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 |
1,320.5 |
1,314.8 |
-5.7 |
-0.4% |
1,289.1 |
High |
1,331.9 |
1,319.3 |
-12.6 |
-0.9% |
1,301.4 |
Low |
1,310.6 |
1,310.1 |
-0.5 |
0.0% |
1,278.5 |
Close |
1,318.9 |
1,314.1 |
-4.8 |
-0.4% |
1,297.9 |
Range |
21.3 |
9.2 |
-12.1 |
-56.8% |
22.9 |
ATR |
14.5 |
14.1 |
-0.4 |
-2.6% |
0.0 |
Volume |
460,450 |
460,450 |
0 |
0.0% |
1,371,474 |
|
Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,342.1 |
1,337.3 |
1,319.2 |
|
R3 |
1,332.9 |
1,328.1 |
1,316.6 |
|
R2 |
1,323.7 |
1,323.7 |
1,315.8 |
|
R1 |
1,318.9 |
1,318.9 |
1,314.9 |
1,316.7 |
PP |
1,314.5 |
1,314.5 |
1,314.5 |
1,313.4 |
S1 |
1,309.7 |
1,309.7 |
1,313.3 |
1,307.5 |
S2 |
1,305.3 |
1,305.3 |
1,312.4 |
|
S3 |
1,296.1 |
1,300.5 |
1,311.6 |
|
S4 |
1,286.9 |
1,291.3 |
1,309.0 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.3 |
1,352.5 |
1,310.5 |
|
R3 |
1,338.4 |
1,329.6 |
1,304.2 |
|
R2 |
1,315.5 |
1,315.5 |
1,302.1 |
|
R1 |
1,306.7 |
1,306.7 |
1,300.0 |
1,311.1 |
PP |
1,292.6 |
1,292.6 |
1,292.6 |
1,294.8 |
S1 |
1,283.8 |
1,283.8 |
1,295.8 |
1,288.2 |
S2 |
1,269.7 |
1,269.7 |
1,293.7 |
|
S3 |
1,246.8 |
1,260.9 |
1,291.6 |
|
S4 |
1,223.9 |
1,238.0 |
1,285.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,331.9 |
1,278.5 |
53.4 |
4.1% |
16.3 |
1.2% |
67% |
False |
False |
369,607 |
10 |
1,331.9 |
1,278.5 |
53.4 |
4.1% |
14.3 |
1.1% |
67% |
False |
False |
334,056 |
20 |
1,331.9 |
1,257.1 |
74.8 |
5.7% |
14.0 |
1.1% |
76% |
False |
False |
290,707 |
40 |
1,331.9 |
1,211.1 |
120.8 |
9.2% |
12.7 |
1.0% |
85% |
False |
False |
184,959 |
60 |
1,331.9 |
1,211.1 |
120.8 |
9.2% |
12.6 |
1.0% |
85% |
False |
False |
126,477 |
80 |
1,331.9 |
1,211.1 |
120.8 |
9.2% |
12.5 |
0.9% |
85% |
False |
False |
96,044 |
100 |
1,331.9 |
1,211.1 |
120.8 |
9.2% |
12.4 |
0.9% |
85% |
False |
False |
77,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,358.4 |
2.618 |
1,343.4 |
1.618 |
1,334.2 |
1.000 |
1,328.5 |
0.618 |
1,325.0 |
HIGH |
1,319.3 |
0.618 |
1,315.8 |
0.500 |
1,314.7 |
0.382 |
1,313.6 |
LOW |
1,310.1 |
0.618 |
1,304.4 |
1.000 |
1,300.9 |
1.618 |
1,295.2 |
2.618 |
1,286.0 |
4.250 |
1,271.0 |
|
|
Fisher Pivots for day following 30-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,314.7 |
1,314.5 |
PP |
1,314.5 |
1,314.3 |
S1 |
1,314.3 |
1,314.2 |
|