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 |
1,370.3 |
1,364.4 |
-5.9 |
-0.4% |
1,373.1 |
High |
1,373.3 |
1,377.2 |
3.9 |
0.3% |
1,400.3 |
Low |
1,359.4 |
1,363.1 |
3.7 |
0.3% |
1,348.8 |
Close |
1,367.2 |
1,373.5 |
6.3 |
0.5% |
1,357.2 |
Range |
13.9 |
14.1 |
0.2 |
1.4% |
51.5 |
ATR |
16.8 |
16.7 |
-0.2 |
-1.2% |
0.0 |
Volume |
86,584 |
86,553 |
-31 |
0.0% |
607,132 |
|
Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,413.5 |
1,407.8 |
1,381.3 |
|
R3 |
1,399.5 |
1,393.5 |
1,377.5 |
|
R2 |
1,385.3 |
1,385.3 |
1,376.0 |
|
R1 |
1,379.5 |
1,379.5 |
1,374.8 |
1,382.5 |
PP |
1,371.3 |
1,371.3 |
1,371.3 |
1,372.8 |
S1 |
1,365.3 |
1,365.3 |
1,372.3 |
1,368.3 |
S2 |
1,357.3 |
1,357.3 |
1,371.0 |
|
S3 |
1,343.0 |
1,351.3 |
1,369.5 |
|
S4 |
1,329.0 |
1,337.3 |
1,365.8 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,523.3 |
1,491.8 |
1,385.5 |
|
R3 |
1,471.8 |
1,440.3 |
1,371.3 |
|
R2 |
1,420.3 |
1,420.3 |
1,366.8 |
|
R1 |
1,388.8 |
1,388.8 |
1,362.0 |
1,378.8 |
PP |
1,368.8 |
1,368.8 |
1,368.8 |
1,363.8 |
S1 |
1,337.3 |
1,337.3 |
1,352.5 |
1,327.3 |
S2 |
1,317.3 |
1,317.3 |
1,347.8 |
|
S3 |
1,265.8 |
1,285.8 |
1,343.0 |
|
S4 |
1,214.3 |
1,234.3 |
1,329.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,377.2 |
1,348.8 |
28.4 |
2.1% |
13.8 |
1.0% |
87% |
True |
False |
101,763 |
10 |
1,400.3 |
1,348.8 |
51.5 |
3.7% |
16.8 |
1.2% |
48% |
False |
False |
111,771 |
20 |
1,433.3 |
1,348.8 |
84.5 |
6.2% |
16.5 |
1.2% |
29% |
False |
False |
109,764 |
40 |
1,452.3 |
1,348.8 |
103.5 |
7.5% |
16.0 |
1.2% |
24% |
False |
False |
106,676 |
60 |
1,452.3 |
1,348.8 |
103.5 |
7.5% |
16.8 |
1.2% |
24% |
False |
False |
110,729 |
80 |
1,452.3 |
1,344.3 |
108.0 |
7.9% |
15.0 |
1.1% |
27% |
False |
False |
83,082 |
100 |
1,452.3 |
1,339.5 |
112.8 |
8.2% |
14.0 |
1.0% |
30% |
False |
False |
66,468 |
120 |
1,452.3 |
1,332.3 |
120.0 |
8.7% |
12.8 |
0.9% |
34% |
False |
False |
55,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,437.0 |
2.618 |
1,414.0 |
1.618 |
1,400.0 |
1.000 |
1,391.3 |
0.618 |
1,386.0 |
HIGH |
1,377.3 |
0.618 |
1,371.8 |
0.500 |
1,370.3 |
0.382 |
1,368.5 |
LOW |
1,363.0 |
0.618 |
1,354.5 |
1.000 |
1,349.0 |
1.618 |
1,340.3 |
2.618 |
1,326.3 |
4.250 |
1,303.3 |
|
|
Fisher Pivots for day following 24-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,372.5 |
1,371.3 |
PP |
1,371.3 |
1,369.0 |
S1 |
1,370.3 |
1,366.8 |
|