Trading Metrics calculated at close of trading on 30-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
3,395.0 |
3,411.0 |
16.0 |
0.5% |
3,435.0 |
High |
3,405.0 |
3,417.0 |
12.0 |
0.4% |
3,466.0 |
Low |
3,361.0 |
3,395.0 |
34.0 |
1.0% |
3,408.0 |
Close |
3,387.0 |
3,404.0 |
17.0 |
0.5% |
3,440.0 |
Range |
44.0 |
22.0 |
-22.0 |
-50.0% |
58.0 |
ATR |
40.4 |
39.7 |
-0.7 |
-1.8% |
0.0 |
Volume |
1,262,922 |
744,437 |
-518,485 |
-41.1% |
3,323,195 |
|
Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,471.3 |
3,459.7 |
3,416.1 |
|
R3 |
3,449.3 |
3,437.7 |
3,410.1 |
|
R2 |
3,427.3 |
3,427.3 |
3,408.0 |
|
R1 |
3,415.7 |
3,415.7 |
3,406.0 |
3,410.5 |
PP |
3,405.3 |
3,405.3 |
3,405.3 |
3,402.8 |
S1 |
3,393.7 |
3,393.7 |
3,402.0 |
3,388.5 |
S2 |
3,383.3 |
3,383.3 |
3,400.0 |
|
S3 |
3,361.3 |
3,371.7 |
3,398.0 |
|
S4 |
3,339.3 |
3,349.7 |
3,391.9 |
|
|
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 |
3,461.0 |
3,361.0 |
100.0 |
2.9% |
29.0 |
0.9% |
43% |
False |
False |
751,058 |
10 |
3,484.0 |
3,361.0 |
123.0 |
3.6% |
33.3 |
1.0% |
35% |
False |
False |
793,734 |
20 |
3,523.0 |
3,361.0 |
162.0 |
4.8% |
35.7 |
1.0% |
27% |
False |
False |
818,063 |
40 |
3,534.0 |
3,361.0 |
173.0 |
5.1% |
37.0 |
1.1% |
25% |
False |
False |
806,343 |
60 |
3,592.0 |
3,361.0 |
231.0 |
6.8% |
38.8 |
1.1% |
19% |
False |
False |
835,657 |
80 |
3,616.0 |
3,361.0 |
255.0 |
7.5% |
36.5 |
1.1% |
17% |
False |
False |
628,936 |
100 |
3,634.0 |
3,319.0 |
315.0 |
9.3% |
35.8 |
1.1% |
27% |
False |
False |
503,218 |
120 |
3,634.0 |
3,303.0 |
331.0 |
9.7% |
34.9 |
1.0% |
31% |
False |
False |
419,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,510.5 |
2.618 |
3,474.6 |
1.618 |
3,452.6 |
1.000 |
3,439.0 |
0.618 |
3,430.6 |
HIGH |
3,417.0 |
0.618 |
3,408.6 |
0.500 |
3,406.0 |
0.382 |
3,403.4 |
LOW |
3,395.0 |
0.618 |
3,381.4 |
1.000 |
3,373.0 |
1.618 |
3,359.4 |
2.618 |
3,337.4 |
4.250 |
3,301.5 |
|
|
Fisher Pivots for day following 30-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
3,406.0 |
3,402.7 |
PP |
3,405.3 |
3,401.3 |
S1 |
3,404.7 |
3,400.0 |
|