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 |
1,290.4 |
1,296.0 |
5.6 |
0.4% |
1,296.4 |
High |
1,297.0 |
1,296.8 |
-0.2 |
0.0% |
1,306.9 |
Low |
1,287.9 |
1,289.3 |
1.4 |
0.1% |
1,272.7 |
Close |
1,294.7 |
1,292.0 |
-2.7 |
-0.2% |
1,291.6 |
Range |
9.1 |
7.5 |
-1.6 |
-17.6% |
34.2 |
ATR |
13.1 |
12.7 |
-0.4 |
-3.1% |
0.0 |
Volume |
235,686 |
246,715 |
11,029 |
4.7% |
1,525,212 |
|
Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.2 |
1,311.1 |
1,296.1 |
|
R3 |
1,307.7 |
1,303.6 |
1,294.1 |
|
R2 |
1,300.2 |
1,300.2 |
1,293.4 |
|
R1 |
1,296.1 |
1,296.1 |
1,292.7 |
1,294.4 |
PP |
1,292.7 |
1,292.7 |
1,292.7 |
1,291.9 |
S1 |
1,288.6 |
1,288.6 |
1,291.3 |
1,286.9 |
S2 |
1,285.2 |
1,285.2 |
1,290.6 |
|
S3 |
1,277.7 |
1,281.1 |
1,289.9 |
|
S4 |
1,270.2 |
1,273.6 |
1,287.9 |
|
|
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 |
1,286.2 |
20.7 |
1.6% |
11.8 |
0.9% |
28% |
False |
False |
281,881 |
10 |
1,306.9 |
1,272.7 |
34.2 |
2.6% |
12.4 |
1.0% |
56% |
False |
False |
280,340 |
20 |
1,306.9 |
1,257.1 |
49.8 |
3.9% |
12.3 |
1.0% |
70% |
False |
False |
252,669 |
40 |
1,306.9 |
1,211.1 |
95.8 |
7.4% |
12.3 |
1.0% |
84% |
False |
False |
147,501 |
60 |
1,306.9 |
1,211.1 |
95.8 |
7.4% |
12.2 |
0.9% |
84% |
False |
False |
100,053 |
80 |
1,306.9 |
1,211.1 |
95.8 |
7.4% |
12.2 |
0.9% |
84% |
False |
False |
76,316 |
100 |
1,307.0 |
1,211.1 |
95.9 |
7.4% |
12.2 |
0.9% |
84% |
False |
False |
61,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,328.7 |
2.618 |
1,316.4 |
1.618 |
1,308.9 |
1.000 |
1,304.3 |
0.618 |
1,301.4 |
HIGH |
1,296.8 |
0.618 |
1,293.9 |
0.500 |
1,293.1 |
0.382 |
1,292.2 |
LOW |
1,289.3 |
0.618 |
1,284.7 |
1.000 |
1,281.8 |
1.618 |
1,277.2 |
2.618 |
1,269.7 |
4.250 |
1,257.4 |
|
|
Fisher Pivots for day following 24-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,293.1 |
1,292.6 |
PP |
1,292.7 |
1,292.4 |
S1 |
1,292.4 |
1,292.2 |
|