Trading Metrics calculated at close of trading on 11-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
19,775 |
19,365 |
-410 |
-2.1% |
20,050 |
High |
19,820 |
19,495 |
-325 |
-1.6% |
20,095 |
Low |
19,365 |
19,300 |
-65 |
-0.3% |
19,300 |
Close |
19,365 |
19,410 |
45 |
0.2% |
19,410 |
Range |
455 |
195 |
-260 |
-57.1% |
795 |
ATR |
178 |
179 |
1 |
0.7% |
0 |
Volume |
13,356 |
9,786 |
-3,570 |
-26.7% |
50,024 |
|
Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,987 |
19,893 |
19,517 |
|
R3 |
19,792 |
19,698 |
19,464 |
|
R2 |
19,597 |
19,597 |
19,446 |
|
R1 |
19,503 |
19,503 |
19,428 |
19,550 |
PP |
19,402 |
19,402 |
19,402 |
19,425 |
S1 |
19,308 |
19,308 |
19,392 |
19,355 |
S2 |
19,207 |
19,207 |
19,374 |
|
S3 |
19,012 |
19,113 |
19,357 |
|
S4 |
18,817 |
18,918 |
19,303 |
|
|
Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,987 |
21,493 |
19,847 |
|
R3 |
21,192 |
20,698 |
19,629 |
|
R2 |
20,397 |
20,397 |
19,556 |
|
R1 |
19,903 |
19,903 |
19,483 |
19,753 |
PP |
19,602 |
19,602 |
19,602 |
19,526 |
S1 |
19,108 |
19,108 |
19,337 |
18,958 |
S2 |
18,807 |
18,807 |
19,264 |
|
S3 |
18,012 |
18,313 |
19,192 |
|
S4 |
17,217 |
17,518 |
18,973 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,095 |
19,300 |
795 |
4.1% |
227 |
1.2% |
14% |
False |
True |
10,004 |
10 |
20,105 |
19,300 |
805 |
4.1% |
174 |
0.9% |
14% |
False |
True |
8,360 |
20 |
20,180 |
19,300 |
880 |
4.5% |
162 |
0.8% |
13% |
False |
True |
7,904 |
40 |
20,320 |
19,300 |
1,020 |
5.3% |
173 |
0.9% |
11% |
False |
True |
8,688 |
60 |
20,320 |
19,300 |
1,020 |
5.3% |
181 |
0.9% |
11% |
False |
True |
7,798 |
80 |
20,320 |
18,620 |
1,700 |
8.8% |
179 |
0.9% |
46% |
False |
False |
5,856 |
100 |
20,320 |
18,290 |
2,030 |
10.5% |
182 |
0.9% |
55% |
False |
False |
4,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,324 |
2.618 |
20,006 |
1.618 |
19,811 |
1.000 |
19,690 |
0.618 |
19,616 |
HIGH |
19,495 |
0.618 |
19,421 |
0.500 |
19,398 |
0.382 |
19,375 |
LOW |
19,300 |
0.618 |
19,180 |
1.000 |
19,105 |
1.618 |
18,985 |
2.618 |
18,790 |
4.250 |
18,471 |
|
|
Fisher Pivots for day following 11-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
19,406 |
19,620 |
PP |
19,402 |
19,550 |
S1 |
19,398 |
19,480 |
|