Trading Metrics calculated at close of trading on 21-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
21,724.88 |
21,671.36 |
-53.52 |
-0.2% |
21,945.64 |
High |
21,793.35 |
21,718.74 |
-74.61 |
-0.3% |
22,085.71 |
Low |
21,641.63 |
21,600.34 |
-41.29 |
-0.2% |
21,641.63 |
Close |
21,674.51 |
21,703.75 |
29.24 |
0.1% |
21,674.51 |
Range |
151.72 |
118.40 |
-33.32 |
-22.0% |
444.08 |
ATR |
119.23 |
119.17 |
-0.06 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,029.48 |
21,985.01 |
21,768.87 |
|
R3 |
21,911.08 |
21,866.61 |
21,736.31 |
|
R2 |
21,792.68 |
21,792.68 |
21,725.46 |
|
R1 |
21,748.21 |
21,748.21 |
21,714.60 |
21,770.45 |
PP |
21,674.28 |
21,674.28 |
21,674.28 |
21,685.39 |
S1 |
21,629.81 |
21,629.81 |
21,692.90 |
21,652.05 |
S2 |
21,555.88 |
21,555.88 |
21,682.04 |
|
S3 |
21,437.48 |
21,511.41 |
21,671.19 |
|
S4 |
21,319.08 |
21,393.01 |
21,638.63 |
|
|
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% |
131.04 |
0.6% |
21% |
False |
True |
|
10 |
22,179.11 |
21,600.34 |
578.77 |
2.7% |
112.37 |
0.5% |
18% |
False |
True |
|
20 |
22,179.11 |
21,577.37 |
601.74 |
2.8% |
90.99 |
0.4% |
21% |
False |
False |
|
40 |
22,179.11 |
21,197.08 |
982.03 |
4.5% |
102.67 |
0.5% |
52% |
False |
False |
|
60 |
22,179.11 |
20,942.57 |
1,236.54 |
5.7% |
98.13 |
0.5% |
62% |
False |
False |
|
80 |
22,179.11 |
20,553.45 |
1,625.66 |
7.5% |
99.04 |
0.5% |
71% |
False |
False |
|
100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.3% |
105.37 |
0.5% |
74% |
False |
False |
|
120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.3% |
108.13 |
0.5% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,221.94 |
2.618 |
22,028.71 |
1.618 |
21,910.31 |
1.000 |
21,837.14 |
0.618 |
21,791.91 |
HIGH |
21,718.74 |
0.618 |
21,673.51 |
0.500 |
21,659.54 |
0.382 |
21,645.57 |
LOW |
21,600.34 |
0.618 |
21,527.17 |
1.000 |
21,481.94 |
1.618 |
21,408.77 |
2.618 |
21,290.37 |
4.250 |
21,097.14 |
|
|
Fisher Pivots for day following 21-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,689.01 |
21,792.54 |
PP |
21,674.28 |
21,762.94 |
S1 |
21,659.54 |
21,733.35 |
|