Trading Metrics calculated at close of trading on 29-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
5,819.75 |
5,820.00 |
0.25 |
0.0% |
5,805.00 |
High |
5,856.00 |
5,875.50 |
19.50 |
0.3% |
5,884.00 |
Low |
5,801.25 |
5,777.25 |
-24.00 |
-0.4% |
5,752.25 |
Close |
5,844.75 |
5,869.75 |
25.00 |
0.4% |
5,825.00 |
Range |
54.75 |
98.25 |
43.50 |
79.5% |
131.75 |
ATR |
68.75 |
70.86 |
2.11 |
3.1% |
0.00 |
Volume |
216,424 |
334,338 |
117,914 |
54.5% |
1,642,901 |
|
Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,135.50 |
6,101.00 |
5,923.75 |
|
R3 |
6,037.25 |
6,002.75 |
5,896.75 |
|
R2 |
5,939.00 |
5,939.00 |
5,887.75 |
|
R1 |
5,904.50 |
5,904.50 |
5,878.75 |
5,921.75 |
PP |
5,840.75 |
5,840.75 |
5,840.75 |
5,849.50 |
S1 |
5,806.25 |
5,806.25 |
5,860.75 |
5,823.50 |
S2 |
5,742.50 |
5,742.50 |
5,851.75 |
|
S3 |
5,644.25 |
5,708.00 |
5,842.75 |
|
S4 |
5,546.00 |
5,609.75 |
5,815.75 |
|
|
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 |
5,777.25 |
106.75 |
1.8% |
64.75 |
1.1% |
87% |
False |
True |
305,077 |
10 |
5,949.50 |
5,752.25 |
197.25 |
3.4% |
72.50 |
1.2% |
60% |
False |
False |
344,278 |
20 |
5,972.75 |
5,752.25 |
220.50 |
3.8% |
71.75 |
1.2% |
53% |
False |
False |
334,038 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
66.75 |
1.1% |
71% |
False |
False |
304,907 |
60 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
74.75 |
1.3% |
71% |
False |
False |
314,297 |
80 |
5,995.75 |
5,557.00 |
438.75 |
7.5% |
67.50 |
1.1% |
71% |
False |
False |
236,059 |
100 |
5,995.75 |
5,353.75 |
642.00 |
10.9% |
62.25 |
1.1% |
80% |
False |
False |
188,878 |
120 |
5,995.75 |
5,318.00 |
677.75 |
11.5% |
59.00 |
1.0% |
81% |
False |
False |
157,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,293.00 |
2.618 |
6,132.75 |
1.618 |
6,034.50 |
1.000 |
5,973.75 |
0.618 |
5,936.25 |
HIGH |
5,875.50 |
0.618 |
5,838.00 |
0.500 |
5,826.50 |
0.382 |
5,814.75 |
LOW |
5,777.25 |
0.618 |
5,716.50 |
1.000 |
5,679.00 |
1.618 |
5,618.25 |
2.618 |
5,520.00 |
4.250 |
5,359.75 |
|
|
Fisher Pivots for day following 29-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,855.25 |
5,855.25 |
PP |
5,840.75 |
5,840.75 |
S1 |
5,826.50 |
5,826.50 |
|