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 |
5,845.25 |
5,819.75 |
-25.50 |
-0.4% |
5,805.00 |
High |
5,874.00 |
5,856.00 |
-18.00 |
-0.3% |
5,884.00 |
Low |
5,816.50 |
5,801.25 |
-15.25 |
-0.3% |
5,752.25 |
Close |
5,825.00 |
5,844.75 |
19.75 |
0.3% |
5,825.00 |
Range |
57.50 |
54.75 |
-2.75 |
-4.8% |
131.75 |
ATR |
69.83 |
68.75 |
-1.08 |
-1.5% |
0.00 |
Volume |
300,167 |
216,424 |
-83,743 |
-27.9% |
1,642,901 |
|
Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,998.25 |
5,976.25 |
5,874.75 |
|
R3 |
5,943.50 |
5,921.50 |
5,859.75 |
|
R2 |
5,888.75 |
5,888.75 |
5,854.75 |
|
R1 |
5,866.75 |
5,866.75 |
5,849.75 |
5,877.75 |
PP |
5,834.00 |
5,834.00 |
5,834.00 |
5,839.50 |
S1 |
5,812.00 |
5,812.00 |
5,839.75 |
5,823.00 |
S2 |
5,779.25 |
5,779.25 |
5,834.75 |
|
S3 |
5,724.50 |
5,757.25 |
5,829.75 |
|
S4 |
5,669.75 |
5,702.50 |
5,814.75 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,215.75 |
6,152.00 |
5,897.50 |
|
R3 |
6,084.00 |
6,020.25 |
5,861.25 |
|
R2 |
5,952.25 |
5,952.25 |
5,849.25 |
|
R1 |
5,888.50 |
5,888.50 |
5,837.00 |
5,920.50 |
PP |
5,820.50 |
5,820.50 |
5,820.50 |
5,836.25 |
S1 |
5,756.75 |
5,756.75 |
5,813.00 |
5,788.50 |
S2 |
5,688.75 |
5,688.75 |
5,800.75 |
|
S3 |
5,557.00 |
5,625.00 |
5,788.75 |
|
S4 |
5,425.25 |
5,493.25 |
5,752.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,884.00 |
5,794.25 |
89.75 |
1.5% |
62.75 |
1.1% |
56% |
False |
False |
299,788 |
10 |
5,949.50 |
5,752.25 |
197.25 |
3.4% |
67.50 |
1.2% |
47% |
False |
False |
335,827 |
20 |
5,972.75 |
5,752.25 |
220.50 |
3.8% |
69.75 |
1.2% |
42% |
False |
False |
328,772 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.5% |
67.00 |
1.1% |
65% |
False |
False |
302,365 |
60 |
5,995.75 |
5,560.25 |
435.50 |
7.5% |
73.50 |
1.3% |
65% |
False |
False |
308,816 |
80 |
5,995.75 |
5,557.00 |
438.75 |
7.5% |
66.75 |
1.1% |
66% |
False |
False |
231,882 |
100 |
5,995.75 |
5,353.75 |
642.00 |
11.0% |
61.75 |
1.1% |
76% |
False |
False |
185,537 |
120 |
5,995.75 |
5,318.00 |
677.75 |
11.6% |
58.50 |
1.0% |
78% |
False |
False |
154,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,088.75 |
2.618 |
5,999.25 |
1.618 |
5,944.50 |
1.000 |
5,910.75 |
0.618 |
5,889.75 |
HIGH |
5,856.00 |
0.618 |
5,835.00 |
0.500 |
5,828.50 |
0.382 |
5,822.25 |
LOW |
5,801.25 |
0.618 |
5,767.50 |
1.000 |
5,746.50 |
1.618 |
5,712.75 |
2.618 |
5,658.00 |
4.250 |
5,568.50 |
|
|
Fisher Pivots for day following 28-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,839.50 |
5,842.50 |
PP |
5,834.00 |
5,840.00 |
S1 |
5,828.50 |
5,837.75 |
|