Trading Metrics calculated at close of trading on 15-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,296.4 |
1,287.0 |
-9.4 |
-0.7% |
1,264.3 |
High |
1,296.4 |
1,287.7 |
-8.7 |
-0.7% |
1,298.1 |
Low |
1,284.2 |
1,272.7 |
-11.5 |
-0.9% |
1,257.1 |
Close |
1,290.4 |
1,279.7 |
-10.7 |
-0.8% |
1,294.0 |
Range |
12.2 |
15.0 |
2.8 |
23.0% |
41.0 |
ATR |
12.8 |
13.1 |
0.4 |
2.8% |
0.0 |
Volume |
238,069 |
287,561 |
49,492 |
20.8% |
1,196,882 |
|
Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.0 |
1,317.4 |
1,288.0 |
|
R3 |
1,310.0 |
1,302.4 |
1,283.8 |
|
R2 |
1,295.0 |
1,295.0 |
1,282.5 |
|
R1 |
1,287.4 |
1,287.4 |
1,281.1 |
1,283.7 |
PP |
1,280.0 |
1,280.0 |
1,280.0 |
1,278.2 |
S1 |
1,272.4 |
1,272.4 |
1,278.3 |
1,268.7 |
S2 |
1,265.0 |
1,265.0 |
1,277.0 |
|
S3 |
1,250.0 |
1,257.4 |
1,275.6 |
|
S4 |
1,235.0 |
1,242.4 |
1,271.5 |
|
|
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 |
1,265.9 |
32.2 |
2.5% |
14.2 |
1.1% |
43% |
False |
False |
270,352 |
10 |
1,298.1 |
1,257.1 |
41.0 |
3.2% |
13.0 |
1.0% |
55% |
False |
False |
241,136 |
20 |
1,298.1 |
1,241.5 |
56.6 |
4.4% |
12.1 |
0.9% |
67% |
False |
False |
177,374 |
40 |
1,298.1 |
1,211.1 |
87.0 |
6.8% |
11.9 |
0.9% |
79% |
False |
False |
98,455 |
60 |
1,305.5 |
1,211.1 |
94.4 |
7.4% |
12.2 |
0.9% |
73% |
False |
False |
67,177 |
80 |
1,305.5 |
1,211.1 |
94.4 |
7.4% |
12.1 |
0.9% |
73% |
False |
False |
51,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.5 |
2.618 |
1,327.0 |
1.618 |
1,312.0 |
1.000 |
1,302.7 |
0.618 |
1,297.0 |
HIGH |
1,287.7 |
0.618 |
1,282.0 |
0.500 |
1,280.2 |
0.382 |
1,278.4 |
LOW |
1,272.7 |
0.618 |
1,263.4 |
1.000 |
1,257.7 |
1.618 |
1,248.4 |
2.618 |
1,233.4 |
4.250 |
1,209.0 |
|
|
Fisher Pivots for day following 15-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,280.2 |
1,285.4 |
PP |
1,280.0 |
1,283.5 |
S1 |
1,279.9 |
1,281.6 |
|