Trading Metrics calculated at close of trading on 14-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
21,817 |
21,851 |
34 |
0.2% |
22,022 |
High |
21,884 |
21,988 |
104 |
0.5% |
22,132 |
Low |
21,790 |
21,851 |
61 |
0.3% |
21,790 |
Close |
21,848 |
21,952 |
104 |
0.5% |
21,848 |
Range |
94 |
137 |
43 |
45.7% |
342 |
ATR |
121 |
122 |
1 |
1.1% |
0 |
Volume |
147,335 |
104,805 |
-42,530 |
-28.9% |
665,584 |
|
Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,341 |
22,284 |
22,027 |
|
R3 |
22,204 |
22,147 |
21,990 |
|
R2 |
22,067 |
22,067 |
21,977 |
|
R1 |
22,010 |
22,010 |
21,965 |
22,039 |
PP |
21,930 |
21,930 |
21,930 |
21,945 |
S1 |
21,873 |
21,873 |
21,940 |
21,902 |
S2 |
21,793 |
21,793 |
21,927 |
|
S3 |
21,656 |
21,736 |
21,914 |
|
S4 |
21,519 |
21,599 |
21,877 |
|
|
Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,949 |
22,741 |
22,036 |
|
R3 |
22,607 |
22,399 |
21,942 |
|
R2 |
22,265 |
22,265 |
21,911 |
|
R1 |
22,057 |
22,057 |
21,879 |
21,990 |
PP |
21,923 |
21,923 |
21,923 |
21,890 |
S1 |
21,715 |
21,715 |
21,817 |
21,648 |
S2 |
21,581 |
21,581 |
21,785 |
|
S3 |
21,239 |
21,373 |
21,754 |
|
S4 |
20,897 |
21,031 |
21,660 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,132 |
21,790 |
342 |
1.6% |
132 |
0.6% |
47% |
False |
False |
142,379 |
10 |
22,132 |
21,790 |
342 |
1.6% |
113 |
0.5% |
47% |
False |
False |
115,870 |
20 |
22,132 |
21,416 |
716 |
3.3% |
119 |
0.5% |
75% |
False |
False |
109,558 |
40 |
22,132 |
21,138 |
994 |
4.5% |
127 |
0.6% |
82% |
False |
False |
117,265 |
60 |
22,132 |
20,574 |
1,558 |
7.1% |
123 |
0.6% |
88% |
False |
False |
95,824 |
80 |
22,132 |
20,398 |
1,734 |
7.9% |
123 |
0.6% |
90% |
False |
False |
71,887 |
100 |
22,132 |
20,267 |
1,865 |
8.5% |
131 |
0.6% |
90% |
False |
False |
57,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,570 |
2.618 |
22,347 |
1.618 |
22,210 |
1.000 |
22,125 |
0.618 |
22,073 |
HIGH |
21,988 |
0.618 |
21,936 |
0.500 |
21,920 |
0.382 |
21,903 |
LOW |
21,851 |
0.618 |
21,766 |
1.000 |
21,714 |
1.618 |
21,629 |
2.618 |
21,492 |
4.250 |
21,269 |
|
|
Fisher Pivots for day following 14-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,941 |
21,939 |
PP |
21,930 |
21,925 |
S1 |
21,920 |
21,912 |
|