Trading Metrics calculated at close of trading on 14-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,292.5 |
1,296.4 |
3.9 |
0.3% |
1,264.3 |
High |
1,298.1 |
1,296.4 |
-1.7 |
-0.1% |
1,298.1 |
Low |
1,286.7 |
1,284.2 |
-2.5 |
-0.2% |
1,257.1 |
Close |
1,294.0 |
1,290.4 |
-3.6 |
-0.3% |
1,294.0 |
Range |
11.4 |
12.2 |
0.8 |
7.0% |
41.0 |
ATR |
12.8 |
12.8 |
0.0 |
-0.3% |
0.0 |
Volume |
265,329 |
238,069 |
-27,260 |
-10.3% |
1,196,882 |
|
Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.9 |
1,320.9 |
1,297.1 |
|
R3 |
1,314.7 |
1,308.7 |
1,293.8 |
|
R2 |
1,302.5 |
1,302.5 |
1,292.6 |
|
R1 |
1,296.5 |
1,296.5 |
1,291.5 |
1,293.4 |
PP |
1,290.3 |
1,290.3 |
1,290.3 |
1,288.8 |
S1 |
1,284.3 |
1,284.3 |
1,289.3 |
1,281.2 |
S2 |
1,278.1 |
1,278.1 |
1,288.2 |
|
S3 |
1,265.9 |
1,272.1 |
1,287.0 |
|
S4 |
1,253.7 |
1,259.9 |
1,283.7 |
|
|
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% |
14.0 |
1.1% |
81% |
False |
False |
262,349 |
10 |
1,298.1 |
1,257.1 |
41.0 |
3.2% |
12.7 |
1.0% |
81% |
False |
False |
233,734 |
20 |
1,298.1 |
1,239.1 |
59.0 |
4.6% |
12.0 |
0.9% |
87% |
False |
False |
164,506 |
40 |
1,298.1 |
1,211.1 |
87.0 |
6.7% |
11.9 |
0.9% |
91% |
False |
False |
91,433 |
60 |
1,305.5 |
1,211.1 |
94.4 |
7.3% |
12.1 |
0.9% |
84% |
False |
False |
62,423 |
80 |
1,305.5 |
1,211.1 |
94.4 |
7.3% |
12.1 |
0.9% |
84% |
False |
False |
47,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,348.3 |
2.618 |
1,328.3 |
1.618 |
1,316.1 |
1.000 |
1,308.6 |
0.618 |
1,303.9 |
HIGH |
1,296.4 |
0.618 |
1,291.7 |
0.500 |
1,290.3 |
0.382 |
1,288.9 |
LOW |
1,284.2 |
0.618 |
1,276.7 |
1.000 |
1,272.0 |
1.618 |
1,264.5 |
2.618 |
1,252.3 |
4.250 |
1,232.4 |
|
|
Fisher Pivots for day following 14-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,290.4 |
1,290.0 |
PP |
1,290.3 |
1,289.6 |
S1 |
1,290.3 |
1,289.2 |
|