Trading Metrics calculated at close of trading on 31-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
19,480 |
19,550 |
70 |
0.4% |
19,470 |
High |
19,590 |
19,735 |
145 |
0.7% |
19,615 |
Low |
19,435 |
19,550 |
115 |
0.6% |
19,265 |
Close |
19,565 |
19,675 |
110 |
0.6% |
19,450 |
Range |
155 |
185 |
30 |
19.4% |
350 |
ATR |
202 |
201 |
-1 |
-0.6% |
0 |
Volume |
10,222 |
13,291 |
3,069 |
30.0% |
40,995 |
|
Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,208 |
20,127 |
19,777 |
|
R3 |
20,023 |
19,942 |
19,726 |
|
R2 |
19,838 |
19,838 |
19,709 |
|
R1 |
19,757 |
19,757 |
19,692 |
19,798 |
PP |
19,653 |
19,653 |
19,653 |
19,674 |
S1 |
19,572 |
19,572 |
19,658 |
19,613 |
S2 |
19,468 |
19,468 |
19,641 |
|
S3 |
19,283 |
19,387 |
19,624 |
|
S4 |
19,098 |
19,202 |
19,573 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,493 |
20,322 |
19,643 |
|
R3 |
20,143 |
19,972 |
19,546 |
|
R2 |
19,793 |
19,793 |
19,514 |
|
R1 |
19,622 |
19,622 |
19,482 |
19,533 |
PP |
19,443 |
19,443 |
19,443 |
19,399 |
S1 |
19,272 |
19,272 |
19,418 |
19,183 |
S2 |
19,093 |
19,093 |
19,386 |
|
S3 |
18,743 |
18,922 |
19,354 |
|
S4 |
18,393 |
18,572 |
19,258 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,735 |
19,060 |
675 |
3.4% |
216 |
1.1% |
91% |
True |
False |
10,609 |
10 |
19,735 |
19,060 |
675 |
3.4% |
214 |
1.1% |
91% |
True |
False |
9,678 |
20 |
20,095 |
19,060 |
1,035 |
5.3% |
211 |
1.1% |
59% |
False |
False |
9,639 |
40 |
20,215 |
19,060 |
1,155 |
5.9% |
177 |
0.9% |
53% |
False |
False |
8,575 |
60 |
20,320 |
19,060 |
1,260 |
6.4% |
187 |
0.9% |
49% |
False |
False |
9,266 |
80 |
20,320 |
19,060 |
1,260 |
6.4% |
187 |
1.0% |
49% |
False |
False |
7,555 |
100 |
20,320 |
18,290 |
2,030 |
10.3% |
184 |
0.9% |
68% |
False |
False |
6,049 |
120 |
20,320 |
18,290 |
2,030 |
10.3% |
185 |
0.9% |
68% |
False |
False |
5,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,521 |
2.618 |
20,219 |
1.618 |
20,034 |
1.000 |
19,920 |
0.618 |
19,849 |
HIGH |
19,735 |
0.618 |
19,664 |
0.500 |
19,643 |
0.382 |
19,621 |
LOW |
19,550 |
0.618 |
19,436 |
1.000 |
19,365 |
1.618 |
19,251 |
2.618 |
19,066 |
4.250 |
18,764 |
|
|
Fisher Pivots for day following 31-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
19,664 |
19,583 |
PP |
19,653 |
19,490 |
S1 |
19,643 |
19,398 |
|