| 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 |
22,095.14 |
22,022.34 |
-72.80 |
-0.3% |
21,863.39 |
| High |
22,179.11 |
22,057.19 |
-121.92 |
-0.5% |
22,092.81 |
| Low |
22,057.29 |
21,996.69 |
-60.60 |
-0.3% |
21,861.71 |
| Close |
22,085.34 |
22,048.70 |
-36.64 |
-0.2% |
22,092.81 |
| Range |
121.82 |
60.50 |
-61.32 |
-50.3% |
231.10 |
| ATR |
101.17 |
100.27 |
-0.89 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,215.69 |
22,192.70 |
22,081.98 |
|
| R3 |
22,155.19 |
22,132.20 |
22,065.34 |
|
| R2 |
22,094.69 |
22,094.69 |
22,059.79 |
|
| R1 |
22,071.70 |
22,071.70 |
22,054.25 |
22,083.20 |
| PP |
22,034.19 |
22,034.19 |
22,034.19 |
22,039.94 |
| S1 |
22,011.20 |
22,011.20 |
22,043.15 |
22,022.70 |
| S2 |
21,973.69 |
21,973.69 |
22,037.61 |
|
| S3 |
21,913.19 |
21,950.70 |
22,032.06 |
|
| S4 |
21,852.69 |
21,890.20 |
22,015.43 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,709.08 |
22,632.04 |
22,219.92 |
|
| R3 |
22,477.98 |
22,400.94 |
22,156.36 |
|
| R2 |
22,246.88 |
22,246.88 |
22,135.18 |
|
| R1 |
22,169.84 |
22,169.84 |
22,113.99 |
22,208.36 |
| PP |
22,015.78 |
22,015.78 |
22,015.78 |
22,035.04 |
| S1 |
21,938.74 |
21,938.74 |
22,071.63 |
21,977.26 |
| S2 |
21,784.68 |
21,784.68 |
22,050.44 |
|
| S3 |
21,553.58 |
21,707.64 |
22,029.26 |
|
| S4 |
21,322.48 |
21,476.54 |
21,965.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,179.11 |
21,991.32 |
187.79 |
0.9% |
68.64 |
0.3% |
31% |
False |
False |
|
| 10 |
22,179.11 |
21,687.85 |
491.26 |
2.2% |
72.58 |
0.3% |
73% |
False |
False |
|
| 20 |
22,179.11 |
21,471.14 |
707.97 |
3.2% |
79.39 |
0.4% |
82% |
False |
False |
|
| 40 |
22,179.11 |
21,197.08 |
982.03 |
4.5% |
96.53 |
0.4% |
87% |
False |
False |
|
| 60 |
22,179.11 |
20,553.45 |
1,625.66 |
7.4% |
98.94 |
0.4% |
92% |
False |
False |
|
| 80 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
99.51 |
0.5% |
93% |
False |
False |
|
| 100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
108.58 |
0.5% |
93% |
False |
False |
|
| 120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
107.00 |
0.5% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,314.32 |
|
2.618 |
22,215.58 |
|
1.618 |
22,155.08 |
|
1.000 |
22,117.69 |
|
0.618 |
22,094.58 |
|
HIGH |
22,057.19 |
|
0.618 |
22,034.08 |
|
0.500 |
22,026.94 |
|
0.382 |
22,019.80 |
|
LOW |
21,996.69 |
|
0.618 |
21,959.30 |
|
1.000 |
21,936.19 |
|
1.618 |
21,898.80 |
|
2.618 |
21,838.30 |
|
4.250 |
21,739.57 |
|
|
| Fisher Pivots for day following 09-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
22,041.45 |
22,087.90 |
| PP |
22,034.19 |
22,074.83 |
| S1 |
22,026.94 |
22,061.77 |
|