Trading Metrics calculated at close of trading on 15-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
21,945.64 |
22,029.91 |
84.27 |
0.4% |
22,100.20 |
High |
22,019.23 |
22,038.92 |
19.69 |
0.1% |
22,179.11 |
Low |
21,945.64 |
21,971.48 |
25.84 |
0.1% |
21,842.74 |
Close |
21,993.71 |
21,998.99 |
5.28 |
0.0% |
21,858.32 |
Range |
73.59 |
67.44 |
-6.15 |
-8.4% |
336.37 |
ATR |
108.92 |
105.96 |
-2.96 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,205.45 |
22,169.66 |
22,036.08 |
|
R3 |
22,138.01 |
22,102.22 |
22,017.54 |
|
R2 |
22,070.57 |
22,070.57 |
22,011.35 |
|
R1 |
22,034.78 |
22,034.78 |
22,005.17 |
22,018.96 |
PP |
22,003.13 |
22,003.13 |
22,003.13 |
21,995.22 |
S1 |
21,967.34 |
21,967.34 |
21,992.81 |
21,951.52 |
S2 |
21,935.69 |
21,935.69 |
21,986.63 |
|
S3 |
21,868.25 |
21,899.90 |
21,980.44 |
|
S4 |
21,800.81 |
21,832.46 |
21,961.90 |
|
|
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 |
22,057.19 |
21,842.74 |
214.45 |
1.0% |
82.83 |
0.4% |
73% |
False |
False |
|
10 |
22,179.11 |
21,842.74 |
336.37 |
1.5% |
76.55 |
0.3% |
46% |
False |
False |
|
20 |
22,179.11 |
21,496.13 |
682.98 |
3.1% |
78.12 |
0.4% |
74% |
False |
False |
|
40 |
22,179.11 |
21,197.08 |
982.03 |
4.5% |
96.05 |
0.4% |
82% |
False |
False |
|
60 |
22,179.11 |
20,860.16 |
1,318.95 |
6.0% |
92.82 |
0.4% |
86% |
False |
False |
|
80 |
22,179.11 |
20,553.45 |
1,625.66 |
7.4% |
96.13 |
0.4% |
89% |
False |
False |
|
100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
105.79 |
0.5% |
90% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
106.87 |
0.5% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,325.54 |
2.618 |
22,215.48 |
1.618 |
22,148.04 |
1.000 |
22,106.36 |
0.618 |
22,080.60 |
HIGH |
22,038.92 |
0.618 |
22,013.16 |
0.500 |
22,005.20 |
0.382 |
21,997.24 |
LOW |
21,971.48 |
0.618 |
21,929.80 |
1.000 |
21,904.04 |
1.618 |
21,862.36 |
2.618 |
21,794.92 |
4.250 |
21,684.86 |
|
|
Fisher Pivots for day following 15-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
22,005.20 |
21,979.60 |
PP |
22,003.13 |
21,960.22 |
S1 |
22,001.06 |
21,940.83 |
|