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 |
21,798 |
21,802 |
4 |
0.0% |
21,689 |
High |
21,893 |
21,859 |
-34 |
-0.2% |
21,900 |
Low |
21,757 |
21,750 |
-7 |
0.0% |
21,579 |
Close |
21,809 |
21,791 |
-18 |
-0.1% |
21,809 |
Range |
136 |
109 |
-27 |
-19.9% |
321 |
ATR |
137 |
135 |
-2 |
-1.5% |
0 |
Volume |
116,022 |
89,951 |
-26,071 |
-22.5% |
627,638 |
|
Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,127 |
22,068 |
21,851 |
|
R3 |
22,018 |
21,959 |
21,821 |
|
R2 |
21,909 |
21,909 |
21,811 |
|
R1 |
21,850 |
21,850 |
21,801 |
21,825 |
PP |
21,800 |
21,800 |
21,800 |
21,788 |
S1 |
21,741 |
21,741 |
21,781 |
21,716 |
S2 |
21,691 |
21,691 |
21,771 |
|
S3 |
21,582 |
21,632 |
21,761 |
|
S4 |
21,473 |
21,523 |
21,731 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,726 |
22,588 |
21,986 |
|
R3 |
22,405 |
22,267 |
21,897 |
|
R2 |
22,084 |
22,084 |
21,868 |
|
R1 |
21,946 |
21,946 |
21,839 |
22,015 |
PP |
21,763 |
21,763 |
21,763 |
21,797 |
S1 |
21,625 |
21,625 |
21,780 |
21,694 |
S2 |
21,442 |
21,442 |
21,750 |
|
S3 |
21,121 |
21,304 |
21,721 |
|
S4 |
20,800 |
20,983 |
21,633 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,900 |
21,694 |
206 |
0.9% |
138 |
0.6% |
47% |
False |
False |
117,769 |
10 |
22,067 |
21,579 |
488 |
2.2% |
150 |
0.7% |
43% |
False |
False |
130,253 |
20 |
22,132 |
21,579 |
553 |
2.5% |
131 |
0.6% |
38% |
False |
False |
123,061 |
40 |
22,132 |
21,226 |
906 |
4.2% |
130 |
0.6% |
62% |
False |
False |
114,812 |
60 |
22,132 |
21,064 |
1,068 |
4.9% |
128 |
0.6% |
68% |
False |
False |
117,472 |
80 |
22,132 |
20,433 |
1,699 |
7.8% |
128 |
0.6% |
80% |
False |
False |
88,160 |
100 |
22,132 |
20,267 |
1,865 |
8.6% |
130 |
0.6% |
82% |
False |
False |
70,541 |
120 |
22,132 |
20,267 |
1,865 |
8.6% |
131 |
0.6% |
82% |
False |
False |
58,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,322 |
2.618 |
22,144 |
1.618 |
22,035 |
1.000 |
21,968 |
0.618 |
21,926 |
HIGH |
21,859 |
0.618 |
21,817 |
0.500 |
21,805 |
0.382 |
21,792 |
LOW |
21,750 |
0.618 |
21,683 |
1.000 |
21,641 |
1.618 |
21,574 |
2.618 |
21,465 |
4.250 |
21,287 |
|
|
Fisher Pivots for day following 28-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,805 |
21,819 |
PP |
21,800 |
21,810 |
S1 |
21,796 |
21,800 |
|