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 |
21,819.08 |
21,832.50 |
13.42 |
0.1% |
21,671.36 |
High |
21,906.86 |
21,861.49 |
-45.37 |
-0.2% |
21,912.83 |
Low |
21,812.81 |
21,767.94 |
-44.87 |
-0.2% |
21,600.34 |
Close |
21,813.67 |
21,808.40 |
-5.27 |
0.0% |
21,813.67 |
Range |
94.05 |
93.55 |
-0.50 |
-0.5% |
312.49 |
ATR |
121.92 |
119.90 |
-2.03 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,093.26 |
22,044.38 |
21,859.85 |
|
R3 |
21,999.71 |
21,950.83 |
21,834.13 |
|
R2 |
21,906.16 |
21,906.16 |
21,825.55 |
|
R1 |
21,857.28 |
21,857.28 |
21,816.98 |
21,834.95 |
PP |
21,812.61 |
21,812.61 |
21,812.61 |
21,801.44 |
S1 |
21,763.73 |
21,763.73 |
21,799.82 |
21,741.40 |
S2 |
21,719.06 |
21,719.06 |
21,791.25 |
|
S3 |
21,625.51 |
21,670.18 |
21,782.67 |
|
S4 |
21,531.96 |
21,576.63 |
21,756.95 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,713.08 |
22,575.87 |
21,985.54 |
|
R3 |
22,400.59 |
22,263.38 |
21,899.60 |
|
R2 |
22,088.10 |
22,088.10 |
21,870.96 |
|
R1 |
21,950.89 |
21,950.89 |
21,842.31 |
22,019.50 |
PP |
21,775.61 |
21,775.61 |
21,775.61 |
21,809.92 |
S1 |
21,638.40 |
21,638.40 |
21,785.03 |
21,707.01 |
S2 |
21,463.12 |
21,463.12 |
21,756.38 |
|
S3 |
21,150.63 |
21,325.91 |
21,727.74 |
|
S4 |
20,838.14 |
21,013.42 |
21,641.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,912.83 |
21,738.13 |
174.70 |
0.8% |
104.97 |
0.5% |
40% |
False |
False |
|
10 |
22,085.71 |
21,600.34 |
485.37 |
2.2% |
118.01 |
0.5% |
43% |
False |
False |
|
20 |
22,179.11 |
21,600.34 |
578.77 |
2.7% |
96.41 |
0.4% |
36% |
False |
False |
|
40 |
22,179.11 |
21,279.30 |
899.81 |
4.1% |
96.98 |
0.4% |
59% |
False |
False |
|
60 |
22,179.11 |
21,113.31 |
1,065.80 |
4.9% |
99.36 |
0.5% |
65% |
False |
False |
|
80 |
22,179.11 |
20,553.45 |
1,625.66 |
7.5% |
100.13 |
0.5% |
77% |
False |
False |
|
100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.3% |
103.71 |
0.5% |
79% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.3% |
108.52 |
0.5% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,259.08 |
2.618 |
22,106.40 |
1.618 |
22,012.85 |
1.000 |
21,955.04 |
0.618 |
21,919.30 |
HIGH |
21,861.49 |
0.618 |
21,825.75 |
0.500 |
21,814.72 |
0.382 |
21,803.68 |
LOW |
21,767.94 |
0.618 |
21,710.13 |
1.000 |
21,674.39 |
1.618 |
21,616.58 |
2.618 |
21,523.03 |
4.250 |
21,370.35 |
|
|
Fisher Pivots for day following 28-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,814.72 |
21,836.34 |
PP |
21,812.61 |
21,827.03 |
S1 |
21,810.51 |
21,817.71 |
|