Trading Metrics calculated at close of trading on 28-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,285.4 |
1,293.5 |
8.1 |
0.6% |
1,285.2 |
High |
1,292.7 |
1,311.3 |
18.6 |
1.4% |
1,292.7 |
Low |
1,280.3 |
1,293.5 |
13.2 |
1.0% |
1,280.3 |
Close |
1,292.5 |
1,309.7 |
17.2 |
1.3% |
1,292.5 |
Range |
12.4 |
17.8 |
5.4 |
43.5% |
12.4 |
ATR |
11.1 |
11.6 |
0.6 |
5.0% |
0.0 |
Volume |
280 |
145 |
-135 |
-48.2% |
1,198 |
|
Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,358.2 |
1,351.8 |
1,319.5 |
|
R3 |
1,340.4 |
1,334.0 |
1,314.6 |
|
R2 |
1,322.6 |
1,322.6 |
1,313.0 |
|
R1 |
1,316.2 |
1,316.2 |
1,311.3 |
1,319.4 |
PP |
1,304.8 |
1,304.8 |
1,304.8 |
1,306.5 |
S1 |
1,298.4 |
1,298.4 |
1,308.1 |
1,301.6 |
S2 |
1,287.0 |
1,287.0 |
1,306.4 |
|
S3 |
1,269.2 |
1,280.6 |
1,304.8 |
|
S4 |
1,251.4 |
1,262.8 |
1,299.9 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.7 |
1,321.5 |
1,299.3 |
|
R3 |
1,313.3 |
1,309.1 |
1,295.9 |
|
R2 |
1,300.9 |
1,300.9 |
1,294.8 |
|
R1 |
1,296.7 |
1,296.7 |
1,293.6 |
1,298.8 |
PP |
1,288.5 |
1,288.5 |
1,288.5 |
1,289.6 |
S1 |
1,284.3 |
1,284.3 |
1,291.4 |
1,286.4 |
S2 |
1,276.1 |
1,276.1 |
1,290.2 |
|
S3 |
1,263.7 |
1,271.9 |
1,289.1 |
|
S4 |
1,251.3 |
1,259.5 |
1,285.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,311.3 |
1,280.3 |
31.0 |
2.4% |
8.5 |
0.7% |
95% |
True |
False |
265 |
10 |
1,311.3 |
1,267.4 |
43.9 |
3.4% |
9.7 |
0.7% |
96% |
True |
False |
204 |
20 |
1,311.3 |
1,251.4 |
59.9 |
4.6% |
10.6 |
0.8% |
97% |
True |
False |
368 |
40 |
1,311.3 |
1,204.0 |
107.3 |
8.2% |
11.4 |
0.9% |
99% |
True |
False |
112,845 |
60 |
1,311.3 |
1,204.0 |
107.3 |
8.2% |
11.7 |
0.9% |
99% |
True |
False |
145,502 |
80 |
1,311.3 |
1,204.0 |
107.3 |
8.2% |
11.9 |
0.9% |
99% |
True |
False |
128,861 |
100 |
1,311.3 |
1,204.0 |
107.3 |
8.2% |
12.1 |
0.9% |
99% |
True |
False |
104,335 |
120 |
1,311.3 |
1,201.4 |
109.9 |
8.4% |
11.9 |
0.9% |
99% |
True |
False |
87,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,387.0 |
2.618 |
1,357.9 |
1.618 |
1,340.1 |
1.000 |
1,329.1 |
0.618 |
1,322.3 |
HIGH |
1,311.3 |
0.618 |
1,304.5 |
0.500 |
1,302.4 |
0.382 |
1,300.3 |
LOW |
1,293.5 |
0.618 |
1,282.5 |
1.000 |
1,275.7 |
1.618 |
1,264.7 |
2.618 |
1,246.9 |
4.250 |
1,217.9 |
|
|
Fisher Pivots for day following 28-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,307.3 |
1,305.1 |
PP |
1,304.8 |
1,300.4 |
S1 |
1,302.4 |
1,295.8 |
|