Trading Metrics calculated at close of trading on 10-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
22,022.34 |
21,988.20 |
-34.14 |
-0.2% |
21,863.39 |
High |
22,057.19 |
21,988.20 |
-68.99 |
-0.3% |
22,092.81 |
Low |
21,996.69 |
21,843.94 |
-152.75 |
-0.7% |
21,861.71 |
Close |
22,048.70 |
21,844.01 |
-204.69 |
-0.9% |
22,092.81 |
Range |
60.50 |
144.26 |
83.76 |
138.4% |
231.10 |
ATR |
100.27 |
107.74 |
7.46 |
7.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,324.83 |
22,228.68 |
21,923.35 |
|
R3 |
22,180.57 |
22,084.42 |
21,883.68 |
|
R2 |
22,036.31 |
22,036.31 |
21,870.46 |
|
R1 |
21,940.16 |
21,940.16 |
21,857.23 |
21,916.11 |
PP |
21,892.05 |
21,892.05 |
21,892.05 |
21,880.02 |
S1 |
21,795.90 |
21,795.90 |
21,830.79 |
21,771.85 |
S2 |
21,747.79 |
21,747.79 |
21,817.56 |
|
S3 |
21,603.53 |
21,651.64 |
21,804.34 |
|
S4 |
21,459.27 |
21,507.38 |
21,764.67 |
|
|
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 |
21,843.94 |
335.17 |
1.5% |
86.79 |
0.4% |
0% |
False |
True |
|
10 |
22,179.11 |
21,756.12 |
422.99 |
1.9% |
75.94 |
0.3% |
21% |
False |
False |
|
20 |
22,179.11 |
21,471.14 |
707.97 |
3.2% |
83.79 |
0.4% |
53% |
False |
False |
|
40 |
22,179.11 |
21,197.08 |
982.03 |
4.5% |
97.68 |
0.4% |
66% |
False |
False |
|
60 |
22,179.11 |
20,553.45 |
1,625.66 |
7.4% |
99.67 |
0.5% |
79% |
False |
False |
|
80 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
99.59 |
0.5% |
81% |
False |
False |
|
100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
109.33 |
0.5% |
81% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
107.44 |
0.5% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,601.31 |
2.618 |
22,365.87 |
1.618 |
22,221.61 |
1.000 |
22,132.46 |
0.618 |
22,077.35 |
HIGH |
21,988.20 |
0.618 |
21,933.09 |
0.500 |
21,916.07 |
0.382 |
21,899.05 |
LOW |
21,843.94 |
0.618 |
21,754.79 |
1.000 |
21,699.68 |
1.618 |
21,610.53 |
2.618 |
21,466.27 |
4.250 |
21,230.84 |
|
|
Fisher Pivots for day following 10-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,916.07 |
22,011.53 |
PP |
21,892.05 |
21,955.69 |
S1 |
21,868.03 |
21,899.85 |
|