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 |
3,454.0 |
3,438.0 |
-16.0 |
-0.5% |
3,418.0 |
High |
3,466.0 |
3,460.0 |
-6.0 |
-0.2% |
3,496.0 |
Low |
3,429.0 |
3,438.0 |
9.0 |
0.3% |
3,418.0 |
Close |
3,438.0 |
3,445.0 |
7.0 |
0.2% |
3,447.0 |
Range |
37.0 |
22.0 |
-15.0 |
-40.5% |
78.0 |
ATR |
41.8 |
40.4 |
-1.4 |
-3.4% |
0.0 |
Volume |
702,314 |
608,988 |
-93,326 |
-13.3% |
4,367,110 |
|
Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,513.7 |
3,501.3 |
3,457.1 |
|
R3 |
3,491.7 |
3,479.3 |
3,451.1 |
|
R2 |
3,469.7 |
3,469.7 |
3,449.0 |
|
R1 |
3,457.3 |
3,457.3 |
3,447.0 |
3,463.5 |
PP |
3,447.7 |
3,447.7 |
3,447.7 |
3,450.8 |
S1 |
3,435.3 |
3,435.3 |
3,443.0 |
3,441.5 |
S2 |
3,425.7 |
3,425.7 |
3,441.0 |
|
S3 |
3,403.7 |
3,413.3 |
3,439.0 |
|
S4 |
3,381.7 |
3,391.3 |
3,432.9 |
|
|
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 |
3,466.0 |
3,408.0 |
58.0 |
1.7% |
31.6 |
0.9% |
64% |
False |
False |
769,670 |
10 |
3,496.0 |
3,389.0 |
107.0 |
3.1% |
33.9 |
1.0% |
52% |
False |
False |
824,417 |
20 |
3,523.0 |
3,389.0 |
134.0 |
3.9% |
36.9 |
1.1% |
42% |
False |
False |
826,723 |
40 |
3,548.0 |
3,389.0 |
159.0 |
4.6% |
39.7 |
1.2% |
35% |
False |
False |
828,966 |
60 |
3,601.0 |
3,389.0 |
212.0 |
6.2% |
38.7 |
1.1% |
26% |
False |
False |
785,254 |
80 |
3,634.0 |
3,389.0 |
245.0 |
7.1% |
37.3 |
1.1% |
23% |
False |
False |
589,633 |
100 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
36.3 |
1.1% |
40% |
False |
False |
471,763 |
120 |
3,634.0 |
3,290.0 |
344.0 |
10.0% |
34.6 |
1.0% |
45% |
False |
False |
393,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,553.5 |
2.618 |
3,517.6 |
1.618 |
3,495.6 |
1.000 |
3,482.0 |
0.618 |
3,473.6 |
HIGH |
3,460.0 |
0.618 |
3,451.6 |
0.500 |
3,449.0 |
0.382 |
3,446.4 |
LOW |
3,438.0 |
0.618 |
3,424.4 |
1.000 |
3,416.0 |
1.618 |
3,402.4 |
2.618 |
3,380.4 |
4.250 |
3,344.5 |
|
|
Fisher Pivots for day following 24-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
3,449.0 |
3,447.5 |
PP |
3,447.7 |
3,446.7 |
S1 |
3,446.3 |
3,445.8 |
|