Trading Metrics calculated at close of trading on 29-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,293.5 |
1,318.8 |
25.3 |
2.0% |
1,285.2 |
High |
1,311.3 |
1,323.8 |
12.5 |
1.0% |
1,292.7 |
Low |
1,293.5 |
1,313.1 |
19.6 |
1.5% |
1,280.3 |
Close |
1,309.7 |
1,313.1 |
3.4 |
0.3% |
1,292.5 |
Range |
17.8 |
10.7 |
-7.1 |
-39.9% |
12.4 |
ATR |
11.6 |
11.8 |
0.2 |
1.5% |
0.0 |
Volume |
145 |
298 |
153 |
105.5% |
1,198 |
|
Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.8 |
1,341.6 |
1,319.0 |
|
R3 |
1,338.1 |
1,330.9 |
1,316.0 |
|
R2 |
1,327.4 |
1,327.4 |
1,315.1 |
|
R1 |
1,320.2 |
1,320.2 |
1,314.1 |
1,318.5 |
PP |
1,316.7 |
1,316.7 |
1,316.7 |
1,315.8 |
S1 |
1,309.5 |
1,309.5 |
1,312.1 |
1,307.8 |
S2 |
1,306.0 |
1,306.0 |
1,311.1 |
|
S3 |
1,295.3 |
1,298.8 |
1,310.2 |
|
S4 |
1,284.6 |
1,288.1 |
1,307.2 |
|
|
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 |
1,323.8 |
1,280.3 |
43.5 |
3.3% |
9.6 |
0.7% |
75% |
True |
False |
304 |
10 |
1,323.8 |
1,269.4 |
54.4 |
4.1% |
9.4 |
0.7% |
80% |
True |
False |
215 |
20 |
1,323.8 |
1,251.4 |
72.4 |
5.5% |
10.6 |
0.8% |
85% |
True |
False |
330 |
40 |
1,323.8 |
1,204.0 |
119.8 |
9.1% |
11.1 |
0.8% |
91% |
True |
False |
105,742 |
60 |
1,323.8 |
1,204.0 |
119.8 |
9.1% |
11.8 |
0.9% |
91% |
True |
False |
143,177 |
80 |
1,323.8 |
1,204.0 |
119.8 |
9.1% |
12.0 |
0.9% |
91% |
True |
False |
128,549 |
100 |
1,323.8 |
1,204.0 |
119.8 |
9.1% |
12.2 |
0.9% |
91% |
True |
False |
104,321 |
120 |
1,323.8 |
1,201.4 |
122.4 |
9.3% |
11.9 |
0.9% |
91% |
True |
False |
87,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,369.3 |
2.618 |
1,351.8 |
1.618 |
1,341.1 |
1.000 |
1,334.5 |
0.618 |
1,330.4 |
HIGH |
1,323.8 |
0.618 |
1,319.7 |
0.500 |
1,318.5 |
0.382 |
1,317.2 |
LOW |
1,313.1 |
0.618 |
1,306.5 |
1.000 |
1,302.4 |
1.618 |
1,295.8 |
2.618 |
1,285.1 |
4.250 |
1,267.6 |
|
|
Fisher Pivots for day following 29-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,318.5 |
1,309.4 |
PP |
1,316.7 |
1,305.7 |
S1 |
1,314.9 |
1,302.1 |
|