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 |
21,718.00 |
21,859.76 |
141.76 |
0.7% |
21,671.36 |
High |
21,879.22 |
21,914.26 |
35.04 |
0.2% |
21,912.83 |
Low |
21,673.58 |
21,839.47 |
165.89 |
0.8% |
21,600.34 |
Close |
21,865.37 |
21,892.43 |
27.06 |
0.1% |
21,813.67 |
Range |
205.64 |
74.79 |
-130.85 |
-63.6% |
312.49 |
ATR |
126.02 |
122.36 |
-3.66 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,106.42 |
22,074.22 |
21,933.56 |
|
R3 |
22,031.63 |
21,999.43 |
21,913.00 |
|
R2 |
21,956.84 |
21,956.84 |
21,906.14 |
|
R1 |
21,924.64 |
21,924.64 |
21,899.29 |
21,940.74 |
PP |
21,882.05 |
21,882.05 |
21,882.05 |
21,890.11 |
S1 |
21,849.85 |
21,849.85 |
21,885.57 |
21,865.95 |
S2 |
21,807.26 |
21,807.26 |
21,878.72 |
|
S3 |
21,732.47 |
21,775.06 |
21,871.86 |
|
S4 |
21,657.68 |
21,700.27 |
21,851.30 |
|
|
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 |
21,914.26 |
21,673.58 |
240.68 |
1.1% |
114.46 |
0.5% |
91% |
True |
False |
|
10 |
21,984.74 |
21,600.34 |
384.40 |
1.8% |
130.98 |
0.6% |
76% |
False |
False |
|
20 |
22,179.11 |
21,600.34 |
578.77 |
2.6% |
104.50 |
0.5% |
50% |
False |
False |
|
40 |
22,179.11 |
21,279.30 |
899.81 |
4.1% |
97.20 |
0.4% |
68% |
False |
False |
|
60 |
22,179.11 |
21,113.31 |
1,065.80 |
4.9% |
102.08 |
0.5% |
73% |
False |
False |
|
80 |
22,179.11 |
20,553.45 |
1,625.66 |
7.4% |
101.78 |
0.5% |
82% |
False |
False |
|
100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
103.98 |
0.5% |
84% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
108.89 |
0.5% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,232.12 |
2.618 |
22,110.06 |
1.618 |
22,035.27 |
1.000 |
21,989.05 |
0.618 |
21,960.48 |
HIGH |
21,914.26 |
0.618 |
21,885.69 |
0.500 |
21,876.87 |
0.382 |
21,868.04 |
LOW |
21,839.47 |
0.618 |
21,793.25 |
1.000 |
21,764.68 |
1.618 |
21,718.46 |
2.618 |
21,643.67 |
4.250 |
21,521.61 |
|
|
Fisher Pivots for day following 30-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,887.24 |
21,859.59 |
PP |
21,882.05 |
21,826.76 |
S1 |
21,876.87 |
21,793.92 |
|