Trading Metrics calculated at close of trading on 23-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
21,739.78 |
21,850.27 |
110.49 |
0.5% |
21,945.64 |
High |
21,912.83 |
21,866.66 |
-46.17 |
-0.2% |
22,085.71 |
Low |
21,738.13 |
21,808.39 |
70.26 |
0.3% |
21,641.63 |
Close |
21,899.89 |
21,812.09 |
-87.80 |
-0.4% |
21,674.51 |
Range |
174.70 |
58.27 |
-116.43 |
-66.6% |
444.08 |
ATR |
125.59 |
123.15 |
-2.43 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,003.86 |
21,966.24 |
21,844.14 |
|
R3 |
21,945.59 |
21,907.97 |
21,828.11 |
|
R2 |
21,887.32 |
21,887.32 |
21,822.77 |
|
R1 |
21,849.70 |
21,849.70 |
21,817.43 |
21,839.38 |
PP |
21,829.05 |
21,829.05 |
21,829.05 |
21,823.88 |
S1 |
21,791.43 |
21,791.43 |
21,806.75 |
21,781.11 |
S2 |
21,770.78 |
21,770.78 |
21,801.41 |
|
S3 |
21,712.51 |
21,733.16 |
21,796.07 |
|
S4 |
21,654.24 |
21,674.89 |
21,780.04 |
|
|
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 |
21,984.74 |
21,600.34 |
384.40 |
1.8% |
147.50 |
0.7% |
55% |
False |
False |
|
10 |
22,085.71 |
21,600.34 |
485.37 |
2.2% |
117.44 |
0.5% |
44% |
False |
False |
|
20 |
22,179.11 |
21,600.34 |
578.77 |
2.7% |
95.01 |
0.4% |
37% |
False |
False |
|
40 |
22,179.11 |
21,197.08 |
982.03 |
4.5% |
102.12 |
0.5% |
63% |
False |
False |
|
60 |
22,179.11 |
20,942.57 |
1,236.54 |
5.7% |
100.41 |
0.5% |
70% |
False |
False |
|
80 |
22,179.11 |
20,553.45 |
1,625.66 |
7.5% |
100.21 |
0.5% |
77% |
False |
False |
|
100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.3% |
105.98 |
0.5% |
80% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.3% |
108.25 |
0.5% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,114.31 |
2.618 |
22,019.21 |
1.618 |
21,960.94 |
1.000 |
21,924.93 |
0.618 |
21,902.67 |
HIGH |
21,866.66 |
0.618 |
21,844.40 |
0.500 |
21,837.53 |
0.382 |
21,830.65 |
LOW |
21,808.39 |
0.618 |
21,772.38 |
1.000 |
21,750.12 |
1.618 |
21,714.11 |
2.618 |
21,655.84 |
4.250 |
21,560.74 |
|
|
Fisher Pivots for day following 23-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,837.53 |
21,793.59 |
PP |
21,829.05 |
21,775.09 |
S1 |
21,820.57 |
21,756.59 |
|