| Trading Metrics calculated at close of trading on 09-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
20,065 |
19,940 |
-125 |
-0.6% |
19,965 |
| High |
20,065 |
19,940 |
-125 |
-0.6% |
20,105 |
| Low |
19,935 |
19,650 |
-285 |
-1.4% |
19,905 |
| Close |
19,945 |
19,765 |
-180 |
-0.9% |
20,045 |
| Range |
130 |
290 |
160 |
123.1% |
200 |
| ATR |
146 |
157 |
11 |
7.3% |
0 |
| Volume |
7,706 |
15,911 |
8,205 |
106.5% |
33,582 |
|
| Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,655 |
20,500 |
19,925 |
|
| R3 |
20,365 |
20,210 |
19,845 |
|
| R2 |
20,075 |
20,075 |
19,818 |
|
| R1 |
19,920 |
19,920 |
19,792 |
19,853 |
| PP |
19,785 |
19,785 |
19,785 |
19,751 |
| S1 |
19,630 |
19,630 |
19,739 |
19,563 |
| S2 |
19,495 |
19,495 |
19,712 |
|
| S3 |
19,205 |
19,340 |
19,685 |
|
| S4 |
18,915 |
19,050 |
19,606 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,618 |
20,532 |
20,155 |
|
| R3 |
20,418 |
20,332 |
20,100 |
|
| R2 |
20,218 |
20,218 |
20,082 |
|
| R1 |
20,132 |
20,132 |
20,063 |
20,175 |
| PP |
20,018 |
20,018 |
20,018 |
20,040 |
| S1 |
19,932 |
19,932 |
20,027 |
19,975 |
| S2 |
19,818 |
19,818 |
20,008 |
|
| S3 |
19,618 |
19,732 |
19,990 |
|
| S4 |
19,418 |
19,532 |
19,935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,095 |
19,650 |
445 |
2.3% |
147 |
0.7% |
26% |
False |
True |
7,981 |
| 10 |
20,180 |
19,650 |
530 |
2.7% |
146 |
0.7% |
22% |
False |
True |
7,945 |
| 20 |
20,205 |
19,650 |
555 |
2.8% |
143 |
0.7% |
21% |
False |
True |
7,365 |
| 40 |
20,320 |
19,650 |
670 |
3.4% |
169 |
0.9% |
17% |
False |
True |
8,700 |
| 60 |
20,320 |
19,330 |
990 |
5.0% |
179 |
0.9% |
44% |
False |
False |
7,414 |
| 80 |
20,320 |
18,355 |
1,965 |
9.9% |
176 |
0.9% |
72% |
False |
False |
5,567 |
| 100 |
20,320 |
18,290 |
2,030 |
10.3% |
180 |
0.9% |
73% |
False |
False |
4,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,173 |
|
2.618 |
20,699 |
|
1.618 |
20,409 |
|
1.000 |
20,230 |
|
0.618 |
20,119 |
|
HIGH |
19,940 |
|
0.618 |
19,829 |
|
0.500 |
19,795 |
|
0.382 |
19,761 |
|
LOW |
19,650 |
|
0.618 |
19,471 |
|
1.000 |
19,360 |
|
1.618 |
19,181 |
|
2.618 |
18,891 |
|
4.250 |
18,418 |
|
|
| Fisher Pivots for day following 09-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,795 |
19,873 |
| PP |
19,785 |
19,837 |
| S1 |
19,775 |
19,801 |
|