Trading Metrics calculated at close of trading on 15-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
21,851 |
21,957 |
106 |
0.5% |
22,022 |
High |
21,988 |
22,034 |
46 |
0.2% |
22,132 |
Low |
21,851 |
21,942 |
91 |
0.4% |
21,790 |
Close |
21,952 |
21,977 |
25 |
0.1% |
21,848 |
Range |
137 |
92 |
-45 |
-32.8% |
342 |
ATR |
122 |
120 |
-2 |
-1.8% |
0 |
Volume |
104,805 |
100,758 |
-4,047 |
-3.9% |
665,584 |
|
Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,260 |
22,211 |
22,028 |
|
R3 |
22,168 |
22,119 |
22,002 |
|
R2 |
22,076 |
22,076 |
21,994 |
|
R1 |
22,027 |
22,027 |
21,986 |
22,052 |
PP |
21,984 |
21,984 |
21,984 |
21,997 |
S1 |
21,935 |
21,935 |
21,969 |
21,960 |
S2 |
21,892 |
21,892 |
21,960 |
|
S3 |
21,800 |
21,843 |
21,952 |
|
S4 |
21,708 |
21,751 |
21,927 |
|
|
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 |
22,034 |
21,790 |
244 |
1.1% |
126 |
0.6% |
77% |
True |
False |
140,894 |
10 |
22,132 |
21,790 |
342 |
1.6% |
111 |
0.5% |
55% |
False |
False |
115,458 |
20 |
22,132 |
21,444 |
688 |
3.1% |
114 |
0.5% |
77% |
False |
False |
108,816 |
40 |
22,132 |
21,138 |
994 |
4.5% |
126 |
0.6% |
84% |
False |
False |
117,097 |
60 |
22,132 |
20,716 |
1,416 |
6.4% |
121 |
0.6% |
89% |
False |
False |
97,500 |
80 |
22,132 |
20,433 |
1,699 |
7.7% |
123 |
0.6% |
91% |
False |
False |
73,146 |
100 |
22,132 |
20,267 |
1,865 |
8.5% |
130 |
0.6% |
92% |
False |
False |
58,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,425 |
2.618 |
22,275 |
1.618 |
22,183 |
1.000 |
22,126 |
0.618 |
22,091 |
HIGH |
22,034 |
0.618 |
21,999 |
0.500 |
21,988 |
0.382 |
21,977 |
LOW |
21,942 |
0.618 |
21,885 |
1.000 |
21,850 |
1.618 |
21,793 |
2.618 |
21,701 |
4.250 |
21,551 |
|
|
Fisher Pivots for day following 15-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,988 |
21,955 |
PP |
21,984 |
21,934 |
S1 |
21,981 |
21,912 |
|