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 |
1,296.0 |
1,291.3 |
-4.7 |
-0.4% |
1,289.1 |
High |
1,296.8 |
1,301.4 |
4.6 |
0.4% |
1,301.4 |
Low |
1,289.3 |
1,278.5 |
-10.8 |
-0.8% |
1,278.5 |
Close |
1,292.0 |
1,297.9 |
5.9 |
0.5% |
1,297.9 |
Range |
7.5 |
22.9 |
15.4 |
205.3% |
22.9 |
ATR |
12.7 |
13.5 |
0.7 |
5.7% |
0.0 |
Volume |
246,715 |
358,607 |
111,892 |
45.4% |
1,371,474 |
|
Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.3 |
1,352.5 |
1,310.5 |
|
R3 |
1,338.4 |
1,329.6 |
1,304.2 |
|
R2 |
1,315.5 |
1,315.5 |
1,302.1 |
|
R1 |
1,306.7 |
1,306.7 |
1,300.0 |
1,311.1 |
PP |
1,292.6 |
1,292.6 |
1,292.6 |
1,294.8 |
S1 |
1,283.8 |
1,283.8 |
1,295.8 |
1,288.2 |
S2 |
1,269.7 |
1,269.7 |
1,293.7 |
|
S3 |
1,246.8 |
1,260.9 |
1,291.6 |
|
S4 |
1,223.9 |
1,238.0 |
1,285.3 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.3 |
1,352.5 |
1,310.5 |
|
R3 |
1,338.4 |
1,329.6 |
1,304.2 |
|
R2 |
1,315.5 |
1,315.5 |
1,302.1 |
|
R1 |
1,306.7 |
1,306.7 |
1,300.0 |
1,311.1 |
PP |
1,292.6 |
1,292.6 |
1,292.6 |
1,294.8 |
S1 |
1,283.8 |
1,283.8 |
1,295.8 |
1,288.2 |
S2 |
1,269.7 |
1,269.7 |
1,293.7 |
|
S3 |
1,246.8 |
1,260.9 |
1,291.6 |
|
S4 |
1,223.9 |
1,238.0 |
1,285.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,301.4 |
1,278.5 |
22.9 |
1.8% |
12.8 |
1.0% |
85% |
True |
True |
274,294 |
10 |
1,306.9 |
1,272.7 |
34.2 |
2.6% |
13.5 |
1.0% |
74% |
False |
False |
289,668 |
20 |
1,306.9 |
1,257.1 |
49.8 |
3.8% |
12.8 |
1.0% |
82% |
False |
False |
258,054 |
40 |
1,306.9 |
1,211.1 |
95.8 |
7.4% |
12.5 |
1.0% |
91% |
False |
False |
156,102 |
60 |
1,306.9 |
1,211.1 |
95.8 |
7.4% |
12.4 |
1.0% |
91% |
False |
False |
105,982 |
80 |
1,306.9 |
1,211.1 |
95.8 |
7.4% |
12.3 |
0.9% |
91% |
False |
False |
80,755 |
100 |
1,307.0 |
1,211.1 |
95.9 |
7.4% |
12.3 |
0.9% |
91% |
False |
False |
65,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.7 |
2.618 |
1,361.4 |
1.618 |
1,338.5 |
1.000 |
1,324.3 |
0.618 |
1,315.6 |
HIGH |
1,301.4 |
0.618 |
1,292.7 |
0.500 |
1,290.0 |
0.382 |
1,287.2 |
LOW |
1,278.5 |
0.618 |
1,264.3 |
1.000 |
1,255.6 |
1.618 |
1,241.4 |
2.618 |
1,218.5 |
4.250 |
1,181.2 |
|
|
Fisher Pivots for day following 25-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,295.3 |
1,295.3 |
PP |
1,292.6 |
1,292.6 |
S1 |
1,290.0 |
1,290.0 |
|