Trading Metrics calculated at close of trading on 24-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,289.4 |
1,288.7 |
-0.7 |
-0.1% |
1,288.4 |
High |
1,289.4 |
1,288.7 |
-0.7 |
-0.1% |
1,300.7 |
Low |
1,286.9 |
1,284.0 |
-2.9 |
-0.2% |
1,267.4 |
Close |
1,288.9 |
1,286.5 |
-2.4 |
-0.2% |
1,285.7 |
Range |
2.5 |
4.7 |
2.2 |
88.0% |
33.3 |
ATR |
11.4 |
11.0 |
-0.5 |
-4.1% |
0.0 |
Volume |
250 |
550 |
300 |
120.0% |
1,037 |
|
Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.5 |
1,298.2 |
1,289.1 |
|
R3 |
1,295.8 |
1,293.5 |
1,287.8 |
|
R2 |
1,291.1 |
1,291.1 |
1,287.4 |
|
R1 |
1,288.8 |
1,288.8 |
1,286.9 |
1,287.6 |
PP |
1,286.4 |
1,286.4 |
1,286.4 |
1,285.8 |
S1 |
1,284.1 |
1,284.1 |
1,286.1 |
1,282.9 |
S2 |
1,281.7 |
1,281.7 |
1,285.6 |
|
S3 |
1,277.0 |
1,279.4 |
1,285.2 |
|
S4 |
1,272.3 |
1,274.7 |
1,283.9 |
|
|
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 |
1,283.2 |
17.5 |
1.4% |
7.0 |
0.5% |
19% |
False |
False |
255 |
10 |
1,300.7 |
1,267.4 |
33.3 |
2.6% |
8.5 |
0.7% |
57% |
False |
False |
209 |
20 |
1,300.7 |
1,251.4 |
49.3 |
3.8% |
10.0 |
0.8% |
71% |
False |
False |
3,945 |
40 |
1,300.7 |
1,204.0 |
96.7 |
7.5% |
11.2 |
0.9% |
85% |
False |
False |
125,347 |
60 |
1,300.7 |
1,204.0 |
96.7 |
7.5% |
11.7 |
0.9% |
85% |
False |
False |
153,053 |
80 |
1,300.7 |
1,204.0 |
96.7 |
7.5% |
12.0 |
0.9% |
85% |
False |
False |
129,343 |
100 |
1,300.7 |
1,204.0 |
96.7 |
7.5% |
12.1 |
0.9% |
85% |
False |
False |
104,434 |
120 |
1,300.7 |
1,201.4 |
99.3 |
7.7% |
11.9 |
0.9% |
86% |
False |
False |
87,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,308.7 |
2.618 |
1,301.0 |
1.618 |
1,296.3 |
1.000 |
1,293.4 |
0.618 |
1,291.6 |
HIGH |
1,288.7 |
0.618 |
1,286.9 |
0.500 |
1,286.4 |
0.382 |
1,285.8 |
LOW |
1,284.0 |
0.618 |
1,281.1 |
1.000 |
1,279.3 |
1.618 |
1,276.4 |
2.618 |
1,271.7 |
4.250 |
1,264.0 |
|
|
Fisher Pivots for day following 24-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,286.5 |
1,286.4 |
PP |
1,286.4 |
1,286.4 |
S1 |
1,286.4 |
1,286.3 |
|