Trading Metrics calculated at close of trading on 09-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
22,066 |
22,023 |
-43 |
-0.2% |
21,775 |
High |
22,132 |
22,031 |
-101 |
-0.5% |
22,055 |
Low |
22,009 |
21,961 |
-48 |
-0.2% |
21,749 |
Close |
22,030 |
22,018 |
-12 |
-0.1% |
22,017 |
Range |
123 |
70 |
-53 |
-43.1% |
306 |
ATR |
118 |
114 |
-3 |
-2.9% |
0 |
Volume |
108,182 |
142,068 |
33,886 |
31.3% |
483,051 |
|
Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,213 |
22,186 |
22,057 |
|
R3 |
22,143 |
22,116 |
22,037 |
|
R2 |
22,073 |
22,073 |
22,031 |
|
R1 |
22,046 |
22,046 |
22,025 |
22,025 |
PP |
22,003 |
22,003 |
22,003 |
21,993 |
S1 |
21,976 |
21,976 |
22,012 |
21,955 |
S2 |
21,933 |
21,933 |
22,005 |
|
S3 |
21,863 |
21,906 |
21,999 |
|
S4 |
21,793 |
21,836 |
21,980 |
|
|
Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,858 |
22,744 |
22,185 |
|
R3 |
22,552 |
22,438 |
22,101 |
|
R2 |
22,246 |
22,246 |
22,073 |
|
R1 |
22,132 |
22,132 |
22,045 |
22,189 |
PP |
21,940 |
21,940 |
21,940 |
21,969 |
S1 |
21,826 |
21,826 |
21,989 |
21,883 |
S2 |
21,634 |
21,634 |
21,961 |
|
S3 |
21,328 |
21,520 |
21,933 |
|
S4 |
21,022 |
21,214 |
21,849 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,132 |
21,928 |
204 |
0.9% |
81 |
0.4% |
44% |
False |
False |
98,727 |
10 |
22,132 |
21,632 |
500 |
2.3% |
101 |
0.5% |
77% |
False |
False |
104,402 |
20 |
22,132 |
21,416 |
716 |
3.3% |
110 |
0.5% |
84% |
False |
False |
99,225 |
40 |
22,132 |
21,138 |
994 |
4.5% |
124 |
0.6% |
89% |
False |
False |
117,584 |
60 |
22,132 |
20,433 |
1,699 |
7.7% |
126 |
0.6% |
93% |
False |
False |
88,137 |
80 |
22,132 |
20,267 |
1,865 |
8.5% |
124 |
0.6% |
94% |
False |
False |
66,120 |
100 |
22,132 |
20,267 |
1,865 |
8.5% |
131 |
0.6% |
94% |
False |
False |
52,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,329 |
2.618 |
22,214 |
1.618 |
22,144 |
1.000 |
22,101 |
0.618 |
22,074 |
HIGH |
22,031 |
0.618 |
22,004 |
0.500 |
21,996 |
0.382 |
21,988 |
LOW |
21,961 |
0.618 |
21,918 |
1.000 |
21,891 |
1.618 |
21,848 |
2.618 |
21,778 |
4.250 |
21,664 |
|
|
Fisher Pivots for day following 09-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
22,011 |
22,047 |
PP |
22,003 |
22,037 |
S1 |
21,996 |
22,028 |
|