| Trading Metrics calculated at close of trading on 10-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
19,940 |
19,775 |
-165 |
-0.8% |
19,965 |
| High |
19,940 |
19,820 |
-120 |
-0.6% |
20,105 |
| Low |
19,650 |
19,365 |
-285 |
-1.5% |
19,905 |
| Close |
19,765 |
19,365 |
-400 |
-2.0% |
20,045 |
| Range |
290 |
455 |
165 |
56.9% |
200 |
| ATR |
157 |
178 |
21 |
13.6% |
0 |
| Volume |
15,911 |
13,356 |
-2,555 |
-16.1% |
33,582 |
|
| Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,882 |
20,578 |
19,615 |
|
| R3 |
20,427 |
20,123 |
19,490 |
|
| R2 |
19,972 |
19,972 |
19,449 |
|
| R1 |
19,668 |
19,668 |
19,407 |
19,593 |
| PP |
19,517 |
19,517 |
19,517 |
19,479 |
| S1 |
19,213 |
19,213 |
19,323 |
19,138 |
| S2 |
19,062 |
19,062 |
19,282 |
|
| S3 |
18,607 |
18,758 |
19,240 |
|
| S4 |
18,152 |
18,303 |
19,115 |
|
|
| 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 |
19,365 |
730 |
3.8% |
214 |
1.1% |
0% |
False |
True |
9,344 |
| 10 |
20,105 |
19,365 |
740 |
3.8% |
170 |
0.9% |
0% |
False |
True |
8,202 |
| 20 |
20,180 |
19,365 |
815 |
4.2% |
159 |
0.8% |
0% |
False |
True |
7,725 |
| 40 |
20,320 |
19,365 |
955 |
4.9% |
174 |
0.9% |
0% |
False |
True |
8,750 |
| 60 |
20,320 |
19,330 |
990 |
5.1% |
184 |
1.0% |
4% |
False |
False |
7,636 |
| 80 |
20,320 |
18,380 |
1,940 |
10.0% |
178 |
0.9% |
51% |
False |
False |
5,734 |
| 100 |
20,320 |
18,290 |
2,030 |
10.5% |
183 |
0.9% |
53% |
False |
False |
4,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,754 |
|
2.618 |
21,011 |
|
1.618 |
20,556 |
|
1.000 |
20,275 |
|
0.618 |
20,101 |
|
HIGH |
19,820 |
|
0.618 |
19,646 |
|
0.500 |
19,593 |
|
0.382 |
19,539 |
|
LOW |
19,365 |
|
0.618 |
19,084 |
|
1.000 |
18,910 |
|
1.618 |
18,629 |
|
2.618 |
18,174 |
|
4.250 |
17,431 |
|
|
| Fisher Pivots for day following 10-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,593 |
19,715 |
| PP |
19,517 |
19,598 |
| S1 |
19,441 |
19,482 |
|