Trading Metrics calculated at close of trading on 22-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
21,671.36 |
21,739.78 |
68.42 |
0.3% |
21,945.64 |
High |
21,718.74 |
21,912.83 |
194.09 |
0.9% |
22,085.71 |
Low |
21,600.34 |
21,738.13 |
137.79 |
0.6% |
21,641.63 |
Close |
21,703.75 |
21,899.89 |
196.14 |
0.9% |
21,674.51 |
Range |
118.40 |
174.70 |
56.30 |
47.6% |
444.08 |
ATR |
119.17 |
125.59 |
6.42 |
5.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,374.38 |
22,311.84 |
21,995.98 |
|
R3 |
22,199.68 |
22,137.14 |
21,947.93 |
|
R2 |
22,024.98 |
22,024.98 |
21,931.92 |
|
R1 |
21,962.44 |
21,962.44 |
21,915.90 |
21,993.71 |
PP |
21,850.28 |
21,850.28 |
21,850.28 |
21,865.92 |
S1 |
21,787.74 |
21,787.74 |
21,883.88 |
21,819.01 |
S2 |
21,675.58 |
21,675.58 |
21,867.86 |
|
S3 |
21,500.88 |
21,613.04 |
21,851.85 |
|
S4 |
21,326.18 |
21,438.34 |
21,803.81 |
|
|
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 |
21,600.34 |
485.37 |
2.2% |
152.50 |
0.7% |
62% |
False |
False |
|
10 |
22,085.71 |
21,600.34 |
485.37 |
2.2% |
117.66 |
0.5% |
62% |
False |
False |
|
20 |
22,179.11 |
21,600.34 |
578.77 |
2.6% |
95.06 |
0.4% |
52% |
False |
False |
|
40 |
22,179.11 |
21,197.08 |
982.03 |
4.5% |
103.91 |
0.5% |
72% |
False |
False |
|
60 |
22,179.11 |
20,942.57 |
1,236.54 |
5.6% |
100.34 |
0.5% |
77% |
False |
False |
|
80 |
22,179.11 |
20,553.45 |
1,625.66 |
7.4% |
100.46 |
0.5% |
83% |
False |
False |
|
100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
106.02 |
0.5% |
84% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
108.48 |
0.5% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,655.31 |
2.618 |
22,370.19 |
1.618 |
22,195.49 |
1.000 |
22,087.53 |
0.618 |
22,020.79 |
HIGH |
21,912.83 |
0.618 |
21,846.09 |
0.500 |
21,825.48 |
0.382 |
21,804.87 |
LOW |
21,738.13 |
0.618 |
21,630.17 |
1.000 |
21,563.43 |
1.618 |
21,455.47 |
2.618 |
21,280.77 |
4.250 |
20,995.66 |
|
|
Fisher Pivots for day following 22-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,875.09 |
21,852.12 |
PP |
21,850.28 |
21,804.35 |
S1 |
21,825.48 |
21,756.59 |
|