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 |
5,869.75 |
5,936.25 |
66.50 |
1.1% |
5,805.00 |
High |
5,944.00 |
5,998.00 |
54.00 |
0.9% |
5,884.00 |
Low |
5,862.50 |
5,932.50 |
70.00 |
1.2% |
5,752.25 |
Close |
5,935.00 |
5,990.75 |
55.75 |
0.9% |
5,825.00 |
Range |
81.50 |
65.50 |
-16.00 |
-19.6% |
131.75 |
ATR |
71.62 |
71.18 |
-0.44 |
-0.6% |
0.00 |
Volume |
273,971 |
273,833 |
-138 |
-0.1% |
1,642,901 |
|
Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,170.25 |
6,146.00 |
6,026.75 |
|
R3 |
6,104.75 |
6,080.50 |
6,008.75 |
|
R2 |
6,039.25 |
6,039.25 |
6,002.75 |
|
R1 |
6,015.00 |
6,015.00 |
5,996.75 |
6,027.00 |
PP |
5,973.75 |
5,973.75 |
5,973.75 |
5,979.75 |
S1 |
5,949.50 |
5,949.50 |
5,984.75 |
5,961.50 |
S2 |
5,908.25 |
5,908.25 |
5,978.75 |
|
S3 |
5,842.75 |
5,884.00 |
5,972.75 |
|
S4 |
5,777.25 |
5,818.50 |
5,954.75 |
|
|
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 |
5,998.00 |
5,777.25 |
220.75 |
3.7% |
71.50 |
1.2% |
97% |
True |
False |
279,746 |
10 |
5,998.00 |
5,752.25 |
245.75 |
4.1% |
68.50 |
1.1% |
97% |
True |
False |
318,478 |
20 |
5,998.00 |
5,752.25 |
245.75 |
4.1% |
72.25 |
1.2% |
97% |
True |
False |
327,476 |
40 |
5,998.00 |
5,591.50 |
406.50 |
6.8% |
66.00 |
1.1% |
98% |
True |
False |
299,527 |
60 |
5,998.00 |
5,560.25 |
437.75 |
7.3% |
75.75 |
1.3% |
98% |
True |
False |
323,051 |
80 |
5,998.00 |
5,557.00 |
441.00 |
7.4% |
68.50 |
1.1% |
98% |
True |
False |
242,900 |
100 |
5,998.00 |
5,353.75 |
644.25 |
10.8% |
62.75 |
1.0% |
99% |
True |
False |
194,353 |
120 |
5,998.00 |
5,318.00 |
680.00 |
11.4% |
59.75 |
1.0% |
99% |
True |
False |
161,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,276.50 |
2.618 |
6,169.50 |
1.618 |
6,104.00 |
1.000 |
6,063.50 |
0.618 |
6,038.50 |
HIGH |
5,998.00 |
0.618 |
5,973.00 |
0.500 |
5,965.25 |
0.382 |
5,957.50 |
LOW |
5,932.50 |
0.618 |
5,892.00 |
1.000 |
5,867.00 |
1.618 |
5,826.50 |
2.618 |
5,761.00 |
4.250 |
5,654.00 |
|
|
Fisher Pivots for day following 31-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,982.25 |
5,956.50 |
PP |
5,973.75 |
5,922.00 |
S1 |
5,965.25 |
5,887.50 |
|