Trading Metrics calculated at close of trading on 23-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
19,355 |
19,500 |
145 |
0.7% |
19,440 |
High |
19,500 |
19,615 |
115 |
0.6% |
19,825 |
Low |
19,340 |
19,345 |
5 |
0.0% |
19,320 |
Close |
19,485 |
19,355 |
-130 |
-0.7% |
19,455 |
Range |
160 |
270 |
110 |
68.8% |
505 |
ATR |
194 |
199 |
5 |
2.8% |
0 |
Volume |
10,383 |
7,665 |
-2,718 |
-26.2% |
49,805 |
|
Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,248 |
20,072 |
19,504 |
|
R3 |
19,978 |
19,802 |
19,429 |
|
R2 |
19,708 |
19,708 |
19,405 |
|
R1 |
19,532 |
19,532 |
19,380 |
19,485 |
PP |
19,438 |
19,438 |
19,438 |
19,415 |
S1 |
19,262 |
19,262 |
19,330 |
19,215 |
S2 |
19,168 |
19,168 |
19,306 |
|
S3 |
18,898 |
18,992 |
19,281 |
|
S4 |
18,628 |
18,722 |
19,207 |
|
|
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 |
19,725 |
19,265 |
460 |
2.4% |
239 |
1.2% |
20% |
False |
False |
9,378 |
10 |
19,825 |
19,265 |
560 |
2.9% |
241 |
1.2% |
16% |
False |
False |
9,911 |
20 |
20,180 |
19,265 |
915 |
4.7% |
193 |
1.0% |
10% |
False |
False |
8,928 |
40 |
20,315 |
19,265 |
1,050 |
5.4% |
185 |
1.0% |
9% |
False |
False |
9,023 |
60 |
20,320 |
19,265 |
1,055 |
5.5% |
187 |
1.0% |
9% |
False |
False |
9,057 |
80 |
20,320 |
19,265 |
1,055 |
5.5% |
187 |
1.0% |
9% |
False |
False |
6,805 |
100 |
20,320 |
18,290 |
2,030 |
10.5% |
185 |
1.0% |
52% |
False |
False |
5,447 |
120 |
20,320 |
18,290 |
2,030 |
10.5% |
177 |
0.9% |
52% |
False |
False |
4,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,763 |
2.618 |
20,322 |
1.618 |
20,052 |
1.000 |
19,885 |
0.618 |
19,782 |
HIGH |
19,615 |
0.618 |
19,512 |
0.500 |
19,480 |
0.382 |
19,448 |
LOW |
19,345 |
0.618 |
19,178 |
1.000 |
19,075 |
1.618 |
18,908 |
2.618 |
18,638 |
4.250 |
18,198 |
|
|
Fisher Pivots for day following 23-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
19,480 |
19,440 |
PP |
19,438 |
19,412 |
S1 |
19,397 |
19,383 |
|