Trading Metrics calculated at close of trading on 17-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
19,730 |
19,705 |
-25 |
-0.1% |
20,050 |
High |
19,805 |
19,725 |
-80 |
-0.4% |
20,095 |
Low |
19,690 |
19,465 |
-225 |
-1.1% |
19,300 |
Close |
19,715 |
19,485 |
-230 |
-1.2% |
19,410 |
Range |
115 |
260 |
145 |
126.1% |
795 |
ATR |
180 |
186 |
6 |
3.1% |
0 |
Volume |
7,989 |
10,425 |
2,436 |
30.5% |
50,024 |
|
Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,338 |
20,172 |
19,628 |
|
R3 |
20,078 |
19,912 |
19,557 |
|
R2 |
19,818 |
19,818 |
19,533 |
|
R1 |
19,652 |
19,652 |
19,509 |
19,605 |
PP |
19,558 |
19,558 |
19,558 |
19,535 |
S1 |
19,392 |
19,392 |
19,461 |
19,345 |
S2 |
19,298 |
19,298 |
19,437 |
|
S3 |
19,038 |
19,132 |
19,414 |
|
S4 |
18,778 |
18,872 |
19,342 |
|
|
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 |
19,825 |
19,300 |
525 |
2.7% |
204 |
1.0% |
35% |
False |
False |
9,857 |
10 |
20,095 |
19,300 |
795 |
4.1% |
209 |
1.1% |
23% |
False |
False |
9,600 |
20 |
20,180 |
19,300 |
880 |
4.5% |
176 |
0.9% |
21% |
False |
False |
8,567 |
40 |
20,315 |
19,300 |
1,015 |
5.2% |
178 |
0.9% |
18% |
False |
False |
8,803 |
60 |
20,320 |
19,300 |
1,020 |
5.2% |
180 |
0.9% |
18% |
False |
False |
8,454 |
80 |
20,320 |
19,215 |
1,105 |
5.7% |
181 |
0.9% |
24% |
False |
False |
6,350 |
100 |
20,320 |
18,290 |
2,030 |
10.4% |
184 |
0.9% |
59% |
False |
False |
5,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,830 |
2.618 |
20,406 |
1.618 |
20,146 |
1.000 |
19,985 |
0.618 |
19,886 |
HIGH |
19,725 |
0.618 |
19,626 |
0.500 |
19,595 |
0.382 |
19,564 |
LOW |
19,465 |
0.618 |
19,304 |
1.000 |
19,205 |
1.618 |
19,044 |
2.618 |
18,784 |
4.250 |
18,360 |
|
|
Fisher Pivots for day following 17-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
19,595 |
19,645 |
PP |
19,558 |
19,592 |
S1 |
19,522 |
19,538 |
|