| Trading Metrics calculated at close of trading on 16-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
19,605 |
19,730 |
125 |
0.6% |
20,050 |
| High |
19,825 |
19,805 |
-20 |
-0.1% |
20,095 |
| Low |
19,585 |
19,690 |
105 |
0.5% |
19,300 |
| Close |
19,730 |
19,715 |
-15 |
-0.1% |
19,410 |
| Range |
240 |
115 |
-125 |
-52.1% |
795 |
| ATR |
185 |
180 |
-5 |
-2.7% |
0 |
| Volume |
10,359 |
7,989 |
-2,370 |
-22.9% |
50,024 |
|
| Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,082 |
20,013 |
19,778 |
|
| R3 |
19,967 |
19,898 |
19,747 |
|
| R2 |
19,852 |
19,852 |
19,736 |
|
| R1 |
19,783 |
19,783 |
19,726 |
19,760 |
| PP |
19,737 |
19,737 |
19,737 |
19,725 |
| S1 |
19,668 |
19,668 |
19,705 |
19,645 |
| S2 |
19,622 |
19,622 |
19,694 |
|
| S3 |
19,507 |
19,553 |
19,684 |
|
| S4 |
19,392 |
19,438 |
19,652 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,987 |
21,493 |
19,847 |
|
| R3 |
21,192 |
20,698 |
19,629 |
|
| R2 |
20,397 |
20,397 |
19,556 |
|
| R1 |
19,903 |
19,903 |
19,483 |
19,753 |
| PP |
19,602 |
19,602 |
19,602 |
19,526 |
| S1 |
19,108 |
19,108 |
19,337 |
18,958 |
| S2 |
18,807 |
18,807 |
19,264 |
|
| S3 |
18,012 |
18,313 |
19,192 |
|
| S4 |
17,217 |
17,518 |
18,973 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,825 |
19,300 |
525 |
2.7% |
243 |
1.2% |
79% |
False |
False |
10,443 |
| 10 |
20,095 |
19,300 |
795 |
4.0% |
195 |
1.0% |
52% |
False |
False |
9,212 |
| 20 |
20,180 |
19,300 |
880 |
4.5% |
169 |
0.9% |
47% |
False |
False |
8,460 |
| 40 |
20,315 |
19,300 |
1,015 |
5.1% |
175 |
0.9% |
41% |
False |
False |
8,754 |
| 60 |
20,320 |
19,300 |
1,020 |
5.2% |
179 |
0.9% |
41% |
False |
False |
8,280 |
| 80 |
20,320 |
18,920 |
1,400 |
7.1% |
182 |
0.9% |
57% |
False |
False |
6,219 |
| 100 |
20,320 |
18,290 |
2,030 |
10.3% |
183 |
0.9% |
70% |
False |
False |
4,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,294 |
|
2.618 |
20,106 |
|
1.618 |
19,991 |
|
1.000 |
19,920 |
|
0.618 |
19,876 |
|
HIGH |
19,805 |
|
0.618 |
19,761 |
|
0.500 |
19,748 |
|
0.382 |
19,734 |
|
LOW |
19,690 |
|
0.618 |
19,619 |
|
1.000 |
19,575 |
|
1.618 |
19,504 |
|
2.618 |
19,389 |
|
4.250 |
19,201 |
|
|
| Fisher Pivots for day following 16-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,748 |
19,682 |
| PP |
19,737 |
19,648 |
| S1 |
19,726 |
19,615 |
|