Trading Metrics calculated at close of trading on 22-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
21,689 |
21,699 |
10 |
0.0% |
21,851 |
High |
21,720 |
21,897 |
177 |
0.8% |
22,067 |
Low |
21,579 |
21,694 |
115 |
0.5% |
21,622 |
Close |
21,692 |
21,886 |
194 |
0.9% |
21,679 |
Range |
141 |
203 |
62 |
44.0% |
445 |
ATR |
135 |
140 |
5 |
3.7% |
0 |
Volume |
128,742 |
121,880 |
-6,862 |
-5.3% |
689,749 |
|
Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,435 |
22,363 |
21,998 |
|
R3 |
22,232 |
22,160 |
21,942 |
|
R2 |
22,029 |
22,029 |
21,923 |
|
R1 |
21,957 |
21,957 |
21,905 |
21,993 |
PP |
21,826 |
21,826 |
21,826 |
21,844 |
S1 |
21,754 |
21,754 |
21,868 |
21,790 |
S2 |
21,623 |
21,623 |
21,849 |
|
S3 |
21,420 |
21,551 |
21,830 |
|
S4 |
21,217 |
21,348 |
21,774 |
|
|
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% |
185 |
0.8% |
63% |
False |
False |
146,961 |
10 |
22,067 |
21,579 |
488 |
2.2% |
155 |
0.7% |
63% |
False |
False |
143,928 |
20 |
22,132 |
21,547 |
585 |
2.7% |
131 |
0.6% |
58% |
False |
False |
122,225 |
40 |
22,132 |
21,138 |
994 |
4.5% |
137 |
0.6% |
75% |
False |
False |
120,893 |
60 |
22,132 |
20,879 |
1,253 |
5.7% |
128 |
0.6% |
80% |
False |
False |
109,732 |
80 |
22,132 |
20,433 |
1,699 |
7.8% |
127 |
0.6% |
86% |
False |
False |
82,324 |
100 |
22,132 |
20,267 |
1,865 |
8.5% |
132 |
0.6% |
87% |
False |
False |
65,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,760 |
2.618 |
22,429 |
1.618 |
22,226 |
1.000 |
22,100 |
0.618 |
22,023 |
HIGH |
21,897 |
0.618 |
21,820 |
0.500 |
21,796 |
0.382 |
21,772 |
LOW |
21,694 |
0.618 |
21,569 |
1.000 |
21,491 |
1.618 |
21,366 |
2.618 |
21,163 |
4.250 |
20,831 |
|
|
Fisher Pivots for day following 22-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,856 |
21,837 |
PP |
21,826 |
21,787 |
S1 |
21,796 |
21,738 |
|