| Trading Metrics calculated at close of trading on 23-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
21,699 |
21,886 |
187 |
0.9% |
21,851 |
| High |
21,897 |
21,900 |
3 |
0.0% |
22,067 |
| Low |
21,694 |
21,779 |
85 |
0.4% |
21,622 |
| Close |
21,886 |
21,795 |
-91 |
-0.4% |
21,679 |
| Range |
203 |
121 |
-82 |
-40.4% |
445 |
| ATR |
140 |
139 |
-1 |
-1.0% |
0 |
| Volume |
121,880 |
129,593 |
7,713 |
6.3% |
689,749 |
|
| Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,188 |
22,112 |
21,862 |
|
| R3 |
22,067 |
21,991 |
21,828 |
|
| R2 |
21,946 |
21,946 |
21,817 |
|
| R1 |
21,870 |
21,870 |
21,806 |
21,848 |
| PP |
21,825 |
21,825 |
21,825 |
21,813 |
| S1 |
21,749 |
21,749 |
21,784 |
21,727 |
| S2 |
21,704 |
21,704 |
21,773 |
|
| S3 |
21,583 |
21,628 |
21,762 |
|
| S4 |
21,462 |
21,507 |
21,729 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,124 |
22,847 |
21,924 |
|
| R3 |
22,679 |
22,402 |
21,802 |
|
| R2 |
22,234 |
22,234 |
21,761 |
|
| R1 |
21,957 |
21,957 |
21,720 |
21,873 |
| PP |
21,789 |
21,789 |
21,789 |
21,748 |
| S1 |
21,512 |
21,512 |
21,638 |
21,428 |
| S2 |
21,344 |
21,344 |
21,598 |
|
| S3 |
20,899 |
21,067 |
21,557 |
|
| S4 |
20,454 |
20,622 |
21,434 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,019 |
21,579 |
440 |
2.0% |
189 |
0.9% |
49% |
False |
False |
151,151 |
| 10 |
22,067 |
21,579 |
488 |
2.2% |
160 |
0.7% |
44% |
False |
False |
142,680 |
| 20 |
22,132 |
21,579 |
553 |
2.5% |
130 |
0.6% |
39% |
False |
False |
123,541 |
| 40 |
22,132 |
21,138 |
994 |
4.6% |
137 |
0.6% |
66% |
False |
False |
119,995 |
| 60 |
22,132 |
20,879 |
1,253 |
5.7% |
128 |
0.6% |
73% |
False |
False |
111,887 |
| 80 |
22,132 |
20,433 |
1,699 |
7.8% |
127 |
0.6% |
80% |
False |
False |
83,943 |
| 100 |
22,132 |
20,267 |
1,865 |
8.6% |
133 |
0.6% |
82% |
False |
False |
67,169 |
| 120 |
22,132 |
20,267 |
1,865 |
8.6% |
129 |
0.6% |
82% |
False |
False |
55,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,414 |
|
2.618 |
22,217 |
|
1.618 |
22,096 |
|
1.000 |
22,021 |
|
0.618 |
21,975 |
|
HIGH |
21,900 |
|
0.618 |
21,854 |
|
0.500 |
21,840 |
|
0.382 |
21,825 |
|
LOW |
21,779 |
|
0.618 |
21,704 |
|
1.000 |
21,658 |
|
1.618 |
21,583 |
|
2.618 |
21,462 |
|
4.250 |
21,265 |
|
|
| Fisher Pivots for day following 23-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
21,840 |
21,777 |
| PP |
21,825 |
21,758 |
| S1 |
21,810 |
21,740 |
|