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 |
21,832.50 |
21,718.00 |
-114.50 |
-0.5% |
21,671.36 |
High |
21,861.49 |
21,879.22 |
17.73 |
0.1% |
21,912.83 |
Low |
21,767.94 |
21,673.58 |
-94.36 |
-0.4% |
21,600.34 |
Close |
21,808.40 |
21,865.37 |
56.97 |
0.3% |
21,813.67 |
Range |
93.55 |
205.64 |
112.09 |
119.8% |
312.49 |
ATR |
119.90 |
126.02 |
6.12 |
5.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,422.98 |
22,349.81 |
21,978.47 |
|
R3 |
22,217.34 |
22,144.17 |
21,921.92 |
|
R2 |
22,011.70 |
22,011.70 |
21,903.07 |
|
R1 |
21,938.53 |
21,938.53 |
21,884.22 |
21,975.12 |
PP |
21,806.06 |
21,806.06 |
21,806.06 |
21,824.35 |
S1 |
21,732.89 |
21,732.89 |
21,846.52 |
21,769.48 |
S2 |
21,600.42 |
21,600.42 |
21,827.67 |
|
S3 |
21,394.78 |
21,527.25 |
21,808.82 |
|
S4 |
21,189.14 |
21,321.61 |
21,752.27 |
|
|
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 |
21,906.86 |
21,673.58 |
233.28 |
1.1% |
111.16 |
0.5% |
82% |
False |
True |
|
10 |
22,085.71 |
21,600.34 |
485.37 |
2.2% |
131.83 |
0.6% |
55% |
False |
False |
|
20 |
22,179.11 |
21,600.34 |
578.77 |
2.6% |
104.19 |
0.5% |
46% |
False |
False |
|
40 |
22,179.11 |
21,279.30 |
899.81 |
4.1% |
97.84 |
0.4% |
65% |
False |
False |
|
60 |
22,179.11 |
21,113.31 |
1,065.80 |
4.9% |
101.86 |
0.5% |
71% |
False |
False |
|
80 |
22,179.11 |
20,553.45 |
1,625.66 |
7.4% |
101.43 |
0.5% |
81% |
False |
False |
|
100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
104.43 |
0.5% |
83% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
109.21 |
0.5% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,753.19 |
2.618 |
22,417.59 |
1.618 |
22,211.95 |
1.000 |
22,084.86 |
0.618 |
22,006.31 |
HIGH |
21,879.22 |
0.618 |
21,800.67 |
0.500 |
21,776.40 |
0.382 |
21,752.13 |
LOW |
21,673.58 |
0.618 |
21,546.49 |
1.000 |
21,467.94 |
1.618 |
21,340.85 |
2.618 |
21,135.21 |
4.250 |
20,799.61 |
|
|
Fisher Pivots for day following 29-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,835.71 |
21,840.32 |
PP |
21,806.06 |
21,815.27 |
S1 |
21,776.40 |
21,790.22 |
|