Trading Metrics calculated at close of trading on 16-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,287.0 |
1,276.9 |
-10.1 |
-0.8% |
1,264.3 |
High |
1,287.7 |
1,289.5 |
1.8 |
0.1% |
1,298.1 |
Low |
1,272.7 |
1,273.2 |
0.5 |
0.0% |
1,257.1 |
Close |
1,279.7 |
1,282.9 |
3.2 |
0.3% |
1,294.0 |
Range |
15.0 |
16.3 |
1.3 |
8.7% |
41.0 |
ATR |
13.1 |
13.3 |
0.2 |
1.7% |
0.0 |
Volume |
287,561 |
273,202 |
-14,359 |
-5.0% |
1,196,882 |
|
Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.8 |
1,323.1 |
1,291.9 |
|
R3 |
1,314.5 |
1,306.8 |
1,287.4 |
|
R2 |
1,298.2 |
1,298.2 |
1,285.9 |
|
R1 |
1,290.5 |
1,290.5 |
1,284.4 |
1,294.4 |
PP |
1,281.9 |
1,281.9 |
1,281.9 |
1,283.8 |
S1 |
1,274.2 |
1,274.2 |
1,281.4 |
1,278.1 |
S2 |
1,265.6 |
1,265.6 |
1,279.9 |
|
S3 |
1,249.3 |
1,257.9 |
1,278.4 |
|
S4 |
1,233.0 |
1,241.6 |
1,273.9 |
|
|
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 |
1,272.7 |
25.4 |
2.0% |
13.7 |
1.1% |
40% |
False |
False |
266,798 |
10 |
1,298.1 |
1,257.1 |
41.0 |
3.2% |
13.6 |
1.1% |
63% |
False |
False |
247,359 |
20 |
1,298.1 |
1,241.5 |
56.6 |
4.4% |
12.5 |
1.0% |
73% |
False |
False |
189,364 |
40 |
1,298.1 |
1,211.1 |
87.0 |
6.8% |
12.2 |
0.9% |
83% |
False |
False |
105,079 |
60 |
1,305.5 |
1,211.1 |
94.4 |
7.4% |
12.2 |
1.0% |
76% |
False |
False |
71,675 |
80 |
1,305.5 |
1,211.1 |
94.4 |
7.4% |
12.2 |
0.9% |
76% |
False |
False |
54,785 |
100 |
1,307.0 |
1,211.1 |
95.9 |
7.5% |
12.1 |
0.9% |
75% |
False |
False |
44,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,358.8 |
2.618 |
1,332.2 |
1.618 |
1,315.9 |
1.000 |
1,305.8 |
0.618 |
1,299.6 |
HIGH |
1,289.5 |
0.618 |
1,283.3 |
0.500 |
1,281.4 |
0.382 |
1,279.4 |
LOW |
1,273.2 |
0.618 |
1,263.1 |
1.000 |
1,256.9 |
1.618 |
1,246.8 |
2.618 |
1,230.5 |
4.250 |
1,203.9 |
|
|
Fisher Pivots for day following 16-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,282.4 |
1,284.6 |
PP |
1,281.9 |
1,284.0 |
S1 |
1,281.4 |
1,283.5 |
|