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 |
242.90 |
242.64 |
-0.26 |
-0.1% |
245.59 |
High |
244.19 |
243.20 |
-0.99 |
-0.4% |
247.57 |
Low |
242.20 |
241.83 |
-0.37 |
-0.2% |
242.20 |
Close |
242.71 |
242.90 |
0.19 |
0.1% |
242.71 |
Range |
1.99 |
1.37 |
-0.62 |
-31.2% |
5.37 |
ATR |
1.60 |
1.58 |
-0.02 |
-1.0% |
0.00 |
Volume |
136,747,904 |
65,469,700 |
-71,278,204 |
-52.1% |
450,488,408 |
|
Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
246.75 |
246.20 |
243.65 |
|
R3 |
245.38 |
244.83 |
243.28 |
|
R2 |
244.01 |
244.01 |
243.15 |
|
R1 |
243.46 |
243.46 |
243.03 |
243.74 |
PP |
242.64 |
242.64 |
242.64 |
242.78 |
S1 |
242.09 |
242.09 |
242.77 |
242.37 |
S2 |
241.27 |
241.27 |
242.65 |
|
S3 |
239.90 |
240.72 |
242.52 |
|
S4 |
238.53 |
239.35 |
242.15 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
260.27 |
256.86 |
245.66 |
|
R3 |
254.90 |
251.49 |
244.19 |
|
R2 |
249.53 |
249.53 |
243.69 |
|
R1 |
246.12 |
246.12 |
243.20 |
245.14 |
PP |
244.16 |
244.16 |
244.16 |
243.67 |
S1 |
240.75 |
240.75 |
242.22 |
239.77 |
S2 |
238.79 |
238.79 |
241.73 |
|
S3 |
233.42 |
235.38 |
241.23 |
|
S4 |
228.05 |
230.01 |
239.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
247.57 |
241.83 |
5.74 |
2.4% |
1.77 |
0.7% |
19% |
False |
True |
88,533,240 |
10 |
248.91 |
241.83 |
7.08 |
2.9% |
1.72 |
0.7% |
15% |
False |
True |
83,565,931 |
20 |
248.91 |
241.83 |
7.08 |
2.9% |
1.34 |
0.6% |
15% |
False |
True |
68,007,395 |
40 |
248.91 |
239.96 |
8.95 |
3.7% |
1.34 |
0.6% |
33% |
False |
False |
63,417,925 |
60 |
248.91 |
239.96 |
8.95 |
3.7% |
1.29 |
0.5% |
33% |
False |
False |
64,672,261 |
80 |
248.91 |
235.43 |
13.48 |
5.5% |
1.26 |
0.5% |
55% |
False |
False |
65,813,004 |
100 |
248.91 |
232.51 |
16.40 |
6.8% |
1.33 |
0.5% |
63% |
False |
False |
68,815,482 |
120 |
248.91 |
231.61 |
17.30 |
7.1% |
1.36 |
0.6% |
65% |
False |
False |
71,028,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
249.02 |
2.618 |
246.79 |
1.618 |
245.42 |
1.000 |
244.57 |
0.618 |
244.05 |
HIGH |
243.20 |
0.618 |
242.68 |
0.500 |
242.52 |
0.382 |
242.35 |
LOW |
241.83 |
0.618 |
240.98 |
1.000 |
240.46 |
1.618 |
239.61 |
2.618 |
238.24 |
4.250 |
236.01 |
|
|
Fisher Pivots for day following 21-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
242.77 |
244.22 |
PP |
242.64 |
243.78 |
S1 |
242.52 |
243.34 |
|