Trading Metrics calculated at close of trading on 21-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
19,465 |
19,470 |
5 |
0.0% |
19,440 |
High |
19,550 |
19,540 |
-10 |
-0.1% |
19,825 |
Low |
19,320 |
19,265 |
-55 |
-0.3% |
19,320 |
Close |
19,455 |
19,330 |
-125 |
-0.6% |
19,455 |
Range |
230 |
275 |
45 |
19.6% |
505 |
ATR |
189 |
195 |
6 |
3.2% |
0 |
Volume |
10,304 |
8,117 |
-2,187 |
-21.2% |
49,805 |
|
Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,203 |
20,042 |
19,481 |
|
R3 |
19,928 |
19,767 |
19,406 |
|
R2 |
19,653 |
19,653 |
19,381 |
|
R1 |
19,492 |
19,492 |
19,355 |
19,435 |
PP |
19,378 |
19,378 |
19,378 |
19,350 |
S1 |
19,217 |
19,217 |
19,305 |
19,160 |
S2 |
19,103 |
19,103 |
19,280 |
|
S3 |
18,828 |
18,942 |
19,255 |
|
S4 |
18,553 |
18,667 |
19,179 |
|
|
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 |
19,265 |
560 |
2.9% |
224 |
1.2% |
12% |
False |
True |
9,438 |
10 |
20,065 |
19,265 |
800 |
4.1% |
240 |
1.2% |
8% |
False |
True |
10,468 |
20 |
20,180 |
19,265 |
915 |
4.7% |
186 |
1.0% |
7% |
False |
True |
8,705 |
40 |
20,315 |
19,265 |
1,050 |
5.4% |
185 |
1.0% |
6% |
False |
True |
8,983 |
60 |
20,320 |
19,265 |
1,055 |
5.5% |
185 |
1.0% |
6% |
False |
True |
8,759 |
80 |
20,320 |
19,215 |
1,105 |
5.7% |
184 |
1.0% |
10% |
False |
False |
6,580 |
100 |
20,320 |
18,290 |
2,030 |
10.5% |
185 |
1.0% |
51% |
False |
False |
5,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,709 |
2.618 |
20,260 |
1.618 |
19,985 |
1.000 |
19,815 |
0.618 |
19,710 |
HIGH |
19,540 |
0.618 |
19,435 |
0.500 |
19,403 |
0.382 |
19,370 |
LOW |
19,265 |
0.618 |
19,095 |
1.000 |
18,990 |
1.618 |
18,820 |
2.618 |
18,545 |
4.250 |
18,096 |
|
|
Fisher Pivots for day following 21-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
19,403 |
19,495 |
PP |
19,378 |
19,440 |
S1 |
19,354 |
19,385 |
|