Trading Metrics calculated at close of trading on 18-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
21,984.74 |
21,724.88 |
-259.86 |
-1.2% |
21,945.64 |
High |
21,984.74 |
21,793.35 |
-191.39 |
-0.9% |
22,085.71 |
Low |
21,750.32 |
21,641.63 |
-108.69 |
-0.5% |
21,641.63 |
Close |
21,750.73 |
21,674.51 |
-76.22 |
-0.4% |
21,674.51 |
Range |
234.42 |
151.72 |
-82.70 |
-35.3% |
444.08 |
ATR |
116.73 |
119.23 |
2.50 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,158.32 |
22,068.14 |
21,757.96 |
|
R3 |
22,006.60 |
21,916.42 |
21,716.23 |
|
R2 |
21,854.88 |
21,854.88 |
21,702.33 |
|
R1 |
21,764.70 |
21,764.70 |
21,688.42 |
21,733.93 |
PP |
21,703.16 |
21,703.16 |
21,703.16 |
21,687.78 |
S1 |
21,612.98 |
21,612.98 |
21,660.60 |
21,582.21 |
S2 |
21,551.44 |
21,551.44 |
21,646.69 |
|
S3 |
21,399.72 |
21,461.26 |
21,632.79 |
|
S4 |
21,248.00 |
21,309.54 |
21,591.06 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,132.86 |
22,847.76 |
21,918.75 |
|
R3 |
22,688.78 |
22,403.68 |
21,796.63 |
|
R2 |
22,244.70 |
22,244.70 |
21,755.92 |
|
R1 |
21,959.60 |
21,959.60 |
21,715.22 |
21,880.11 |
PP |
21,800.62 |
21,800.62 |
21,800.62 |
21,760.87 |
S1 |
21,515.52 |
21,515.52 |
21,633.80 |
21,436.03 |
S2 |
21,356.54 |
21,356.54 |
21,593.10 |
|
S3 |
20,912.46 |
21,071.44 |
21,552.39 |
|
S4 |
20,468.38 |
20,627.36 |
21,430.27 |
|
|
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 |
21,641.63 |
444.08 |
2.0% |
122.08 |
0.6% |
7% |
False |
True |
|
10 |
22,179.11 |
21,641.63 |
537.48 |
2.5% |
104.45 |
0.5% |
6% |
False |
True |
|
20 |
22,179.11 |
21,496.13 |
682.98 |
3.2% |
89.15 |
0.4% |
26% |
False |
False |
|
40 |
22,179.11 |
21,197.08 |
982.03 |
4.5% |
101.91 |
0.5% |
49% |
False |
False |
|
60 |
22,179.11 |
20,942.57 |
1,236.54 |
5.7% |
97.17 |
0.4% |
59% |
False |
False |
|
80 |
22,179.11 |
20,553.45 |
1,625.66 |
7.5% |
98.43 |
0.5% |
69% |
False |
False |
|
100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.3% |
104.78 |
0.5% |
72% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.3% |
108.91 |
0.5% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,438.16 |
2.618 |
22,190.55 |
1.618 |
22,038.83 |
1.000 |
21,945.07 |
0.618 |
21,887.11 |
HIGH |
21,793.35 |
0.618 |
21,735.39 |
0.500 |
21,717.49 |
0.382 |
21,699.59 |
LOW |
21,641.63 |
0.618 |
21,547.87 |
1.000 |
21,489.91 |
1.618 |
21,396.15 |
2.618 |
21,244.43 |
4.250 |
20,996.82 |
|
|
Fisher Pivots for day following 18-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,717.49 |
21,863.67 |
PP |
21,703.16 |
21,800.62 |
S1 |
21,688.84 |
21,737.56 |
|