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 |
21,872 |
21,886 |
14 |
0.1% |
21,689 |
High |
21,959 |
21,985 |
26 |
0.1% |
21,900 |
Low |
21,832 |
21,874 |
42 |
0.2% |
21,579 |
Close |
21,871 |
21,950 |
79 |
0.4% |
21,809 |
Range |
127 |
111 |
-16 |
-12.6% |
321 |
ATR |
141 |
139 |
-2 |
-1.4% |
0 |
Volume |
115,725 |
114,407 |
-1,318 |
-1.1% |
627,638 |
|
Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,269 |
22,221 |
22,011 |
|
R3 |
22,158 |
22,110 |
21,981 |
|
R2 |
22,047 |
22,047 |
21,970 |
|
R1 |
21,999 |
21,999 |
21,960 |
22,023 |
PP |
21,936 |
21,936 |
21,936 |
21,949 |
S1 |
21,888 |
21,888 |
21,940 |
21,912 |
S2 |
21,825 |
21,825 |
21,930 |
|
S3 |
21,714 |
21,777 |
21,920 |
|
S4 |
21,603 |
21,666 |
21,889 |
|
|
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 |
21,985 |
21,644 |
341 |
1.6% |
144 |
0.7% |
90% |
True |
False |
119,210 |
10 |
21,985 |
21,579 |
406 |
1.8% |
145 |
0.7% |
91% |
True |
False |
128,956 |
20 |
22,132 |
21,579 |
553 |
2.5% |
139 |
0.6% |
67% |
False |
False |
128,118 |
40 |
22,132 |
21,226 |
906 |
4.1% |
129 |
0.6% |
80% |
False |
False |
114,637 |
60 |
22,132 |
21,081 |
1,051 |
4.8% |
132 |
0.6% |
83% |
False |
False |
123,808 |
80 |
22,132 |
20,433 |
1,699 |
7.7% |
130 |
0.6% |
89% |
False |
False |
93,034 |
100 |
22,132 |
20,267 |
1,865 |
8.5% |
130 |
0.6% |
90% |
False |
False |
74,440 |
120 |
22,132 |
20,267 |
1,865 |
8.5% |
133 |
0.6% |
90% |
False |
False |
62,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,457 |
2.618 |
22,276 |
1.618 |
22,165 |
1.000 |
22,096 |
0.618 |
22,054 |
HIGH |
21,985 |
0.618 |
21,943 |
0.500 |
21,930 |
0.382 |
21,917 |
LOW |
21,874 |
0.618 |
21,806 |
1.000 |
21,763 |
1.618 |
21,695 |
2.618 |
21,584 |
4.250 |
21,402 |
|
|
Fisher Pivots for day following 31-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,943 |
21,905 |
PP |
21,936 |
21,860 |
S1 |
21,930 |
21,815 |
|