Trading Metrics calculated at close of trading on 25-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,288.7 |
1,285.4 |
-3.3 |
-0.3% |
1,285.2 |
High |
1,288.7 |
1,292.7 |
4.0 |
0.3% |
1,292.7 |
Low |
1,284.0 |
1,280.3 |
-3.7 |
-0.3% |
1,280.3 |
Close |
1,286.5 |
1,292.5 |
6.0 |
0.5% |
1,292.5 |
Range |
4.7 |
12.4 |
7.7 |
163.8% |
12.4 |
ATR |
11.0 |
11.1 |
0.1 |
0.9% |
0.0 |
Volume |
550 |
280 |
-270 |
-49.1% |
1,198 |
|
Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.7 |
1,321.5 |
1,299.3 |
|
R3 |
1,313.3 |
1,309.1 |
1,295.9 |
|
R2 |
1,300.9 |
1,300.9 |
1,294.8 |
|
R1 |
1,296.7 |
1,296.7 |
1,293.6 |
1,298.8 |
PP |
1,288.5 |
1,288.5 |
1,288.5 |
1,289.6 |
S1 |
1,284.3 |
1,284.3 |
1,291.4 |
1,286.4 |
S2 |
1,276.1 |
1,276.1 |
1,290.2 |
|
S3 |
1,263.7 |
1,271.9 |
1,289.1 |
|
S4 |
1,251.3 |
1,259.5 |
1,285.7 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.7 |
1,321.5 |
1,299.3 |
|
R3 |
1,313.3 |
1,309.1 |
1,295.9 |
|
R2 |
1,300.9 |
1,300.9 |
1,294.8 |
|
R1 |
1,296.7 |
1,296.7 |
1,293.6 |
1,298.8 |
PP |
1,288.5 |
1,288.5 |
1,288.5 |
1,289.6 |
S1 |
1,284.3 |
1,284.3 |
1,291.4 |
1,286.4 |
S2 |
1,276.1 |
1,276.1 |
1,290.2 |
|
S3 |
1,263.7 |
1,271.9 |
1,289.1 |
|
S4 |
1,251.3 |
1,259.5 |
1,285.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,292.7 |
1,280.3 |
12.4 |
1.0% |
6.2 |
0.5% |
98% |
True |
True |
239 |
10 |
1,300.7 |
1,267.4 |
33.3 |
2.6% |
8.9 |
0.7% |
75% |
False |
False |
223 |
20 |
1,300.7 |
1,251.4 |
49.3 |
3.8% |
9.9 |
0.8% |
83% |
False |
False |
750 |
40 |
1,300.7 |
1,204.0 |
96.7 |
7.5% |
11.2 |
0.9% |
92% |
False |
False |
118,411 |
60 |
1,300.7 |
1,204.0 |
96.7 |
7.5% |
11.8 |
0.9% |
92% |
False |
False |
150,038 |
80 |
1,300.7 |
1,204.0 |
96.7 |
7.5% |
11.9 |
0.9% |
92% |
False |
False |
129,232 |
100 |
1,300.7 |
1,204.0 |
96.7 |
7.5% |
12.1 |
0.9% |
92% |
False |
False |
104,416 |
120 |
1,300.7 |
1,201.4 |
99.3 |
7.7% |
11.9 |
0.9% |
92% |
False |
False |
87,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,345.4 |
2.618 |
1,325.2 |
1.618 |
1,312.8 |
1.000 |
1,305.1 |
0.618 |
1,300.4 |
HIGH |
1,292.7 |
0.618 |
1,288.0 |
0.500 |
1,286.5 |
0.382 |
1,285.0 |
LOW |
1,280.3 |
0.618 |
1,272.6 |
1.000 |
1,267.9 |
1.618 |
1,260.2 |
2.618 |
1,247.8 |
4.250 |
1,227.6 |
|
|
Fisher Pivots for day following 25-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,290.5 |
1,290.5 |
PP |
1,288.5 |
1,288.5 |
S1 |
1,286.5 |
1,286.5 |
|