Trading Metrics calculated at close of trading on 21-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
3,440.0 |
3,435.0 |
-5.0 |
-0.1% |
3,418.0 |
High |
3,453.0 |
3,441.0 |
-12.0 |
-0.3% |
3,496.0 |
Low |
3,418.0 |
3,408.0 |
-10.0 |
-0.3% |
3,418.0 |
Close |
3,447.0 |
3,420.0 |
-27.0 |
-0.8% |
3,447.0 |
Range |
35.0 |
33.0 |
-2.0 |
-5.7% |
78.0 |
ATR |
42.5 |
42.3 |
-0.3 |
-0.6% |
0.0 |
Volume |
1,159,013 |
770,384 |
-388,629 |
-33.5% |
4,367,110 |
|
Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,522.0 |
3,504.0 |
3,438.2 |
|
R3 |
3,489.0 |
3,471.0 |
3,429.1 |
|
R2 |
3,456.0 |
3,456.0 |
3,426.1 |
|
R1 |
3,438.0 |
3,438.0 |
3,423.0 |
3,430.5 |
PP |
3,423.0 |
3,423.0 |
3,423.0 |
3,419.3 |
S1 |
3,405.0 |
3,405.0 |
3,417.0 |
3,397.5 |
S2 |
3,390.0 |
3,390.0 |
3,414.0 |
|
S3 |
3,357.0 |
3,372.0 |
3,410.9 |
|
S4 |
3,324.0 |
3,339.0 |
3,401.9 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,687.7 |
3,645.3 |
3,489.9 |
|
R3 |
3,609.7 |
3,567.3 |
3,468.5 |
|
R2 |
3,531.7 |
3,531.7 |
3,461.3 |
|
R1 |
3,489.3 |
3,489.3 |
3,454.2 |
3,510.5 |
PP |
3,453.7 |
3,453.7 |
3,453.7 |
3,464.3 |
S1 |
3,411.3 |
3,411.3 |
3,439.9 |
3,432.5 |
S2 |
3,375.7 |
3,375.7 |
3,432.7 |
|
S3 |
3,297.7 |
3,333.3 |
3,425.6 |
|
S4 |
3,219.7 |
3,255.3 |
3,404.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,496.0 |
3,408.0 |
88.0 |
2.6% |
35.4 |
1.0% |
14% |
False |
True |
853,509 |
10 |
3,523.0 |
3,389.0 |
134.0 |
3.9% |
38.3 |
1.1% |
23% |
False |
False |
917,345 |
20 |
3,523.0 |
3,389.0 |
134.0 |
3.9% |
38.0 |
1.1% |
23% |
False |
False |
846,332 |
40 |
3,574.0 |
3,389.0 |
185.0 |
5.4% |
40.6 |
1.2% |
17% |
False |
False |
844,110 |
60 |
3,601.0 |
3,389.0 |
212.0 |
6.2% |
38.3 |
1.1% |
15% |
False |
False |
753,701 |
80 |
3,634.0 |
3,389.0 |
245.0 |
7.2% |
36.9 |
1.1% |
13% |
False |
False |
565,648 |
100 |
3,634.0 |
3,319.0 |
315.0 |
9.2% |
36.1 |
1.1% |
32% |
False |
False |
452,589 |
120 |
3,634.0 |
3,256.0 |
378.0 |
11.1% |
34.6 |
1.0% |
43% |
False |
False |
377,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,581.3 |
2.618 |
3,527.4 |
1.618 |
3,494.4 |
1.000 |
3,474.0 |
0.618 |
3,461.4 |
HIGH |
3,441.0 |
0.618 |
3,428.4 |
0.500 |
3,424.5 |
0.382 |
3,420.6 |
LOW |
3,408.0 |
0.618 |
3,387.6 |
1.000 |
3,375.0 |
1.618 |
3,354.6 |
2.618 |
3,321.6 |
4.250 |
3,267.8 |
|
|
Fisher Pivots for day following 21-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
3,424.5 |
3,446.0 |
PP |
3,423.0 |
3,437.3 |
S1 |
3,421.5 |
3,428.7 |
|