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 |
1,293.8 |
1,289.1 |
-4.7 |
-0.4% |
1,296.4 |
High |
1,306.9 |
1,299.7 |
-7.2 |
-0.6% |
1,306.9 |
Low |
1,289.1 |
1,286.2 |
-2.9 |
-0.2% |
1,272.7 |
Close |
1,291.6 |
1,296.7 |
5.1 |
0.4% |
1,291.6 |
Range |
17.8 |
13.5 |
-4.3 |
-24.2% |
34.2 |
ATR |
13.7 |
13.6 |
0.0 |
-0.1% |
0.0 |
Volume |
396,538 |
261,478 |
-135,060 |
-34.1% |
1,525,212 |
|
Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.7 |
1,329.2 |
1,304.1 |
|
R3 |
1,321.2 |
1,315.7 |
1,300.4 |
|
R2 |
1,307.7 |
1,307.7 |
1,299.2 |
|
R1 |
1,302.2 |
1,302.2 |
1,297.9 |
1,305.0 |
PP |
1,294.2 |
1,294.2 |
1,294.2 |
1,295.6 |
S1 |
1,288.7 |
1,288.7 |
1,295.5 |
1,291.5 |
S2 |
1,280.7 |
1,280.7 |
1,294.2 |
|
S3 |
1,267.2 |
1,275.2 |
1,293.0 |
|
S4 |
1,253.7 |
1,261.7 |
1,289.3 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,393.0 |
1,376.5 |
1,310.4 |
|
R3 |
1,358.8 |
1,342.3 |
1,301.0 |
|
R2 |
1,324.6 |
1,324.6 |
1,297.9 |
|
R1 |
1,308.1 |
1,308.1 |
1,294.7 |
1,299.3 |
PP |
1,290.4 |
1,290.4 |
1,290.4 |
1,286.0 |
S1 |
1,273.9 |
1,273.9 |
1,288.5 |
1,265.1 |
S2 |
1,256.2 |
1,256.2 |
1,285.3 |
|
S3 |
1,222.0 |
1,239.7 |
1,282.2 |
|
S4 |
1,187.8 |
1,205.5 |
1,272.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,306.9 |
1,272.7 |
34.2 |
2.6% |
14.4 |
1.1% |
70% |
False |
False |
309,724 |
10 |
1,306.9 |
1,257.1 |
49.8 |
3.8% |
14.2 |
1.1% |
80% |
False |
False |
286,036 |
20 |
1,306.9 |
1,249.4 |
57.5 |
4.4% |
13.0 |
1.0% |
82% |
False |
False |
231,076 |
40 |
1,306.9 |
1,211.1 |
95.8 |
7.4% |
12.6 |
1.0% |
89% |
False |
False |
129,299 |
60 |
1,306.9 |
1,211.1 |
95.8 |
7.4% |
12.4 |
1.0% |
89% |
False |
False |
87,844 |
80 |
1,306.9 |
1,211.1 |
95.8 |
7.4% |
12.2 |
0.9% |
89% |
False |
False |
67,023 |
100 |
1,307.0 |
1,211.1 |
95.9 |
7.4% |
12.2 |
0.9% |
89% |
False |
False |
54,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,357.1 |
2.618 |
1,335.0 |
1.618 |
1,321.5 |
1.000 |
1,313.2 |
0.618 |
1,308.0 |
HIGH |
1,299.7 |
0.618 |
1,294.5 |
0.500 |
1,293.0 |
0.382 |
1,291.4 |
LOW |
1,286.2 |
0.618 |
1,277.9 |
1.000 |
1,272.7 |
1.618 |
1,264.4 |
2.618 |
1,250.9 |
4.250 |
1,228.8 |
|
|
Fisher Pivots for day following 21-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,295.5 |
1,296.7 |
PP |
1,294.2 |
1,296.6 |
S1 |
1,293.0 |
1,296.6 |
|