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 |
5,805.00 |
5,795.25 |
-9.75 |
-0.2% |
5,837.25 |
High |
5,816.75 |
5,882.25 |
65.50 |
1.1% |
5,949.50 |
Low |
5,752.25 |
5,794.25 |
42.00 |
0.7% |
5,772.50 |
Close |
5,794.00 |
5,878.50 |
84.50 |
1.5% |
5,801.25 |
Range |
64.50 |
88.00 |
23.50 |
36.4% |
177.00 |
ATR |
71.75 |
72.93 |
1.18 |
1.6% |
0.00 |
Volume |
360,383 |
307,895 |
-52,488 |
-14.6% |
1,760,491 |
|
Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,115.75 |
6,085.00 |
5,927.00 |
|
R3 |
6,027.75 |
5,997.00 |
5,902.75 |
|
R2 |
5,939.75 |
5,939.75 |
5,894.75 |
|
R1 |
5,909.00 |
5,909.00 |
5,886.50 |
5,924.50 |
PP |
5,851.75 |
5,851.75 |
5,851.75 |
5,859.25 |
S1 |
5,821.00 |
5,821.00 |
5,870.50 |
5,836.50 |
S2 |
5,763.75 |
5,763.75 |
5,862.25 |
|
S3 |
5,675.75 |
5,733.00 |
5,854.25 |
|
S4 |
5,587.75 |
5,645.00 |
5,830.00 |
|
|
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% |
80.00 |
1.4% |
64% |
False |
False |
383,480 |
10 |
5,949.50 |
5,752.25 |
197.25 |
3.4% |
83.25 |
1.4% |
64% |
False |
False |
374,933 |
20 |
5,995.75 |
5,752.25 |
243.50 |
4.1% |
74.00 |
1.3% |
52% |
False |
False |
336,649 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
73.50 |
1.3% |
73% |
False |
False |
316,485 |
60 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
72.75 |
1.2% |
73% |
False |
False |
289,201 |
80 |
5,995.75 |
5,557.00 |
438.75 |
7.5% |
65.50 |
1.1% |
73% |
False |
False |
217,005 |
100 |
5,995.75 |
5,353.75 |
642.00 |
10.9% |
61.25 |
1.0% |
82% |
False |
False |
173,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,256.25 |
2.618 |
6,112.75 |
1.618 |
6,024.75 |
1.000 |
5,970.25 |
0.618 |
5,936.75 |
HIGH |
5,882.25 |
0.618 |
5,848.75 |
0.500 |
5,838.25 |
0.382 |
5,827.75 |
LOW |
5,794.25 |
0.618 |
5,739.75 |
1.000 |
5,706.25 |
1.618 |
5,651.75 |
2.618 |
5,563.75 |
4.250 |
5,420.25 |
|
|
Fisher Pivots for day following 22-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,865.00 |
5,858.00 |
PP |
5,851.75 |
5,837.75 |
S1 |
5,838.25 |
5,817.25 |
|