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 |
3,435.0 |
3,435.0 |
0.0 |
0.0% |
3,418.0 |
High |
3,441.0 |
3,461.0 |
20.0 |
0.6% |
3,496.0 |
Low |
3,408.0 |
3,430.0 |
22.0 |
0.6% |
3,418.0 |
Close |
3,420.0 |
3,455.0 |
35.0 |
1.0% |
3,447.0 |
Range |
33.0 |
31.0 |
-2.0 |
-6.1% |
78.0 |
ATR |
42.3 |
42.2 |
-0.1 |
-0.2% |
0.0 |
Volume |
770,384 |
607,654 |
-162,730 |
-21.1% |
4,367,110 |
|
Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,541.7 |
3,529.3 |
3,472.1 |
|
R3 |
3,510.7 |
3,498.3 |
3,463.5 |
|
R2 |
3,479.7 |
3,479.7 |
3,460.7 |
|
R1 |
3,467.3 |
3,467.3 |
3,457.8 |
3,473.5 |
PP |
3,448.7 |
3,448.7 |
3,448.7 |
3,451.8 |
S1 |
3,436.3 |
3,436.3 |
3,452.2 |
3,442.5 |
S2 |
3,417.7 |
3,417.7 |
3,449.3 |
|
S3 |
3,386.7 |
3,405.3 |
3,446.5 |
|
S4 |
3,355.7 |
3,374.3 |
3,438.0 |
|
|
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 |
2.5% |
37.2 |
1.1% |
53% |
False |
False |
841,816 |
10 |
3,496.0 |
3,389.0 |
107.0 |
3.1% |
38.1 |
1.1% |
62% |
False |
False |
913,277 |
20 |
3,523.0 |
3,389.0 |
134.0 |
3.9% |
37.4 |
1.1% |
49% |
False |
False |
834,810 |
40 |
3,553.0 |
3,389.0 |
164.0 |
4.7% |
40.6 |
1.2% |
40% |
False |
False |
842,730 |
60 |
3,601.0 |
3,389.0 |
212.0 |
6.1% |
38.6 |
1.1% |
31% |
False |
False |
763,825 |
80 |
3,634.0 |
3,389.0 |
245.0 |
7.1% |
37.1 |
1.1% |
27% |
False |
False |
573,243 |
100 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
36.2 |
1.0% |
43% |
False |
False |
458,652 |
120 |
3,634.0 |
3,289.0 |
345.0 |
10.0% |
34.4 |
1.0% |
48% |
False |
False |
382,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,592.8 |
2.618 |
3,542.2 |
1.618 |
3,511.2 |
1.000 |
3,492.0 |
0.618 |
3,480.2 |
HIGH |
3,461.0 |
0.618 |
3,449.2 |
0.500 |
3,445.5 |
0.382 |
3,441.8 |
LOW |
3,430.0 |
0.618 |
3,410.8 |
1.000 |
3,399.0 |
1.618 |
3,379.8 |
2.618 |
3,348.8 |
4.250 |
3,298.3 |
|
|
Fisher Pivots for day following 22-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
3,451.8 |
3,448.2 |
PP |
3,448.7 |
3,441.3 |
S1 |
3,445.5 |
3,434.5 |
|