Trading Metrics calculated at close of trading on 15-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
19,440 |
19,605 |
165 |
0.8% |
20,050 |
High |
19,615 |
19,825 |
210 |
1.1% |
20,095 |
Low |
19,405 |
19,585 |
180 |
0.9% |
19,300 |
Close |
19,600 |
19,730 |
130 |
0.7% |
19,410 |
Range |
210 |
240 |
30 |
14.3% |
795 |
ATR |
181 |
185 |
4 |
2.3% |
0 |
Volume |
10,728 |
10,359 |
-369 |
-3.4% |
50,024 |
|
Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,433 |
20,322 |
19,862 |
|
R3 |
20,193 |
20,082 |
19,796 |
|
R2 |
19,953 |
19,953 |
19,774 |
|
R1 |
19,842 |
19,842 |
19,752 |
19,898 |
PP |
19,713 |
19,713 |
19,713 |
19,741 |
S1 |
19,602 |
19,602 |
19,708 |
19,658 |
S2 |
19,473 |
19,473 |
19,686 |
|
S3 |
19,233 |
19,362 |
19,664 |
|
S4 |
18,993 |
19,122 |
19,598 |
|
|
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 |
19,940 |
19,300 |
640 |
3.2% |
278 |
1.4% |
67% |
False |
False |
12,028 |
10 |
20,105 |
19,300 |
805 |
4.1% |
193 |
1.0% |
53% |
False |
False |
9,166 |
20 |
20,180 |
19,300 |
880 |
4.5% |
168 |
0.9% |
49% |
False |
False |
8,345 |
40 |
20,320 |
19,300 |
1,020 |
5.2% |
176 |
0.9% |
42% |
False |
False |
8,774 |
60 |
20,320 |
19,300 |
1,020 |
5.2% |
179 |
0.9% |
42% |
False |
False |
8,147 |
80 |
20,320 |
18,920 |
1,400 |
7.1% |
183 |
0.9% |
58% |
False |
False |
6,120 |
100 |
20,320 |
18,290 |
2,030 |
10.3% |
183 |
0.9% |
71% |
False |
False |
4,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,845 |
2.618 |
20,453 |
1.618 |
20,213 |
1.000 |
20,065 |
0.618 |
19,973 |
HIGH |
19,825 |
0.618 |
19,733 |
0.500 |
19,705 |
0.382 |
19,677 |
LOW |
19,585 |
0.618 |
19,437 |
1.000 |
19,345 |
1.618 |
19,197 |
2.618 |
18,957 |
4.250 |
18,565 |
|
|
Fisher Pivots for day following 15-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
19,722 |
19,674 |
PP |
19,713 |
19,618 |
S1 |
19,705 |
19,563 |
|