Trading Metrics calculated at close of trading on 24-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
21,886 |
21,793 |
-93 |
-0.4% |
21,851 |
High |
21,900 |
21,863 |
-37 |
-0.2% |
22,067 |
Low |
21,779 |
21,745 |
-34 |
-0.2% |
21,622 |
Close |
21,795 |
21,786 |
-9 |
0.0% |
21,679 |
Range |
121 |
118 |
-3 |
-2.5% |
445 |
ATR |
139 |
137 |
-1 |
-1.1% |
0 |
Volume |
129,593 |
131,401 |
1,808 |
1.4% |
689,749 |
|
Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,152 |
22,087 |
21,851 |
|
R3 |
22,034 |
21,969 |
21,819 |
|
R2 |
21,916 |
21,916 |
21,808 |
|
R1 |
21,851 |
21,851 |
21,797 |
21,825 |
PP |
21,798 |
21,798 |
21,798 |
21,785 |
S1 |
21,733 |
21,733 |
21,775 |
21,707 |
S2 |
21,680 |
21,680 |
21,764 |
|
S3 |
21,562 |
21,615 |
21,754 |
|
S4 |
21,444 |
21,497 |
21,721 |
|
|
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 |
21,900 |
21,579 |
321 |
1.5% |
147 |
0.7% |
64% |
False |
False |
138,703 |
10 |
22,067 |
21,579 |
488 |
2.2% |
149 |
0.7% |
42% |
False |
False |
134,870 |
20 |
22,132 |
21,579 |
553 |
2.5% |
130 |
0.6% |
37% |
False |
False |
122,816 |
40 |
22,132 |
21,138 |
994 |
4.6% |
135 |
0.6% |
65% |
False |
False |
119,346 |
60 |
22,132 |
20,937 |
1,195 |
5.5% |
128 |
0.6% |
71% |
False |
False |
114,072 |
80 |
22,132 |
20,433 |
1,699 |
7.8% |
128 |
0.6% |
80% |
False |
False |
85,586 |
100 |
22,132 |
20,267 |
1,865 |
8.6% |
132 |
0.6% |
81% |
False |
False |
68,482 |
120 |
22,132 |
20,267 |
1,865 |
8.6% |
130 |
0.6% |
81% |
False |
False |
57,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,365 |
2.618 |
22,172 |
1.618 |
22,054 |
1.000 |
21,981 |
0.618 |
21,936 |
HIGH |
21,863 |
0.618 |
21,818 |
0.500 |
21,804 |
0.382 |
21,790 |
LOW |
21,745 |
0.618 |
21,672 |
1.000 |
21,627 |
1.618 |
21,554 |
2.618 |
21,436 |
4.250 |
21,244 |
|
|
Fisher Pivots for day following 24-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,804 |
21,797 |
PP |
21,798 |
21,793 |
S1 |
21,792 |
21,790 |
|