Trading Metrics calculated at close of trading on 08-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
22,100.20 |
22,095.14 |
-5.06 |
0.0% |
21,863.39 |
High |
22,121.15 |
22,179.11 |
57.96 |
0.3% |
22,092.81 |
Low |
22,081.97 |
22,057.29 |
-24.68 |
-0.1% |
21,861.71 |
Close |
22,118.42 |
22,085.34 |
-33.08 |
-0.1% |
22,092.81 |
Range |
39.18 |
121.82 |
82.64 |
210.9% |
231.10 |
ATR |
99.58 |
101.17 |
1.59 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,472.71 |
22,400.84 |
22,152.34 |
|
R3 |
22,350.89 |
22,279.02 |
22,118.84 |
|
R2 |
22,229.07 |
22,229.07 |
22,107.67 |
|
R1 |
22,157.20 |
22,157.20 |
22,096.51 |
22,132.23 |
PP |
22,107.25 |
22,107.25 |
22,107.25 |
22,094.76 |
S1 |
22,035.38 |
22,035.38 |
22,074.17 |
22,010.41 |
S2 |
21,985.43 |
21,985.43 |
22,063.01 |
|
S3 |
21,863.61 |
21,913.56 |
22,051.84 |
|
S4 |
21,741.79 |
21,791.74 |
22,018.34 |
|
|
Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,709.08 |
22,632.04 |
22,219.92 |
|
R3 |
22,477.98 |
22,400.94 |
22,156.36 |
|
R2 |
22,246.88 |
22,246.88 |
22,135.18 |
|
R1 |
22,169.84 |
22,169.84 |
22,113.99 |
22,208.36 |
PP |
22,015.78 |
22,015.78 |
22,015.78 |
22,035.04 |
S1 |
21,938.74 |
21,938.74 |
22,071.63 |
21,977.26 |
S2 |
21,784.68 |
21,784.68 |
22,050.44 |
|
S3 |
21,553.58 |
21,707.64 |
22,029.26 |
|
S4 |
21,322.48 |
21,476.54 |
21,965.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,179.11 |
21,967.46 |
211.65 |
1.0% |
70.27 |
0.3% |
56% |
True |
False |
|
10 |
22,179.11 |
21,683.29 |
495.82 |
2.2% |
72.47 |
0.3% |
81% |
True |
False |
|
20 |
22,179.11 |
21,467.93 |
711.18 |
3.2% |
82.01 |
0.4% |
87% |
True |
False |
|
40 |
22,179.11 |
21,197.08 |
982.03 |
4.4% |
96.91 |
0.4% |
90% |
True |
False |
|
60 |
22,179.11 |
20,553.45 |
1,625.66 |
7.4% |
99.22 |
0.4% |
94% |
True |
False |
|
80 |
22,179.11 |
20,379.55 |
1,799.56 |
8.1% |
100.75 |
0.5% |
95% |
True |
False |
|
100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.1% |
108.67 |
0.5% |
95% |
True |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.1% |
107.19 |
0.5% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,696.85 |
2.618 |
22,498.03 |
1.618 |
22,376.21 |
1.000 |
22,300.93 |
0.618 |
22,254.39 |
HIGH |
22,179.11 |
0.618 |
22,132.57 |
0.500 |
22,118.20 |
0.382 |
22,103.83 |
LOW |
22,057.29 |
0.618 |
21,982.01 |
1.000 |
21,935.47 |
1.618 |
21,860.19 |
2.618 |
21,738.37 |
4.250 |
21,539.56 |
|
|
Fisher Pivots for day following 08-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
22,118.20 |
22,101.88 |
PP |
22,107.25 |
22,096.36 |
S1 |
22,096.29 |
22,090.85 |
|