286.7 |
6.4 |
0.5% |
1,257.1 |
Close |
1,290.1 |
1,294.0 |
3.9 |
0.3% |
1,294.0 |
Range |
13.5 |
11.4 |
-2.1 |
-15.6% |
41.0 |
ATR |
12.9 |
12.8 |
-0.1 |
-0.8% |
0.0 |
Volume |
269,830 |
265,329 |
-4,501 |
-1.7% |
1,196,882 |
|
Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.1 |
1,322.0 |
1,300.3 |
|
R3 |
1,315.7 |
1,310.6 |
1,297.1 |
|
R2 |
1,304.3 |
1,304.3 |
1,296.1 |
|
R1 |
1,299.2 |
1,299.2 |
1,295.0 |
1,301.8 |
PP |
1,292.9 |
1,292.9 |
1,292.9 |
1,294.2 |
S1 |
1,287.8 |
1,287.8 |
1,293.0 |
1,290.4 |
S2 |
1,281.5 |
1,281.5 |
1,291.9 |
|
S3 |
1,270.1 |
1,276.4 |
1,290.9 |
|
S4 |
1,258.7 |
1,265.0 |
1,287.7 |
|
|
Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,406.1 |
1,391.0 |
1,316.6 |
|
R3 |
1,365.1 |
1,350.0 |
1,305.3 |
|
R2 |
1,324.1 |
1,324.1 |
1,301.5 |
|
R1 |
1,309.0 |
1,309.0 |
1,297.8 |
1,316.6 |
PP |
1,283.1 |
1,283.1 |
1,283.1 |
1,286.8 |
S1 |
1,268.0 |
1,268.0 |
1,290.2 |
1,275.6 |
S2 |
1,242.1 |
1,242.1 |
1,286.5 |
|
S3 |
1,201.1 |
1,227.0 |
1,282.7 |
|
S4 |
1,160.1 |
1,186.0 |
1,271.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,298.1 |
1,257.1 |
41.0 |
3.2% |
12.4 |
1.0% |
90% |
True |
False |
239,376 |
10 |
1,298.1 |
1,257.1 |
41.0 |
3.2% |
12.0 |
0.9% |
90% |
True |
False |
226,440 |
20 |
1,298.1 |
1,234.9 |
63.2 |
4.9% |
11.7 |
0.9% |
94% |
True |
False |
153,301 |
40 |
1,298.1 |
1,211.1 |
87.0 |
6.7% |
11.7 |
0.9% |
95% |
True |
False |
85,558 |
60 |
1,305.5 |
1,211.1 |
94.4 |
7.3% |
12.2 |
0.9% |
88% |
False |
False |
58,536 |
80 |
1,305.5 |
1,211.1 |
94.4 |
7.3% |
12.0 |
0.9% |
88% |
False |
False |
44,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,346.6 |
2.618 |
1,327.9 |
1.618 |
1,316.5 |
1.000 |
1,309.5 |
0.618 |
1,305.1 |
HIGH |
1,298.1 |
0.618 |
1,293.7 |
0.500 |
1,292.4 |
0.382 |
1,291.1 |
LOW |
1,286.7 |
0.618 |
1,279.7 |
1.000 |
1,275.3 |
1.618 |
1,268.3 |
2.618 |
1,256.9 |
4.250 |
1,238.3 |
|
|
Fisher Pivots for day following 11-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,293.5 |
1,290.0 |
PP |
1,292.9 |
1,286.0 |
S1 |
1,292.4 |
1,282.0 |
|