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 |
3,449.0 |
3,428.0 |
-21.0 |
-0.6% |
3,435.0 |
High |
3,461.0 |
3,439.0 |
-22.0 |
-0.6% |
3,466.0 |
Low |
3,432.0 |
3,411.0 |
-21.0 |
-0.6% |
3,408.0 |
Close |
3,440.0 |
3,422.0 |
-18.0 |
-0.5% |
3,440.0 |
Range |
29.0 |
28.0 |
-1.0 |
-3.4% |
58.0 |
ATR |
39.6 |
38.8 |
-0.8 |
-1.9% |
0.0 |
Volume |
633,855 |
505,090 |
-128,765 |
-20.3% |
3,323,195 |
|
Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,508.0 |
3,493.0 |
3,437.4 |
|
R3 |
3,480.0 |
3,465.0 |
3,429.7 |
|
R2 |
3,452.0 |
3,452.0 |
3,427.1 |
|
R1 |
3,437.0 |
3,437.0 |
3,424.6 |
3,430.5 |
PP |
3,424.0 |
3,424.0 |
3,424.0 |
3,420.8 |
S1 |
3,409.0 |
3,409.0 |
3,419.4 |
3,402.5 |
S2 |
3,396.0 |
3,396.0 |
3,416.9 |
|
S3 |
3,368.0 |
3,381.0 |
3,414.3 |
|
S4 |
3,340.0 |
3,353.0 |
3,406.6 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,612.0 |
3,584.0 |
3,471.9 |
|
R3 |
3,554.0 |
3,526.0 |
3,456.0 |
|
R2 |
3,496.0 |
3,496.0 |
3,450.6 |
|
R1 |
3,468.0 |
3,468.0 |
3,445.3 |
3,482.0 |
PP |
3,438.0 |
3,438.0 |
3,438.0 |
3,445.0 |
S1 |
3,410.0 |
3,410.0 |
3,434.7 |
3,424.0 |
S2 |
3,380.0 |
3,380.0 |
3,429.4 |
|
S3 |
3,322.0 |
3,352.0 |
3,424.1 |
|
S4 |
3,264.0 |
3,294.0 |
3,408.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,466.0 |
3,411.0 |
55.0 |
1.6% |
29.4 |
0.9% |
20% |
False |
True |
611,580 |
10 |
3,496.0 |
3,408.0 |
88.0 |
2.6% |
32.4 |
0.9% |
16% |
False |
False |
732,544 |
20 |
3,523.0 |
3,389.0 |
134.0 |
3.9% |
36.4 |
1.1% |
25% |
False |
False |
799,386 |
40 |
3,534.0 |
3,389.0 |
145.0 |
4.2% |
36.9 |
1.1% |
23% |
False |
False |
790,559 |
60 |
3,592.0 |
3,389.0 |
203.0 |
5.9% |
38.6 |
1.1% |
16% |
False |
False |
803,612 |
80 |
3,634.0 |
3,389.0 |
245.0 |
7.2% |
36.6 |
1.1% |
13% |
False |
False |
603,850 |
100 |
3,634.0 |
3,319.0 |
315.0 |
9.2% |
35.9 |
1.0% |
33% |
False |
False |
483,149 |
120 |
3,634.0 |
3,290.0 |
344.0 |
10.1% |
34.8 |
1.0% |
38% |
False |
False |
403,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,558.0 |
2.618 |
3,512.3 |
1.618 |
3,484.3 |
1.000 |
3,467.0 |
0.618 |
3,456.3 |
HIGH |
3,439.0 |
0.618 |
3,428.3 |
0.500 |
3,425.0 |
0.382 |
3,421.7 |
LOW |
3,411.0 |
0.618 |
3,393.7 |
1.000 |
3,383.0 |
1.618 |
3,365.7 |
2.618 |
3,337.7 |
4.250 |
3,292.0 |
|
|
Fisher Pivots for day following 28-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
3,425.0 |
3,436.0 |
PP |
3,424.0 |
3,431.3 |
S1 |
3,423.0 |
3,426.7 |
|