Trading Metrics calculated at close of trading on 24-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
19,500 |
19,340 |
-160 |
-0.8% |
19,440 |
High |
19,615 |
19,435 |
-180 |
-0.9% |
19,825 |
Low |
19,345 |
19,315 |
-30 |
-0.2% |
19,320 |
Close |
19,355 |
19,415 |
60 |
0.3% |
19,455 |
Range |
270 |
120 |
-150 |
-55.6% |
505 |
ATR |
199 |
193 |
-6 |
-2.8% |
0 |
Volume |
7,665 |
7,275 |
-390 |
-5.1% |
49,805 |
|
Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,748 |
19,702 |
19,481 |
|
R3 |
19,628 |
19,582 |
19,448 |
|
R2 |
19,508 |
19,508 |
19,437 |
|
R1 |
19,462 |
19,462 |
19,426 |
19,485 |
PP |
19,388 |
19,388 |
19,388 |
19,400 |
S1 |
19,342 |
19,342 |
19,404 |
19,365 |
S2 |
19,268 |
19,268 |
19,393 |
|
S3 |
19,148 |
19,222 |
19,382 |
|
S4 |
19,028 |
19,102 |
19,349 |
|
|
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 |
19,615 |
19,265 |
350 |
1.8% |
211 |
1.1% |
43% |
False |
False |
8,748 |
10 |
19,825 |
19,265 |
560 |
2.9% |
208 |
1.1% |
27% |
False |
False |
9,303 |
20 |
20,105 |
19,265 |
840 |
4.3% |
189 |
1.0% |
18% |
False |
False |
8,752 |
40 |
20,315 |
19,265 |
1,050 |
5.4% |
183 |
0.9% |
14% |
False |
False |
8,881 |
60 |
20,320 |
19,265 |
1,055 |
5.4% |
187 |
1.0% |
14% |
False |
False |
9,175 |
80 |
20,320 |
19,265 |
1,055 |
5.4% |
186 |
1.0% |
14% |
False |
False |
6,896 |
100 |
20,320 |
18,290 |
2,030 |
10.5% |
185 |
1.0% |
55% |
False |
False |
5,520 |
120 |
20,320 |
18,290 |
2,030 |
10.5% |
178 |
0.9% |
55% |
False |
False |
4,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,945 |
2.618 |
19,749 |
1.618 |
19,629 |
1.000 |
19,555 |
0.618 |
19,509 |
HIGH |
19,435 |
0.618 |
19,389 |
0.500 |
19,375 |
0.382 |
19,361 |
LOW |
19,315 |
0.618 |
19,241 |
1.000 |
19,195 |
1.618 |
19,121 |
2.618 |
19,001 |
4.250 |
18,805 |
|
|
Fisher Pivots for day following 24-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
19,402 |
19,465 |
PP |
19,388 |
19,448 |
S1 |
19,375 |
19,432 |
|