Trading Metrics calculated at close of trading on 25-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
5,845.75 |
5,845.25 |
-0.50 |
0.0% |
5,805.00 |
High |
5,874.25 |
5,874.00 |
-0.25 |
0.0% |
5,884.00 |
Low |
5,803.25 |
5,816.50 |
13.25 |
0.2% |
5,752.25 |
Close |
5,840.50 |
5,825.00 |
-15.50 |
-0.3% |
5,825.00 |
Range |
71.00 |
57.50 |
-13.50 |
-19.0% |
131.75 |
ATR |
70.77 |
69.83 |
-0.95 |
-1.3% |
0.00 |
Volume |
372,774 |
300,167 |
-72,607 |
-19.5% |
1,642,901 |
|
Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,011.00 |
5,975.50 |
5,856.50 |
|
R3 |
5,953.50 |
5,918.00 |
5,840.75 |
|
R2 |
5,896.00 |
5,896.00 |
5,835.50 |
|
R1 |
5,860.50 |
5,860.50 |
5,830.25 |
5,849.50 |
PP |
5,838.50 |
5,838.50 |
5,838.50 |
5,833.00 |
S1 |
5,803.00 |
5,803.00 |
5,819.75 |
5,792.00 |
S2 |
5,781.00 |
5,781.00 |
5,814.50 |
|
S3 |
5,723.50 |
5,745.50 |
5,809.25 |
|
S4 |
5,666.00 |
5,688.00 |
5,793.50 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,215.75 |
6,152.00 |
5,897.50 |
|
R3 |
6,084.00 |
6,020.25 |
5,861.25 |
|
R2 |
5,952.25 |
5,952.25 |
5,849.25 |
|
R1 |
5,888.50 |
5,888.50 |
5,837.00 |
5,920.50 |
PP |
5,820.50 |
5,820.50 |
5,820.50 |
5,836.25 |
S1 |
5,756.75 |
5,756.75 |
5,813.00 |
5,788.50 |
S2 |
5,688.75 |
5,688.75 |
5,800.75 |
|
S3 |
5,557.00 |
5,625.00 |
5,788.75 |
|
S4 |
5,425.25 |
5,493.25 |
5,752.50 |
|
|
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% |
64.75 |
1.1% |
55% |
False |
False |
328,580 |
10 |
5,949.50 |
5,752.25 |
197.25 |
3.4% |
70.00 |
1.2% |
37% |
False |
False |
340,339 |
20 |
5,972.75 |
5,752.25 |
220.50 |
3.8% |
70.25 |
1.2% |
33% |
False |
False |
331,975 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.5% |
67.25 |
1.2% |
61% |
False |
False |
305,368 |
60 |
5,995.75 |
5,560.25 |
435.50 |
7.5% |
73.75 |
1.3% |
61% |
False |
False |
305,295 |
80 |
5,995.75 |
5,557.00 |
438.75 |
7.5% |
66.25 |
1.1% |
61% |
False |
False |
229,180 |
100 |
5,995.75 |
5,353.75 |
642.00 |
11.0% |
61.75 |
1.1% |
73% |
False |
False |
183,376 |
120 |
5,995.75 |
5,318.00 |
677.75 |
11.6% |
58.25 |
1.0% |
75% |
False |
False |
152,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,118.50 |
2.618 |
6,024.50 |
1.618 |
5,967.00 |
1.000 |
5,931.50 |
0.618 |
5,909.50 |
HIGH |
5,874.00 |
0.618 |
5,852.00 |
0.500 |
5,845.25 |
0.382 |
5,838.50 |
LOW |
5,816.50 |
0.618 |
5,781.00 |
1.000 |
5,759.00 |
1.618 |
5,723.50 |
2.618 |
5,666.00 |
4.250 |
5,572.00 |
|
|
Fisher Pivots for day following 25-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,845.25 |
5,843.50 |
PP |
5,838.50 |
5,837.50 |
S1 |
5,831.75 |
5,831.25 |
|