Trading Metrics calculated at close of trading on 16-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
21,957 |
21,988 |
31 |
0.1% |
22,022 |
High |
22,034 |
22,067 |
33 |
0.1% |
22,132 |
Low |
21,942 |
21,969 |
27 |
0.1% |
21,790 |
Close |
21,977 |
22,011 |
34 |
0.2% |
21,848 |
Range |
92 |
98 |
6 |
6.5% |
342 |
ATR |
120 |
118 |
-2 |
-1.3% |
0 |
Volume |
100,758 |
108,643 |
7,885 |
7.8% |
665,584 |
|
Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,310 |
22,258 |
22,065 |
|
R3 |
22,212 |
22,160 |
22,038 |
|
R2 |
22,114 |
22,114 |
22,029 |
|
R1 |
22,062 |
22,062 |
22,020 |
22,088 |
PP |
22,016 |
22,016 |
22,016 |
22,029 |
S1 |
21,964 |
21,964 |
22,002 |
21,990 |
S2 |
21,918 |
21,918 |
21,993 |
|
S3 |
21,820 |
21,866 |
21,984 |
|
S4 |
21,722 |
21,768 |
21,957 |
|
|
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 |
22,067 |
21,790 |
277 |
1.3% |
131 |
0.6% |
80% |
True |
False |
134,209 |
10 |
22,132 |
21,790 |
342 |
1.6% |
106 |
0.5% |
65% |
False |
False |
116,468 |
20 |
22,132 |
21,444 |
688 |
3.1% |
114 |
0.5% |
82% |
False |
False |
110,456 |
40 |
22,132 |
21,138 |
994 |
4.5% |
127 |
0.6% |
88% |
False |
False |
116,939 |
60 |
22,132 |
20,789 |
1,343 |
6.1% |
121 |
0.5% |
91% |
False |
False |
99,307 |
80 |
22,132 |
20,433 |
1,699 |
7.7% |
122 |
0.6% |
93% |
False |
False |
74,503 |
100 |
22,132 |
20,267 |
1,865 |
8.5% |
130 |
0.6% |
94% |
False |
False |
59,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,484 |
2.618 |
22,324 |
1.618 |
22,226 |
1.000 |
22,165 |
0.618 |
22,128 |
HIGH |
22,067 |
0.618 |
22,030 |
0.500 |
22,018 |
0.382 |
22,007 |
LOW |
21,969 |
0.618 |
21,909 |
1.000 |
21,871 |
1.618 |
21,811 |
2.618 |
21,713 |
4.250 |
21,553 |
|
|
Fisher Pivots for day following 16-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
22,018 |
21,994 |
PP |
22,016 |
21,976 |
S1 |
22,013 |
21,959 |
|