Trading Metrics calculated at close of trading on 25-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
21,839.90 |
21,819.08 |
-20.82 |
-0.1% |
21,671.36 |
High |
21,870.11 |
21,906.86 |
36.75 |
0.2% |
21,912.83 |
Low |
21,765.82 |
21,812.81 |
46.99 |
0.2% |
21,600.34 |
Close |
21,783.40 |
21,813.67 |
30.27 |
0.1% |
21,813.67 |
Range |
104.29 |
94.05 |
-10.24 |
-9.8% |
312.49 |
ATR |
121.81 |
121.92 |
0.12 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,126.60 |
22,064.18 |
21,865.40 |
|
R3 |
22,032.55 |
21,970.13 |
21,839.53 |
|
R2 |
21,938.50 |
21,938.50 |
21,830.91 |
|
R1 |
21,876.08 |
21,876.08 |
21,822.29 |
21,860.27 |
PP |
21,844.45 |
21,844.45 |
21,844.45 |
21,836.54 |
S1 |
21,782.03 |
21,782.03 |
21,805.05 |
21,766.22 |
S2 |
21,750.40 |
21,750.40 |
21,796.43 |
|
S3 |
21,656.35 |
21,687.98 |
21,787.81 |
|
S4 |
21,562.30 |
21,593.93 |
21,761.94 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,713.08 |
22,575.87 |
21,985.54 |
|
R3 |
22,400.59 |
22,263.38 |
21,899.60 |
|
R2 |
22,088.10 |
22,088.10 |
21,870.96 |
|
R1 |
21,950.89 |
21,950.89 |
21,842.31 |
22,019.50 |
PP |
21,775.61 |
21,775.61 |
21,775.61 |
21,809.92 |
S1 |
21,638.40 |
21,638.40 |
21,785.03 |
21,707.01 |
S2 |
21,463.12 |
21,463.12 |
21,756.38 |
|
S3 |
21,150.63 |
21,325.91 |
21,727.74 |
|
S4 |
20,838.14 |
21,013.42 |
21,641.80 |
|
|
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% |
109.94 |
0.5% |
68% |
False |
False |
|
10 |
22,085.71 |
21,600.34 |
485.37 |
2.2% |
116.01 |
0.5% |
44% |
False |
False |
|
20 |
22,179.11 |
21,600.34 |
578.77 |
2.7% |
95.14 |
0.4% |
37% |
False |
False |
|
40 |
22,179.11 |
21,279.30 |
899.81 |
4.1% |
97.16 |
0.4% |
59% |
False |
False |
|
60 |
22,179.11 |
21,113.31 |
1,065.80 |
4.9% |
99.40 |
0.5% |
66% |
False |
False |
|
80 |
22,179.11 |
20,553.45 |
1,625.66 |
7.5% |
100.75 |
0.5% |
78% |
False |
False |
|
100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
105.26 |
0.5% |
80% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
108.71 |
0.5% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,306.57 |
2.618 |
22,153.08 |
1.618 |
22,059.03 |
1.000 |
22,000.91 |
0.618 |
21,964.98 |
HIGH |
21,906.86 |
0.618 |
21,870.93 |
0.500 |
21,859.84 |
0.382 |
21,848.74 |
LOW |
21,812.81 |
0.618 |
21,754.69 |
1.000 |
21,718.76 |
1.618 |
21,660.64 |
2.618 |
21,566.59 |
4.250 |
21,413.10 |
|
|
Fisher Pivots for day following 25-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,859.84 |
21,836.34 |
PP |
21,844.45 |
21,828.78 |
S1 |
21,829.06 |
21,821.23 |
|