Trading Metrics calculated at close of trading on 17-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
22,031.93 |
21,984.74 |
-47.19 |
-0.2% |
22,100.20 |
High |
22,085.71 |
21,984.74 |
-100.97 |
-0.5% |
22,179.11 |
Low |
22,002.47 |
21,750.32 |
-252.15 |
-1.1% |
21,842.74 |
Close |
22,024.87 |
21,750.73 |
-274.14 |
-1.2% |
21,858.32 |
Range |
83.24 |
234.42 |
151.18 |
181.6% |
336.37 |
ATR |
104.59 |
116.73 |
12.14 |
11.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,531.86 |
22,375.71 |
21,879.66 |
|
R3 |
22,297.44 |
22,141.29 |
21,815.20 |
|
R2 |
22,063.02 |
22,063.02 |
21,793.71 |
|
R1 |
21,906.87 |
21,906.87 |
21,772.22 |
21,867.74 |
PP |
21,828.60 |
21,828.60 |
21,828.60 |
21,809.03 |
S1 |
21,672.45 |
21,672.45 |
21,729.24 |
21,633.32 |
S2 |
21,594.18 |
21,594.18 |
21,707.75 |
|
S3 |
21,359.76 |
21,438.03 |
21,686.26 |
|
S4 |
21,125.34 |
21,203.61 |
21,621.80 |
|
|
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 |
22,085.71 |
21,750.32 |
335.39 |
1.5% |
105.41 |
0.5% |
0% |
False |
True |
|
10 |
22,179.11 |
21,750.32 |
428.79 |
2.0% |
96.10 |
0.4% |
0% |
False |
True |
|
20 |
22,179.11 |
21,496.13 |
682.98 |
3.1% |
86.01 |
0.4% |
37% |
False |
False |
|
40 |
22,179.11 |
21,197.08 |
982.03 |
4.5% |
99.66 |
0.5% |
56% |
False |
False |
|
60 |
22,179.11 |
20,933.58 |
1,245.53 |
5.7% |
96.13 |
0.4% |
66% |
False |
False |
|
80 |
22,179.11 |
20,553.45 |
1,625.66 |
7.5% |
97.77 |
0.4% |
74% |
False |
False |
|
100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.3% |
105.42 |
0.5% |
76% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.3% |
108.15 |
0.5% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,981.03 |
2.618 |
22,598.45 |
1.618 |
22,364.03 |
1.000 |
22,219.16 |
0.618 |
22,129.61 |
HIGH |
21,984.74 |
0.618 |
21,895.19 |
0.500 |
21,867.53 |
0.382 |
21,839.87 |
LOW |
21,750.32 |
0.618 |
21,605.45 |
1.000 |
21,515.90 |
1.618 |
21,371.03 |
2.618 |
21,136.61 |
4.250 |
20,754.04 |
|
|
Fisher Pivots for day following 17-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,867.53 |
21,918.02 |
PP |
21,828.60 |
21,862.25 |
S1 |
21,789.66 |
21,806.49 |
|