Trading Metrics calculated at close of trading on 11-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
21,988.20 |
21,883.32 |
-104.88 |
-0.5% |
22,100.20 |
High |
21,988.20 |
21,911.09 |
-77.11 |
-0.4% |
22,179.11 |
Low |
21,843.94 |
21,842.74 |
-1.20 |
0.0% |
21,842.74 |
Close |
21,844.01 |
21,858.32 |
14.31 |
0.1% |
21,858.32 |
Range |
144.26 |
68.35 |
-75.91 |
-52.6% |
336.37 |
ATR |
107.74 |
104.92 |
-2.81 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,075.77 |
22,035.39 |
21,895.91 |
|
R3 |
22,007.42 |
21,967.04 |
21,877.12 |
|
R2 |
21,939.07 |
21,939.07 |
21,870.85 |
|
R1 |
21,898.69 |
21,898.69 |
21,864.59 |
21,884.71 |
PP |
21,870.72 |
21,870.72 |
21,870.72 |
21,863.72 |
S1 |
21,830.34 |
21,830.34 |
21,852.05 |
21,816.36 |
S2 |
21,802.37 |
21,802.37 |
21,845.79 |
|
S3 |
21,734.02 |
21,761.99 |
21,839.52 |
|
S4 |
21,665.67 |
21,693.64 |
21,820.73 |
|
|
Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,969.17 |
22,750.11 |
22,043.32 |
|
R3 |
22,632.80 |
22,413.74 |
21,950.82 |
|
R2 |
22,296.43 |
22,296.43 |
21,919.99 |
|
R1 |
22,077.37 |
22,077.37 |
21,889.15 |
22,018.72 |
PP |
21,960.06 |
21,960.06 |
21,960.06 |
21,930.73 |
S1 |
21,741.00 |
21,741.00 |
21,827.49 |
21,682.35 |
S2 |
21,623.69 |
21,623.69 |
21,796.65 |
|
S3 |
21,287.32 |
21,404.63 |
21,765.82 |
|
S4 |
20,950.95 |
21,068.26 |
21,673.32 |
|
|
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 |
21,842.74 |
336.37 |
1.5% |
86.82 |
0.4% |
5% |
False |
True |
|
10 |
22,179.11 |
21,842.74 |
336.37 |
1.5% |
74.27 |
0.3% |
5% |
False |
True |
|
20 |
22,179.11 |
21,471.14 |
707.97 |
3.2% |
79.22 |
0.4% |
55% |
False |
False |
|
40 |
22,179.11 |
21,197.08 |
982.03 |
4.5% |
96.76 |
0.4% |
67% |
False |
False |
|
60 |
22,179.11 |
20,553.45 |
1,625.66 |
7.4% |
96.72 |
0.4% |
80% |
False |
False |
|
80 |
22,179.11 |
20,406.68 |
1,772.43 |
8.1% |
98.35 |
0.4% |
82% |
False |
False |
|
100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
106.84 |
0.5% |
82% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
107.22 |
0.5% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,201.58 |
2.618 |
22,090.03 |
1.618 |
22,021.68 |
1.000 |
21,979.44 |
0.618 |
21,953.33 |
HIGH |
21,911.09 |
0.618 |
21,884.98 |
0.500 |
21,876.92 |
0.382 |
21,868.85 |
LOW |
21,842.74 |
0.618 |
21,800.50 |
1.000 |
21,774.39 |
1.618 |
21,732.15 |
2.618 |
21,663.80 |
4.250 |
21,552.25 |
|
|
Fisher Pivots for day following 11-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,876.92 |
21,949.97 |
PP |
21,870.72 |
21,919.42 |
S1 |
21,864.52 |
21,888.87 |
|