Trading Metrics calculated at close of trading on 17-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,276.9 |
1,290.0 |
13.1 |
1.0% |
1,264.3 |
High |
1,289.5 |
1,296.0 |
6.5 |
0.5% |
1,298.1 |
Low |
1,273.2 |
1,286.4 |
13.2 |
1.0% |
1,257.1 |
Close |
1,282.9 |
1,292.4 |
9.5 |
0.7% |
1,294.0 |
Range |
16.3 |
9.6 |
-6.7 |
-41.1% |
41.0 |
ATR |
13.3 |
13.3 |
0.0 |
-0.1% |
0.0 |
Volume |
273,202 |
329,842 |
56,640 |
20.7% |
1,196,882 |
|
Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.4 |
1,316.0 |
1,297.7 |
|
R3 |
1,310.8 |
1,306.4 |
1,295.0 |
|
R2 |
1,301.2 |
1,301.2 |
1,294.2 |
|
R1 |
1,296.8 |
1,296.8 |
1,293.3 |
1,299.0 |
PP |
1,291.6 |
1,291.6 |
1,291.6 |
1,292.7 |
S1 |
1,287.2 |
1,287.2 |
1,291.5 |
1,289.4 |
S2 |
1,282.0 |
1,282.0 |
1,290.6 |
|
S3 |
1,272.4 |
1,277.6 |
1,289.8 |
|
S4 |
1,262.8 |
1,268.0 |
1,287.1 |
|
|
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% |
12.9 |
1.0% |
78% |
False |
False |
278,800 |
10 |
1,298.1 |
1,257.1 |
41.0 |
3.2% |
13.2 |
1.0% |
86% |
False |
False |
259,640 |
20 |
1,298.1 |
1,249.4 |
48.7 |
3.8% |
12.4 |
1.0% |
88% |
False |
False |
203,942 |
40 |
1,298.1 |
1,211.1 |
87.0 |
6.7% |
12.2 |
0.9% |
93% |
False |
False |
113,276 |
60 |
1,305.5 |
1,211.1 |
94.4 |
7.3% |
12.2 |
0.9% |
86% |
False |
False |
77,057 |
80 |
1,305.5 |
1,211.1 |
94.4 |
7.3% |
12.1 |
0.9% |
86% |
False |
False |
58,861 |
100 |
1,307.0 |
1,211.1 |
95.9 |
7.4% |
12.1 |
0.9% |
85% |
False |
False |
47,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,336.8 |
2.618 |
1,321.1 |
1.618 |
1,311.5 |
1.000 |
1,305.6 |
0.618 |
1,301.9 |
HIGH |
1,296.0 |
0.618 |
1,292.3 |
0.500 |
1,291.2 |
0.382 |
1,290.1 |
LOW |
1,286.4 |
0.618 |
1,280.5 |
1.000 |
1,276.8 |
1.618 |
1,270.9 |
2.618 |
1,261.3 |
4.250 |
1,245.6 |
|
|
Fisher Pivots for day following 17-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,292.0 |
1,289.7 |
PP |
1,291.6 |
1,287.0 |
S1 |
1,291.2 |
1,284.4 |
|