Trading Metrics calculated at close of trading on 18-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
3,463.0 |
3,424.0 |
-39.0 |
-1.1% |
3,405.0 |
High |
3,467.0 |
3,439.0 |
-28.0 |
-0.8% |
3,480.0 |
Low |
3,415.0 |
3,407.0 |
-8.0 |
-0.2% |
3,405.0 |
Close |
3,448.0 |
3,433.0 |
-15.0 |
-0.4% |
3,433.0 |
Range |
52.0 |
32.0 |
-20.0 |
-38.5% |
75.0 |
ATR |
38.5 |
38.7 |
0.2 |
0.5% |
0.0 |
Volume |
5,348 |
17,153 |
11,805 |
220.7% |
23,570 |
|
Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,522.3 |
3,509.7 |
3,450.6 |
|
R3 |
3,490.3 |
3,477.7 |
3,441.8 |
|
R2 |
3,458.3 |
3,458.3 |
3,438.9 |
|
R1 |
3,445.7 |
3,445.7 |
3,435.9 |
3,452.0 |
PP |
3,426.3 |
3,426.3 |
3,426.3 |
3,429.5 |
S1 |
3,413.7 |
3,413.7 |
3,430.1 |
3,420.0 |
S2 |
3,394.3 |
3,394.3 |
3,427.1 |
|
S3 |
3,362.3 |
3,381.7 |
3,424.2 |
|
S4 |
3,330.3 |
3,349.7 |
3,415.4 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,664.3 |
3,623.7 |
3,474.3 |
|
R3 |
3,589.3 |
3,548.7 |
3,453.6 |
|
R2 |
3,514.3 |
3,514.3 |
3,446.8 |
|
R1 |
3,473.7 |
3,473.7 |
3,439.9 |
3,494.0 |
PP |
3,439.3 |
3,439.3 |
3,439.3 |
3,449.5 |
S1 |
3,398.7 |
3,398.7 |
3,426.1 |
3,419.0 |
S2 |
3,364.3 |
3,364.3 |
3,419.3 |
|
S3 |
3,289.3 |
3,323.7 |
3,412.4 |
|
S4 |
3,214.3 |
3,248.7 |
3,391.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,480.0 |
3,405.0 |
75.0 |
2.2% |
32.8 |
1.0% |
37% |
False |
False |
4,714 |
10 |
3,509.0 |
3,380.0 |
129.0 |
3.8% |
33.3 |
1.0% |
41% |
False |
False |
2,859 |
20 |
3,509.0 |
3,380.0 |
129.0 |
3.8% |
33.7 |
1.0% |
41% |
False |
False |
3,274 |
40 |
3,559.0 |
3,380.0 |
179.0 |
5.2% |
35.4 |
1.0% |
30% |
False |
False |
2,580 |
60 |
3,577.0 |
3,380.0 |
197.0 |
5.7% |
31.1 |
0.9% |
27% |
False |
False |
2,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,575.0 |
2.618 |
3,522.8 |
1.618 |
3,490.8 |
1.000 |
3,471.0 |
0.618 |
3,458.8 |
HIGH |
3,439.0 |
0.618 |
3,426.8 |
0.500 |
3,423.0 |
0.382 |
3,419.2 |
LOW |
3,407.0 |
0.618 |
3,387.2 |
1.000 |
3,375.0 |
1.618 |
3,355.2 |
2.618 |
3,323.2 |
4.250 |
3,271.0 |
|
|
Fisher Pivots for day following 18-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
3,429.7 |
3,443.5 |
PP |
3,426.3 |
3,440.0 |
S1 |
3,423.0 |
3,436.5 |
|