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 |
3,428.0 |
3,395.0 |
-33.0 |
-1.0% |
3,435.0 |
High |
3,439.0 |
3,405.0 |
-34.0 |
-1.0% |
3,466.0 |
Low |
3,411.0 |
3,361.0 |
-50.0 |
-1.5% |
3,408.0 |
Close |
3,422.0 |
3,387.0 |
-35.0 |
-1.0% |
3,440.0 |
Range |
28.0 |
44.0 |
16.0 |
57.1% |
58.0 |
ATR |
38.8 |
40.4 |
1.6 |
4.1% |
0.0 |
Volume |
505,090 |
1,262,922 |
757,832 |
150.0% |
3,323,195 |
|
Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,516.3 |
3,495.7 |
3,411.2 |
|
R3 |
3,472.3 |
3,451.7 |
3,399.1 |
|
R2 |
3,428.3 |
3,428.3 |
3,395.1 |
|
R1 |
3,407.7 |
3,407.7 |
3,391.0 |
3,396.0 |
PP |
3,384.3 |
3,384.3 |
3,384.3 |
3,378.5 |
S1 |
3,363.7 |
3,363.7 |
3,383.0 |
3,352.0 |
S2 |
3,340.3 |
3,340.3 |
3,378.9 |
|
S3 |
3,296.3 |
3,319.7 |
3,374.9 |
|
S4 |
3,252.3 |
3,275.7 |
3,362.8 |
|
|
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 |
3,361.0 |
105.0 |
3.1% |
32.0 |
0.9% |
25% |
False |
True |
742,633 |
10 |
3,496.0 |
3,361.0 |
135.0 |
4.0% |
34.6 |
1.0% |
19% |
False |
True |
792,225 |
20 |
3,523.0 |
3,361.0 |
162.0 |
4.8% |
36.3 |
1.1% |
16% |
False |
True |
817,931 |
40 |
3,534.0 |
3,361.0 |
173.0 |
5.1% |
37.1 |
1.1% |
15% |
False |
True |
804,996 |
60 |
3,592.0 |
3,361.0 |
231.0 |
6.8% |
39.0 |
1.1% |
11% |
False |
True |
824,385 |
80 |
3,616.0 |
3,361.0 |
255.0 |
7.5% |
36.5 |
1.1% |
10% |
False |
True |
619,634 |
100 |
3,634.0 |
3,319.0 |
315.0 |
9.3% |
36.0 |
1.1% |
22% |
False |
False |
495,775 |
120 |
3,634.0 |
3,295.0 |
339.0 |
10.0% |
35.0 |
1.0% |
27% |
False |
False |
413,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,592.0 |
2.618 |
3,520.2 |
1.618 |
3,476.2 |
1.000 |
3,449.0 |
0.618 |
3,432.2 |
HIGH |
3,405.0 |
0.618 |
3,388.2 |
0.500 |
3,383.0 |
0.382 |
3,377.8 |
LOW |
3,361.0 |
0.618 |
3,333.8 |
1.000 |
3,317.0 |
1.618 |
3,289.8 |
2.618 |
3,245.8 |
4.250 |
3,174.0 |
|
|
Fisher Pivots for day following 29-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
3,385.7 |
3,411.0 |
PP |
3,384.3 |
3,403.0 |
S1 |
3,383.0 |
3,395.0 |
|