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 |
21,859.76 |
21,936.01 |
76.25 |
0.3% |
21,671.36 |
High |
21,914.26 |
21,985.76 |
71.50 |
0.3% |
21,912.83 |
Low |
21,839.47 |
21,910.50 |
71.03 |
0.3% |
21,600.34 |
Close |
21,892.43 |
21,948.10 |
55.67 |
0.3% |
21,813.67 |
Range |
74.79 |
75.26 |
0.47 |
0.6% |
312.49 |
ATR |
122.36 |
120.29 |
-2.07 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,173.90 |
22,136.26 |
21,989.49 |
|
R3 |
22,098.64 |
22,061.00 |
21,968.80 |
|
R2 |
22,023.38 |
22,023.38 |
21,961.90 |
|
R1 |
21,985.74 |
21,985.74 |
21,955.00 |
22,004.56 |
PP |
21,948.12 |
21,948.12 |
21,948.12 |
21,957.53 |
S1 |
21,910.48 |
21,910.48 |
21,941.20 |
21,929.30 |
S2 |
21,872.86 |
21,872.86 |
21,934.30 |
|
S3 |
21,797.60 |
21,835.22 |
21,927.40 |
|
S4 |
21,722.34 |
21,759.96 |
21,906.71 |
|
|
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 |
21,985.76 |
21,673.58 |
312.18 |
1.4% |
108.66 |
0.5% |
88% |
True |
False |
|
10 |
21,985.76 |
21,600.34 |
385.42 |
1.8% |
115.07 |
0.5% |
90% |
True |
False |
|
20 |
22,179.11 |
21,600.34 |
578.77 |
2.6% |
105.58 |
0.5% |
60% |
False |
False |
|
40 |
22,179.11 |
21,279.30 |
899.81 |
4.1% |
95.89 |
0.4% |
74% |
False |
False |
|
60 |
22,179.11 |
21,138.16 |
1,040.95 |
4.7% |
102.05 |
0.5% |
78% |
False |
False |
|
80 |
22,179.11 |
20,553.45 |
1,625.66 |
7.4% |
101.36 |
0.5% |
86% |
False |
False |
|
100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
103.38 |
0.5% |
87% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
108.85 |
0.5% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,305.62 |
2.618 |
22,182.79 |
1.618 |
22,107.53 |
1.000 |
22,061.02 |
0.618 |
22,032.27 |
HIGH |
21,985.76 |
0.618 |
21,957.01 |
0.500 |
21,948.13 |
0.382 |
21,939.25 |
LOW |
21,910.50 |
0.618 |
21,863.99 |
1.000 |
21,835.24 |
1.618 |
21,788.73 |
2.618 |
21,713.47 |
4.250 |
21,590.65 |
|
|
Fisher Pivots for day following 31-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,948.13 |
21,908.62 |
PP |
21,948.12 |
21,869.15 |
S1 |
21,948.11 |
21,829.67 |
|