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 |
3,438.0 |
3,449.0 |
11.0 |
0.3% |
3,435.0 |
High |
3,460.0 |
3,461.0 |
1.0 |
0.0% |
3,466.0 |
Low |
3,438.0 |
3,432.0 |
-6.0 |
-0.2% |
3,408.0 |
Close |
3,445.0 |
3,440.0 |
-5.0 |
-0.1% |
3,440.0 |
Range |
22.0 |
29.0 |
7.0 |
31.8% |
58.0 |
ATR |
40.4 |
39.6 |
-0.8 |
-2.0% |
0.0 |
Volume |
608,988 |
633,855 |
24,867 |
4.1% |
3,323,195 |
|
Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,531.3 |
3,514.7 |
3,456.0 |
|
R3 |
3,502.3 |
3,485.7 |
3,448.0 |
|
R2 |
3,473.3 |
3,473.3 |
3,445.3 |
|
R1 |
3,456.7 |
3,456.7 |
3,442.7 |
3,450.5 |
PP |
3,444.3 |
3,444.3 |
3,444.3 |
3,441.3 |
S1 |
3,427.7 |
3,427.7 |
3,437.3 |
3,421.5 |
S2 |
3,415.3 |
3,415.3 |
3,434.7 |
|
S3 |
3,386.3 |
3,398.7 |
3,432.0 |
|
S4 |
3,357.3 |
3,369.7 |
3,424.1 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,612.0 |
3,584.0 |
3,471.9 |
|
R3 |
3,554.0 |
3,526.0 |
3,456.0 |
|
R2 |
3,496.0 |
3,496.0 |
3,450.6 |
|
R1 |
3,468.0 |
3,468.0 |
3,445.3 |
3,482.0 |
PP |
3,438.0 |
3,438.0 |
3,438.0 |
3,445.0 |
S1 |
3,410.0 |
3,410.0 |
3,434.7 |
3,424.0 |
S2 |
3,380.0 |
3,380.0 |
3,429.4 |
|
S3 |
3,322.0 |
3,352.0 |
3,424.1 |
|
S4 |
3,264.0 |
3,294.0 |
3,408.1 |
|
|
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% |
30.4 |
0.9% |
55% |
False |
False |
664,639 |
10 |
3,496.0 |
3,408.0 |
88.0 |
2.6% |
33.7 |
1.0% |
36% |
False |
False |
769,030 |
20 |
3,523.0 |
3,389.0 |
134.0 |
3.9% |
37.0 |
1.1% |
38% |
False |
False |
815,820 |
40 |
3,534.0 |
3,389.0 |
145.0 |
4.2% |
37.6 |
1.1% |
35% |
False |
False |
807,224 |
60 |
3,601.0 |
3,389.0 |
212.0 |
6.2% |
38.7 |
1.1% |
24% |
False |
False |
795,698 |
80 |
3,634.0 |
3,389.0 |
245.0 |
7.1% |
37.1 |
1.1% |
21% |
False |
False |
597,546 |
100 |
3,634.0 |
3,319.0 |
315.0 |
9.2% |
35.9 |
1.0% |
38% |
False |
False |
478,099 |
120 |
3,634.0 |
3,290.0 |
344.0 |
10.0% |
34.7 |
1.0% |
44% |
False |
False |
398,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,584.3 |
2.618 |
3,536.9 |
1.618 |
3,507.9 |
1.000 |
3,490.0 |
0.618 |
3,478.9 |
HIGH |
3,461.0 |
0.618 |
3,449.9 |
0.500 |
3,446.5 |
0.382 |
3,443.1 |
LOW |
3,432.0 |
0.618 |
3,414.1 |
1.000 |
3,403.0 |
1.618 |
3,385.1 |
2.618 |
3,356.1 |
4.250 |
3,308.8 |
|
|
Fisher Pivots for day following 25-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
3,446.5 |
3,447.5 |
PP |
3,444.3 |
3,445.0 |
S1 |
3,442.2 |
3,442.5 |
|