Trading Metrics calculated at close of trading on 24-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
21,850.27 |
21,839.90 |
-10.37 |
0.0% |
21,945.64 |
High |
21,866.66 |
21,870.11 |
3.45 |
0.0% |
22,085.71 |
Low |
21,808.39 |
21,765.82 |
-42.57 |
-0.2% |
21,641.63 |
Close |
21,812.09 |
21,783.40 |
-28.69 |
-0.1% |
21,674.51 |
Range |
58.27 |
104.29 |
46.02 |
79.0% |
444.08 |
ATR |
123.15 |
121.81 |
-1.35 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,119.31 |
22,055.65 |
21,840.76 |
|
R3 |
22,015.02 |
21,951.36 |
21,812.08 |
|
R2 |
21,910.73 |
21,910.73 |
21,802.52 |
|
R1 |
21,847.07 |
21,847.07 |
21,792.96 |
21,826.76 |
PP |
21,806.44 |
21,806.44 |
21,806.44 |
21,796.29 |
S1 |
21,742.78 |
21,742.78 |
21,773.84 |
21,722.47 |
S2 |
21,702.15 |
21,702.15 |
21,764.28 |
|
S3 |
21,597.86 |
21,638.49 |
21,754.72 |
|
S4 |
21,493.57 |
21,534.20 |
21,726.04 |
|
|
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 |
21,912.83 |
21,600.34 |
312.49 |
1.4% |
121.48 |
0.6% |
59% |
False |
False |
|
10 |
22,085.71 |
21,600.34 |
485.37 |
2.2% |
113.44 |
0.5% |
38% |
False |
False |
|
20 |
22,179.11 |
21,600.34 |
578.77 |
2.7% |
94.69 |
0.4% |
32% |
False |
False |
|
40 |
22,179.11 |
21,197.08 |
982.03 |
4.5% |
102.07 |
0.5% |
60% |
False |
False |
|
60 |
22,179.11 |
20,994.22 |
1,184.89 |
5.4% |
100.33 |
0.5% |
67% |
False |
False |
|
80 |
22,179.11 |
20,553.45 |
1,625.66 |
7.5% |
100.80 |
0.5% |
76% |
False |
False |
|
100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.3% |
105.28 |
0.5% |
78% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.3% |
108.50 |
0.5% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,313.34 |
2.618 |
22,143.14 |
1.618 |
22,038.85 |
1.000 |
21,974.40 |
0.618 |
21,934.56 |
HIGH |
21,870.11 |
0.618 |
21,830.27 |
0.500 |
21,817.97 |
0.382 |
21,805.66 |
LOW |
21,765.82 |
0.618 |
21,701.37 |
1.000 |
21,661.53 |
1.618 |
21,597.08 |
2.618 |
21,492.79 |
4.250 |
21,322.59 |
|
|
Fisher Pivots for day following 24-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,817.97 |
21,825.48 |
PP |
21,806.44 |
21,811.45 |
S1 |
21,794.92 |
21,797.43 |
|