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 |
5,878.25 |
5,845.75 |
-32.50 |
-0.6% |
5,837.25 |
High |
5,884.00 |
5,874.25 |
-9.75 |
-0.2% |
5,949.50 |
Low |
5,841.50 |
5,803.25 |
-38.25 |
-0.7% |
5,772.50 |
Close |
5,848.00 |
5,840.50 |
-7.50 |
-0.1% |
5,801.25 |
Range |
42.50 |
71.00 |
28.50 |
67.1% |
177.00 |
ATR |
70.76 |
70.77 |
0.02 |
0.0% |
0.00 |
Volume |
301,682 |
372,774 |
71,092 |
23.6% |
1,760,491 |
|
Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,052.25 |
6,017.50 |
5,879.50 |
|
R3 |
5,981.25 |
5,946.50 |
5,860.00 |
|
R2 |
5,910.25 |
5,910.25 |
5,853.50 |
|
R1 |
5,875.50 |
5,875.50 |
5,847.00 |
5,857.50 |
PP |
5,839.25 |
5,839.25 |
5,839.25 |
5,830.25 |
S1 |
5,804.50 |
5,804.50 |
5,834.00 |
5,786.50 |
S2 |
5,768.25 |
5,768.25 |
5,827.50 |
|
S3 |
5,697.25 |
5,733.50 |
5,821.00 |
|
S4 |
5,626.25 |
5,662.50 |
5,801.50 |
|
|
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 |
5,884.00 |
5,752.25 |
131.75 |
2.3% |
65.75 |
1.1% |
67% |
False |
False |
357,209 |
10 |
5,949.50 |
5,752.25 |
197.25 |
3.4% |
72.75 |
1.2% |
45% |
False |
False |
349,797 |
20 |
5,972.75 |
5,752.25 |
220.50 |
3.8% |
70.75 |
1.2% |
40% |
False |
False |
333,890 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.5% |
70.25 |
1.2% |
64% |
False |
False |
312,981 |
60 |
5,995.75 |
5,560.25 |
435.50 |
7.5% |
73.50 |
1.3% |
64% |
False |
False |
300,397 |
80 |
5,995.75 |
5,557.00 |
438.75 |
7.5% |
66.00 |
1.1% |
65% |
False |
False |
225,431 |
100 |
5,995.75 |
5,353.75 |
642.00 |
11.0% |
61.75 |
1.1% |
76% |
False |
False |
180,376 |
120 |
5,995.75 |
5,318.00 |
677.75 |
11.6% |
58.00 |
1.0% |
77% |
False |
False |
150,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,176.00 |
2.618 |
6,060.25 |
1.618 |
5,989.25 |
1.000 |
5,945.25 |
0.618 |
5,918.25 |
HIGH |
5,874.25 |
0.618 |
5,847.25 |
0.500 |
5,838.75 |
0.382 |
5,830.25 |
LOW |
5,803.25 |
0.618 |
5,759.25 |
1.000 |
5,732.25 |
1.618 |
5,688.25 |
2.618 |
5,617.25 |
4.250 |
5,501.50 |
|
|
Fisher Pivots for day following 24-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,840.00 |
5,840.00 |
PP |
5,839.25 |
5,839.50 |
S1 |
5,838.75 |
5,839.00 |
|