Trading Metrics calculated at close of trading on 18-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
19,705 |
19,465 |
-240 |
-1.2% |
19,440 |
High |
19,725 |
19,550 |
-175 |
-0.9% |
19,825 |
Low |
19,465 |
19,320 |
-145 |
-0.7% |
19,320 |
Close |
19,485 |
19,455 |
-30 |
-0.2% |
19,455 |
Range |
260 |
230 |
-30 |
-11.5% |
505 |
ATR |
186 |
189 |
3 |
1.7% |
0 |
Volume |
10,425 |
10,304 |
-121 |
-1.2% |
49,805 |
|
Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,132 |
20,023 |
19,582 |
|
R3 |
19,902 |
19,793 |
19,518 |
|
R2 |
19,672 |
19,672 |
19,497 |
|
R1 |
19,563 |
19,563 |
19,476 |
19,503 |
PP |
19,442 |
19,442 |
19,442 |
19,411 |
S1 |
19,333 |
19,333 |
19,434 |
19,273 |
S2 |
19,212 |
19,212 |
19,413 |
|
S3 |
18,982 |
19,103 |
19,392 |
|
S4 |
18,752 |
18,873 |
19,329 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,048 |
20,757 |
19,733 |
|
R3 |
20,543 |
20,252 |
19,594 |
|
R2 |
20,038 |
20,038 |
19,548 |
|
R1 |
19,747 |
19,747 |
19,501 |
19,893 |
PP |
19,533 |
19,533 |
19,533 |
19,606 |
S1 |
19,242 |
19,242 |
19,409 |
19,388 |
S2 |
19,028 |
19,028 |
19,363 |
|
S3 |
18,523 |
18,737 |
19,316 |
|
S4 |
18,018 |
18,232 |
19,177 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,825 |
19,320 |
505 |
2.6% |
211 |
1.1% |
27% |
False |
True |
9,961 |
10 |
20,095 |
19,300 |
795 |
4.1% |
219 |
1.1% |
19% |
False |
False |
9,982 |
20 |
20,180 |
19,300 |
880 |
4.5% |
179 |
0.9% |
18% |
False |
False |
8,651 |
40 |
20,315 |
19,300 |
1,015 |
5.2% |
181 |
0.9% |
15% |
False |
False |
8,898 |
60 |
20,320 |
19,300 |
1,020 |
5.2% |
183 |
0.9% |
15% |
False |
False |
8,625 |
80 |
20,320 |
19,215 |
1,105 |
5.7% |
182 |
0.9% |
22% |
False |
False |
6,478 |
100 |
20,320 |
18,290 |
2,030 |
10.4% |
184 |
0.9% |
57% |
False |
False |
5,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,528 |
2.618 |
20,152 |
1.618 |
19,922 |
1.000 |
19,780 |
0.618 |
19,692 |
HIGH |
19,550 |
0.618 |
19,462 |
0.500 |
19,435 |
0.382 |
19,408 |
LOW |
19,320 |
0.618 |
19,178 |
1.000 |
19,090 |
1.618 |
18,948 |
2.618 |
18,718 |
4.250 |
18,343 |
|
|
Fisher Pivots for day following 18-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
19,448 |
19,563 |
PP |
19,442 |
19,527 |
S1 |
19,435 |
19,491 |
|