Trading Metrics calculated at close of trading on 23-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
5,795.25 |
5,878.25 |
83.00 |
1.4% |
5,837.25 |
High |
5,882.25 |
5,884.00 |
1.75 |
0.0% |
5,949.50 |
Low |
5,794.25 |
5,841.50 |
47.25 |
0.8% |
5,772.50 |
Close |
5,878.50 |
5,848.00 |
-30.50 |
-0.5% |
5,801.25 |
Range |
88.00 |
42.50 |
-45.50 |
-51.7% |
177.00 |
ATR |
72.93 |
70.76 |
-2.17 |
-3.0% |
0.00 |
Volume |
307,895 |
301,682 |
-6,213 |
-2.0% |
1,760,491 |
|
Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,985.25 |
5,959.25 |
5,871.50 |
|
R3 |
5,942.75 |
5,916.75 |
5,859.75 |
|
R2 |
5,900.25 |
5,900.25 |
5,855.75 |
|
R1 |
5,874.25 |
5,874.25 |
5,852.00 |
5,866.00 |
PP |
5,857.75 |
5,857.75 |
5,857.75 |
5,853.75 |
S1 |
5,831.75 |
5,831.75 |
5,844.00 |
5,823.50 |
S2 |
5,815.25 |
5,815.25 |
5,840.25 |
|
S3 |
5,772.75 |
5,789.25 |
5,836.25 |
|
S4 |
5,730.25 |
5,746.75 |
5,824.50 |
|
|
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 |
5,923.75 |
5,752.25 |
171.50 |
2.9% |
79.00 |
1.4% |
56% |
False |
False |
385,034 |
10 |
5,949.50 |
5,752.25 |
197.25 |
3.4% |
81.25 |
1.4% |
49% |
False |
False |
367,337 |
20 |
5,995.75 |
5,752.25 |
243.50 |
4.2% |
74.75 |
1.3% |
39% |
False |
False |
342,224 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
71.75 |
1.2% |
66% |
False |
False |
313,577 |
60 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
73.25 |
1.3% |
66% |
False |
False |
294,213 |
80 |
5,995.75 |
5,557.00 |
438.75 |
7.5% |
65.25 |
1.1% |
66% |
False |
False |
220,773 |
100 |
5,995.75 |
5,353.75 |
642.00 |
11.0% |
61.50 |
1.1% |
77% |
False |
False |
176,651 |
120 |
5,995.75 |
5,318.00 |
677.75 |
11.6% |
57.50 |
1.0% |
78% |
False |
False |
147,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,064.50 |
2.618 |
5,995.25 |
1.618 |
5,952.75 |
1.000 |
5,926.50 |
0.618 |
5,910.25 |
HIGH |
5,884.00 |
0.618 |
5,867.75 |
0.500 |
5,862.75 |
0.382 |
5,857.75 |
LOW |
5,841.50 |
0.618 |
5,815.25 |
1.000 |
5,799.00 |
1.618 |
5,772.75 |
2.618 |
5,730.25 |
4.250 |
5,661.00 |
|
|
Fisher Pivots for day following 23-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,862.75 |
5,838.00 |
PP |
5,857.75 |
5,828.00 |
S1 |
5,853.00 |
5,818.00 |
|