Trading Metrics calculated at close of trading on 14-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
21,883.32 |
21,945.64 |
62.32 |
0.3% |
22,100.20 |
High |
21,911.09 |
22,019.23 |
108.14 |
0.5% |
22,179.11 |
Low |
21,842.74 |
21,945.64 |
102.90 |
0.5% |
21,842.74 |
Close |
21,858.32 |
21,993.71 |
135.39 |
0.6% |
21,858.32 |
Range |
68.35 |
73.59 |
5.24 |
7.7% |
336.37 |
ATR |
104.92 |
108.92 |
4.00 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,206.96 |
22,173.93 |
22,034.18 |
|
R3 |
22,133.37 |
22,100.34 |
22,013.95 |
|
R2 |
22,059.78 |
22,059.78 |
22,007.20 |
|
R1 |
22,026.75 |
22,026.75 |
22,000.46 |
22,043.27 |
PP |
21,986.19 |
21,986.19 |
21,986.19 |
21,994.45 |
S1 |
21,953.16 |
21,953.16 |
21,986.96 |
21,969.68 |
S2 |
21,912.60 |
21,912.60 |
21,980.22 |
|
S3 |
21,839.01 |
21,879.57 |
21,973.47 |
|
S4 |
21,765.42 |
21,805.98 |
21,953.24 |
|
|
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% |
93.70 |
0.4% |
45% |
False |
False |
|
10 |
22,179.11 |
21,842.74 |
336.37 |
1.5% |
74.82 |
0.3% |
45% |
False |
False |
|
20 |
22,179.11 |
21,471.14 |
707.97 |
3.2% |
80.69 |
0.4% |
74% |
False |
False |
|
40 |
22,179.11 |
21,197.08 |
982.03 |
4.5% |
96.69 |
0.4% |
81% |
False |
False |
|
60 |
22,179.11 |
20,687.94 |
1,491.17 |
6.8% |
94.52 |
0.4% |
88% |
False |
False |
|
80 |
22,179.11 |
20,505.33 |
1,673.78 |
7.6% |
96.48 |
0.4% |
89% |
False |
False |
|
100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
106.51 |
0.5% |
90% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
107.09 |
0.5% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,331.99 |
2.618 |
22,211.89 |
1.618 |
22,138.30 |
1.000 |
22,092.82 |
0.618 |
22,064.71 |
HIGH |
22,019.23 |
0.618 |
21,991.12 |
0.500 |
21,982.44 |
0.382 |
21,973.75 |
LOW |
21,945.64 |
0.618 |
21,900.16 |
1.000 |
21,872.05 |
1.618 |
21,826.57 |
2.618 |
21,752.98 |
4.250 |
21,632.88 |
|
|
Fisher Pivots for day following 14-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,989.95 |
21,972.80 |
PP |
21,986.19 |
21,951.89 |
S1 |
21,982.44 |
21,930.99 |
|