Trading Metrics calculated at close of trading on 30-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
5,820.00 |
5,869.75 |
49.75 |
0.9% |
5,805.00 |
High |
5,875.50 |
5,944.00 |
68.50 |
1.2% |
5,884.00 |
Low |
5,777.25 |
5,862.50 |
85.25 |
1.5% |
5,752.25 |
Close |
5,869.75 |
5,935.00 |
65.25 |
1.1% |
5,825.00 |
Range |
98.25 |
81.50 |
-16.75 |
-17.0% |
131.75 |
ATR |
70.86 |
71.62 |
0.76 |
1.1% |
0.00 |
Volume |
334,338 |
273,971 |
-60,367 |
-18.1% |
1,642,901 |
|
Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,158.25 |
6,128.25 |
5,979.75 |
|
R3 |
6,076.75 |
6,046.75 |
5,957.50 |
|
R2 |
5,995.25 |
5,995.25 |
5,950.00 |
|
R1 |
5,965.25 |
5,965.25 |
5,942.50 |
5,980.25 |
PP |
5,913.75 |
5,913.75 |
5,913.75 |
5,921.50 |
S1 |
5,883.75 |
5,883.75 |
5,927.50 |
5,898.75 |
S2 |
5,832.25 |
5,832.25 |
5,920.00 |
|
S3 |
5,750.75 |
5,802.25 |
5,912.50 |
|
S4 |
5,669.25 |
5,720.75 |
5,890.25 |
|
|
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 |
5,944.00 |
5,777.25 |
166.75 |
2.8% |
72.50 |
1.2% |
95% |
True |
False |
299,534 |
10 |
5,944.00 |
5,752.25 |
191.75 |
3.2% |
75.75 |
1.3% |
95% |
True |
False |
342,284 |
20 |
5,972.75 |
5,752.25 |
220.50 |
3.7% |
71.50 |
1.2% |
83% |
False |
False |
328,256 |
40 |
5,995.75 |
5,580.00 |
415.75 |
7.0% |
66.00 |
1.1% |
85% |
False |
False |
301,949 |
60 |
5,995.75 |
5,560.25 |
435.50 |
7.3% |
75.50 |
1.3% |
86% |
False |
False |
318,713 |
80 |
5,995.75 |
5,557.00 |
438.75 |
7.4% |
68.25 |
1.1% |
86% |
False |
False |
239,481 |
100 |
5,995.75 |
5,353.75 |
642.00 |
10.8% |
62.50 |
1.1% |
91% |
False |
False |
191,615 |
120 |
5,995.75 |
5,318.00 |
677.75 |
11.4% |
59.50 |
1.0% |
91% |
False |
False |
159,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,290.50 |
2.618 |
6,157.25 |
1.618 |
6,075.75 |
1.000 |
6,025.50 |
0.618 |
5,994.25 |
HIGH |
5,944.00 |
0.618 |
5,912.75 |
0.500 |
5,903.25 |
0.382 |
5,893.75 |
LOW |
5,862.50 |
0.618 |
5,812.25 |
1.000 |
5,781.00 |
1.618 |
5,730.75 |
2.618 |
5,649.25 |
4.250 |
5,516.00 |
|
|
Fisher Pivots for day following 30-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,924.50 |
5,910.25 |
PP |
5,913.75 |
5,885.50 |
S1 |
5,903.25 |
5,860.50 |
|