Trading Metrics calculated at close of trading on 22-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,285.2 |
1,287.2 |
2.0 |
0.2% |
1,288.4 |
High |
1,290.8 |
1,288.4 |
-2.4 |
-0.2% |
1,300.7 |
Low |
1,284.7 |
1,283.2 |
-1.5 |
-0.1% |
1,267.4 |
Close |
1,290.8 |
1,285.1 |
-5.7 |
-0.4% |
1,285.7 |
Range |
6.1 |
5.2 |
-0.9 |
-14.8% |
33.3 |
ATR |
12.3 |
12.0 |
-0.3 |
-2.7% |
0.0 |
Volume |
18 |
100 |
82 |
455.6% |
1,037 |
|
Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,301.2 |
1,298.3 |
1,288.0 |
|
R3 |
1,296.0 |
1,293.1 |
1,286.5 |
|
R2 |
1,290.8 |
1,290.8 |
1,286.1 |
|
R1 |
1,287.9 |
1,287.9 |
1,285.6 |
1,286.8 |
PP |
1,285.6 |
1,285.6 |
1,285.6 |
1,285.0 |
S1 |
1,282.7 |
1,282.7 |
1,284.6 |
1,281.6 |
S2 |
1,280.4 |
1,280.4 |
1,284.1 |
|
S3 |
1,275.2 |
1,277.5 |
1,283.7 |
|
S4 |
1,270.0 |
1,272.3 |
1,282.2 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,384.5 |
1,368.4 |
1,304.0 |
|
R3 |
1,351.2 |
1,335.1 |
1,294.9 |
|
R2 |
1,317.9 |
1,317.9 |
1,291.8 |
|
R1 |
1,301.8 |
1,301.8 |
1,288.8 |
1,293.2 |
PP |
1,284.6 |
1,284.6 |
1,284.6 |
1,280.3 |
S1 |
1,268.5 |
1,268.5 |
1,282.6 |
1,259.9 |
S2 |
1,251.3 |
1,251.3 |
1,279.6 |
|
S3 |
1,218.0 |
1,235.2 |
1,276.5 |
|
S4 |
1,184.7 |
1,201.9 |
1,267.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,300.7 |
1,269.4 |
31.3 |
2.4% |
9.2 |
0.7% |
50% |
False |
False |
125 |
10 |
1,300.7 |
1,260.2 |
40.5 |
3.2% |
10.8 |
0.8% |
61% |
False |
False |
247 |
20 |
1,300.7 |
1,243.2 |
57.5 |
4.5% |
11.2 |
0.9% |
73% |
False |
False |
27,726 |
40 |
1,300.7 |
1,204.0 |
96.7 |
7.5% |
11.6 |
0.9% |
84% |
False |
False |
135,540 |
60 |
1,300.7 |
1,204.0 |
96.7 |
7.5% |
12.0 |
0.9% |
84% |
False |
False |
161,215 |
80 |
1,300.7 |
1,204.0 |
96.7 |
7.5% |
12.2 |
1.0% |
84% |
False |
False |
129,541 |
100 |
1,300.7 |
1,204.0 |
96.7 |
7.5% |
12.2 |
0.9% |
84% |
False |
False |
104,488 |
120 |
1,300.7 |
1,201.4 |
99.3 |
7.7% |
12.0 |
0.9% |
84% |
False |
False |
87,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,310.5 |
2.618 |
1,302.0 |
1.618 |
1,296.8 |
1.000 |
1,293.6 |
0.618 |
1,291.6 |
HIGH |
1,288.4 |
0.618 |
1,286.4 |
0.500 |
1,285.8 |
0.382 |
1,285.2 |
LOW |
1,283.2 |
0.618 |
1,280.0 |
1.000 |
1,278.0 |
1.618 |
1,274.8 |
2.618 |
1,269.6 |
4.250 |
1,261.1 |
|
|
Fisher Pivots for day following 22-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,285.8 |
1,292.0 |
PP |
1,285.6 |
1,289.7 |
S1 |
1,285.3 |
1,287.4 |
|