| Trading Metrics calculated at close of trading on 11-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
22,029 |
21,817 |
-212 |
-1.0% |
22,022 |
| High |
22,034 |
21,884 |
-150 |
-0.7% |
22,132 |
| Low |
21,799 |
21,790 |
-9 |
0.0% |
21,790 |
| Close |
21,836 |
21,848 |
12 |
0.1% |
21,848 |
| Range |
235 |
94 |
-141 |
-60.0% |
342 |
| ATR |
123 |
121 |
-2 |
-1.7% |
0 |
| Volume |
209,507 |
147,335 |
-62,172 |
-29.7% |
665,584 |
|
| Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,123 |
22,079 |
21,900 |
|
| R3 |
22,029 |
21,985 |
21,874 |
|
| R2 |
21,935 |
21,935 |
21,865 |
|
| R1 |
21,891 |
21,891 |
21,857 |
21,913 |
| PP |
21,841 |
21,841 |
21,841 |
21,852 |
| S1 |
21,797 |
21,797 |
21,840 |
21,819 |
| S2 |
21,747 |
21,747 |
21,831 |
|
| S3 |
21,653 |
21,703 |
21,822 |
|
| S4 |
21,559 |
21,609 |
21,796 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,949 |
22,741 |
22,036 |
|
| R3 |
22,607 |
22,399 |
21,942 |
|
| R2 |
22,265 |
22,265 |
21,911 |
|
| R1 |
22,057 |
22,057 |
21,879 |
21,990 |
| PP |
21,923 |
21,923 |
21,923 |
21,890 |
| S1 |
21,715 |
21,715 |
21,817 |
21,648 |
| S2 |
21,581 |
21,581 |
21,785 |
|
| S3 |
21,239 |
21,373 |
21,754 |
|
| S4 |
20,897 |
21,031 |
21,660 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,132 |
21,790 |
342 |
1.6% |
117 |
0.5% |
17% |
False |
True |
133,116 |
| 10 |
22,132 |
21,749 |
383 |
1.8% |
112 |
0.5% |
26% |
False |
False |
114,863 |
| 20 |
22,132 |
21,416 |
716 |
3.3% |
116 |
0.5% |
60% |
False |
False |
108,170 |
| 40 |
22,132 |
21,138 |
994 |
4.5% |
126 |
0.6% |
71% |
False |
False |
117,555 |
| 60 |
22,132 |
20,433 |
1,699 |
7.8% |
125 |
0.6% |
83% |
False |
False |
94,081 |
| 80 |
22,132 |
20,280 |
1,852 |
8.5% |
124 |
0.6% |
85% |
False |
False |
70,579 |
| 100 |
22,132 |
20,267 |
1,865 |
8.5% |
130 |
0.6% |
85% |
False |
False |
56,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,284 |
|
2.618 |
22,130 |
|
1.618 |
22,036 |
|
1.000 |
21,978 |
|
0.618 |
21,942 |
|
HIGH |
21,884 |
|
0.618 |
21,848 |
|
0.500 |
21,837 |
|
0.382 |
21,826 |
|
LOW |
21,790 |
|
0.618 |
21,732 |
|
1.000 |
21,696 |
|
1.618 |
21,638 |
|
2.618 |
21,544 |
|
4.250 |
21,391 |
|
|
| Fisher Pivots for day following 11-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
21,844 |
21,912 |
| PP |
21,841 |
21,891 |
| S1 |
21,837 |
21,869 |
|