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 |
1,297.1 |
1,290.4 |
-6.7 |
-0.5% |
1,296.4 |
High |
1,298.1 |
1,297.0 |
-1.1 |
-0.1% |
1,306.9 |
Low |
1,287.0 |
1,287.9 |
0.9 |
0.1% |
1,272.7 |
Close |
1,291.0 |
1,294.7 |
3.7 |
0.3% |
1,291.6 |
Range |
11.1 |
9.1 |
-2.0 |
-18.0% |
34.2 |
ATR |
13.5 |
13.1 |
-0.3 |
-2.3% |
0.0 |
Volume |
268,988 |
235,686 |
-33,302 |
-12.4% |
1,525,212 |
|
Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.5 |
1,316.7 |
1,299.7 |
|
R3 |
1,311.4 |
1,307.6 |
1,297.2 |
|
R2 |
1,302.3 |
1,302.3 |
1,296.4 |
|
R1 |
1,298.5 |
1,298.5 |
1,295.5 |
1,300.4 |
PP |
1,293.2 |
1,293.2 |
1,293.2 |
1,294.2 |
S1 |
1,289.4 |
1,289.4 |
1,293.9 |
1,291.3 |
S2 |
1,284.1 |
1,284.1 |
1,293.0 |
|
S3 |
1,275.0 |
1,280.3 |
1,292.2 |
|
S4 |
1,265.9 |
1,271.2 |
1,289.7 |
|
|
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 |
1,286.2 |
20.7 |
1.6% |
12.2 |
0.9% |
41% |
False |
False |
298,506 |
10 |
1,306.9 |
1,272.7 |
34.2 |
2.6% |
13.0 |
1.0% |
64% |
False |
False |
282,652 |
20 |
1,306.9 |
1,257.1 |
49.8 |
3.8% |
12.5 |
1.0% |
76% |
False |
False |
248,405 |
40 |
1,306.9 |
1,211.1 |
95.8 |
7.4% |
12.3 |
0.9% |
87% |
False |
False |
141,454 |
60 |
1,306.9 |
1,211.1 |
95.8 |
7.4% |
12.3 |
1.0% |
87% |
False |
False |
96,020 |
80 |
1,306.9 |
1,211.1 |
95.8 |
7.4% |
12.2 |
0.9% |
87% |
False |
False |
73,286 |
100 |
1,307.0 |
1,211.1 |
95.9 |
7.4% |
12.2 |
0.9% |
87% |
False |
False |
59,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,335.7 |
2.618 |
1,320.8 |
1.618 |
1,311.7 |
1.000 |
1,306.1 |
0.618 |
1,302.6 |
HIGH |
1,297.0 |
0.618 |
1,293.5 |
0.500 |
1,292.5 |
0.382 |
1,291.4 |
LOW |
1,287.9 |
0.618 |
1,282.3 |
1.000 |
1,278.8 |
1.618 |
1,273.2 |
2.618 |
1,264.1 |
4.250 |
1,249.2 |
|
|
Fisher Pivots for day following 23-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,294.0 |
1,294.1 |
PP |
1,293.2 |
1,293.5 |
S1 |
1,292.5 |
1,293.0 |
|