Trading Metrics calculated at close of trading on 14-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
19,365 |
19,440 |
75 |
0.4% |
20,050 |
High |
19,495 |
19,615 |
120 |
0.6% |
20,095 |
Low |
19,300 |
19,405 |
105 |
0.5% |
19,300 |
Close |
19,410 |
19,600 |
190 |
1.0% |
19,410 |
Range |
195 |
210 |
15 |
7.7% |
795 |
ATR |
179 |
181 |
2 |
1.2% |
0 |
Volume |
9,786 |
10,728 |
942 |
9.6% |
50,024 |
|
Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,170 |
20,095 |
19,716 |
|
R3 |
19,960 |
19,885 |
19,658 |
|
R2 |
19,750 |
19,750 |
19,639 |
|
R1 |
19,675 |
19,675 |
19,619 |
19,713 |
PP |
19,540 |
19,540 |
19,540 |
19,559 |
S1 |
19,465 |
19,465 |
19,581 |
19,503 |
S2 |
19,330 |
19,330 |
19,562 |
|
S3 |
19,120 |
19,255 |
19,542 |
|
S4 |
18,910 |
19,045 |
19,485 |
|
|
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 |
20,065 |
19,300 |
765 |
3.9% |
256 |
1.3% |
39% |
False |
False |
11,497 |
10 |
20,105 |
19,300 |
805 |
4.1% |
185 |
0.9% |
37% |
False |
False |
8,788 |
20 |
20,180 |
19,300 |
880 |
4.5% |
166 |
0.8% |
34% |
False |
False |
8,278 |
40 |
20,320 |
19,300 |
1,020 |
5.2% |
176 |
0.9% |
29% |
False |
False |
8,714 |
60 |
20,320 |
19,300 |
1,020 |
5.2% |
179 |
0.9% |
29% |
False |
False |
7,976 |
80 |
20,320 |
18,620 |
1,700 |
8.7% |
181 |
0.9% |
58% |
False |
False |
5,990 |
100 |
20,320 |
18,290 |
2,030 |
10.4% |
181 |
0.9% |
65% |
False |
False |
4,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,508 |
2.618 |
20,165 |
1.618 |
19,955 |
1.000 |
19,825 |
0.618 |
19,745 |
HIGH |
19,615 |
0.618 |
19,535 |
0.500 |
19,510 |
0.382 |
19,485 |
LOW |
19,405 |
0.618 |
19,275 |
1.000 |
19,195 |
1.618 |
19,065 |
2.618 |
18,855 |
4.250 |
18,513 |
|
|
Fisher Pivots for day following 14-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
19,570 |
19,587 |
PP |
19,540 |
19,573 |
S1 |
19,510 |
19,560 |
|