Trading Metrics calculated at close of trading on 21-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
21,716 |
21,689 |
-27 |
-0.1% |
21,851 |
High |
21,773 |
21,720 |
-53 |
-0.2% |
22,067 |
Low |
21,622 |
21,579 |
-43 |
-0.2% |
21,622 |
Close |
21,679 |
21,692 |
13 |
0.1% |
21,679 |
Range |
151 |
141 |
-10 |
-6.6% |
445 |
ATR |
135 |
135 |
0 |
0.3% |
0 |
Volume |
181,899 |
128,742 |
-53,157 |
-29.2% |
689,749 |
|
Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,087 |
22,030 |
21,770 |
|
R3 |
21,946 |
21,889 |
21,731 |
|
R2 |
21,805 |
21,805 |
21,718 |
|
R1 |
21,748 |
21,748 |
21,705 |
21,777 |
PP |
21,664 |
21,664 |
21,664 |
21,678 |
S1 |
21,607 |
21,607 |
21,679 |
21,636 |
S2 |
21,523 |
21,523 |
21,666 |
|
S3 |
21,382 |
21,466 |
21,653 |
|
S4 |
21,241 |
21,325 |
21,615 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,124 |
22,847 |
21,924 |
|
R3 |
22,679 |
22,402 |
21,802 |
|
R2 |
22,234 |
22,234 |
21,761 |
|
R1 |
21,957 |
21,957 |
21,720 |
21,873 |
PP |
21,789 |
21,789 |
21,789 |
21,748 |
S1 |
21,512 |
21,512 |
21,638 |
21,428 |
S2 |
21,344 |
21,344 |
21,598 |
|
S3 |
20,899 |
21,067 |
21,557 |
|
S4 |
20,454 |
20,622 |
21,434 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,067 |
21,579 |
488 |
2.2% |
162 |
0.7% |
23% |
False |
True |
142,737 |
10 |
22,132 |
21,579 |
553 |
2.5% |
147 |
0.7% |
20% |
False |
True |
142,558 |
20 |
22,132 |
21,482 |
650 |
3.0% |
129 |
0.6% |
32% |
False |
False |
121,903 |
40 |
22,132 |
21,138 |
994 |
4.6% |
136 |
0.6% |
56% |
False |
False |
120,772 |
60 |
22,132 |
20,879 |
1,253 |
5.8% |
126 |
0.6% |
65% |
False |
False |
107,704 |
80 |
22,132 |
20,433 |
1,699 |
7.8% |
125 |
0.6% |
74% |
False |
False |
80,802 |
100 |
22,132 |
20,267 |
1,865 |
8.6% |
131 |
0.6% |
76% |
False |
False |
64,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,319 |
2.618 |
22,089 |
1.618 |
21,948 |
1.000 |
21,861 |
0.618 |
21,807 |
HIGH |
21,720 |
0.618 |
21,666 |
0.500 |
21,650 |
0.382 |
21,633 |
LOW |
21,579 |
0.618 |
21,492 |
1.000 |
21,438 |
1.618 |
21,351 |
2.618 |
21,210 |
4.250 |
20,980 |
|
|
Fisher Pivots for day following 21-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,678 |
21,799 |
PP |
21,664 |
21,763 |
S1 |
21,650 |
21,728 |
|