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 |
1,289.1 |
1,297.1 |
8.0 |
0.6% |
1,296.4 |
High |
1,299.7 |
1,298.1 |
-1.6 |
-0.1% |
1,306.9 |
Low |
1,286.2 |
1,287.0 |
0.8 |
0.1% |
1,272.7 |
Close |
1,296.7 |
1,291.0 |
-5.7 |
-0.4% |
1,291.6 |
Range |
13.5 |
11.1 |
-2.4 |
-17.8% |
34.2 |
ATR |
13.6 |
13.5 |
-0.2 |
-1.3% |
0.0 |
Volume |
261,478 |
268,988 |
7,510 |
2.9% |
1,525,212 |
|
Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.3 |
1,319.3 |
1,297.1 |
|
R3 |
1,314.2 |
1,308.2 |
1,294.1 |
|
R2 |
1,303.1 |
1,303.1 |
1,293.0 |
|
R1 |
1,297.1 |
1,297.1 |
1,292.0 |
1,294.6 |
PP |
1,292.0 |
1,292.0 |
1,292.0 |
1,290.8 |
S1 |
1,286.0 |
1,286.0 |
1,290.0 |
1,283.5 |
S2 |
1,280.9 |
1,280.9 |
1,289.0 |
|
S3 |
1,269.8 |
1,274.9 |
1,287.9 |
|
S4 |
1,258.7 |
1,263.8 |
1,284.9 |
|
|
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 |
1,273.2 |
33.7 |
2.6% |
13.7 |
1.1% |
53% |
False |
False |
306,009 |
10 |
1,306.9 |
1,265.9 |
41.0 |
3.2% |
13.9 |
1.1% |
61% |
False |
False |
288,181 |
20 |
1,306.9 |
1,249.4 |
57.5 |
4.5% |
13.1 |
1.0% |
72% |
False |
False |
241,410 |
40 |
1,306.9 |
1,211.1 |
95.8 |
7.4% |
12.3 |
1.0% |
83% |
False |
False |
135,923 |
60 |
1,306.9 |
1,211.1 |
95.8 |
7.4% |
12.3 |
1.0% |
83% |
False |
False |
92,243 |
80 |
1,306.9 |
1,211.1 |
95.8 |
7.4% |
12.3 |
1.0% |
83% |
False |
False |
70,356 |
100 |
1,307.0 |
1,211.1 |
95.9 |
7.4% |
12.2 |
0.9% |
83% |
False |
False |
56,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,345.3 |
2.618 |
1,327.2 |
1.618 |
1,316.1 |
1.000 |
1,309.2 |
0.618 |
1,305.0 |
HIGH |
1,298.1 |
0.618 |
1,293.9 |
0.500 |
1,292.6 |
0.382 |
1,291.2 |
LOW |
1,287.0 |
0.618 |
1,280.1 |
1.000 |
1,275.9 |
1.618 |
1,269.0 |
2.618 |
1,257.9 |
4.250 |
1,239.8 |
|
|
Fisher Pivots for day following 22-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,292.6 |
1,296.6 |
PP |
1,292.0 |
1,294.7 |
S1 |
1,291.5 |
1,292.9 |
|