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 |
5,792.25 |
5,805.00 |
12.75 |
0.2% |
5,837.25 |
High |
5,835.00 |
5,816.75 |
-18.25 |
-0.3% |
5,949.50 |
Low |
5,772.50 |
5,752.25 |
-20.25 |
-0.4% |
5,772.50 |
Close |
5,801.25 |
5,794.00 |
-7.25 |
-0.1% |
5,801.25 |
Range |
62.50 |
64.50 |
2.00 |
3.2% |
177.00 |
ATR |
72.31 |
71.75 |
-0.56 |
-0.8% |
0.00 |
Volume |
443,313 |
360,383 |
-82,930 |
-18.7% |
1,760,491 |
|
Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,981.25 |
5,952.00 |
5,829.50 |
|
R3 |
5,916.75 |
5,887.50 |
5,811.75 |
|
R2 |
5,852.25 |
5,852.25 |
5,805.75 |
|
R1 |
5,823.00 |
5,823.00 |
5,800.00 |
5,805.50 |
PP |
5,787.75 |
5,787.75 |
5,787.75 |
5,778.75 |
S1 |
5,758.50 |
5,758.50 |
5,788.00 |
5,741.00 |
S2 |
5,723.25 |
5,723.25 |
5,782.25 |
|
S3 |
5,658.75 |
5,694.00 |
5,776.25 |
|
S4 |
5,594.25 |
5,629.50 |
5,758.50 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,372.00 |
6,263.75 |
5,898.50 |
|
R3 |
6,195.00 |
6,086.75 |
5,850.00 |
|
R2 |
6,018.00 |
6,018.00 |
5,833.75 |
|
R1 |
5,909.75 |
5,909.75 |
5,817.50 |
5,875.50 |
PP |
5,841.00 |
5,841.00 |
5,841.00 |
5,824.00 |
S1 |
5,732.75 |
5,732.75 |
5,785.00 |
5,698.50 |
S2 |
5,664.00 |
5,664.00 |
5,768.75 |
|
S3 |
5,487.00 |
5,555.75 |
5,752.50 |
|
S4 |
5,310.00 |
5,378.75 |
5,704.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,949.50 |
5,752.25 |
197.25 |
3.4% |
72.25 |
1.2% |
21% |
False |
True |
371,866 |
10 |
5,972.75 |
5,752.25 |
220.50 |
3.8% |
81.00 |
1.4% |
19% |
False |
True |
374,652 |
20 |
5,995.75 |
5,752.25 |
243.50 |
4.2% |
71.25 |
1.2% |
17% |
False |
True |
333,109 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.5% |
73.50 |
1.3% |
54% |
False |
False |
316,581 |
60 |
5,995.75 |
5,560.25 |
435.50 |
7.5% |
71.75 |
1.2% |
54% |
False |
False |
284,083 |
80 |
5,995.75 |
5,557.00 |
438.75 |
7.6% |
64.75 |
1.1% |
54% |
False |
False |
213,157 |
100 |
5,995.75 |
5,353.75 |
642.00 |
11.1% |
60.75 |
1.0% |
69% |
False |
False |
170,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,091.00 |
2.618 |
5,985.50 |
1.618 |
5,921.00 |
1.000 |
5,881.25 |
0.618 |
5,856.50 |
HIGH |
5,816.75 |
0.618 |
5,792.00 |
0.500 |
5,784.50 |
0.382 |
5,777.00 |
LOW |
5,752.25 |
0.618 |
5,712.50 |
1.000 |
5,687.75 |
1.618 |
5,648.00 |
2.618 |
5,583.50 |
4.250 |
5,478.00 |
|
|
Fisher Pivots for day following 21-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,790.75 |
5,838.00 |
PP |
5,787.75 |
5,823.25 |
S1 |
5,784.50 |
5,808.75 |
|