| 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 |
22,029.91 |
22,031.93 |
2.02 |
0.0% |
22,100.20 |
| High |
22,038.92 |
22,085.71 |
46.79 |
0.2% |
22,179.11 |
| Low |
21,971.48 |
22,002.47 |
30.99 |
0.1% |
21,842.74 |
| Close |
21,998.99 |
22,024.87 |
25.88 |
0.1% |
21,858.32 |
| Range |
67.44 |
83.24 |
15.80 |
23.4% |
336.37 |
| ATR |
105.96 |
104.59 |
-1.37 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,287.40 |
22,239.38 |
22,070.65 |
|
| R3 |
22,204.16 |
22,156.14 |
22,047.76 |
|
| R2 |
22,120.92 |
22,120.92 |
22,040.13 |
|
| R1 |
22,072.90 |
22,072.90 |
22,032.50 |
22,055.29 |
| PP |
22,037.68 |
22,037.68 |
22,037.68 |
22,028.88 |
| S1 |
21,989.66 |
21,989.66 |
22,017.24 |
21,972.05 |
| S2 |
21,954.44 |
21,954.44 |
22,009.61 |
|
| S3 |
21,871.20 |
21,906.42 |
22,001.98 |
|
| S4 |
21,787.96 |
21,823.18 |
21,979.09 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,969.17 |
22,750.11 |
22,043.32 |
|
| R3 |
22,632.80 |
22,413.74 |
21,950.82 |
|
| R2 |
22,296.43 |
22,296.43 |
21,919.99 |
|
| R1 |
22,077.37 |
22,077.37 |
21,889.15 |
22,018.72 |
| PP |
21,960.06 |
21,960.06 |
21,960.06 |
21,930.73 |
| S1 |
21,741.00 |
21,741.00 |
21,827.49 |
21,682.35 |
| S2 |
21,623.69 |
21,623.69 |
21,796.65 |
|
| S3 |
21,287.32 |
21,404.63 |
21,765.82 |
|
| S4 |
20,950.95 |
21,068.26 |
21,673.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,085.71 |
21,842.74 |
242.97 |
1.1% |
87.38 |
0.4% |
75% |
True |
False |
|
| 10 |
22,179.11 |
21,842.74 |
336.37 |
1.5% |
78.01 |
0.4% |
54% |
False |
False |
|
| 20 |
22,179.11 |
21,496.13 |
682.98 |
3.1% |
78.54 |
0.4% |
77% |
False |
False |
|
| 40 |
22,179.11 |
21,197.08 |
982.03 |
4.5% |
96.36 |
0.4% |
84% |
False |
False |
|
| 60 |
22,179.11 |
20,896.22 |
1,282.89 |
5.8% |
93.31 |
0.4% |
88% |
False |
False |
|
| 80 |
22,179.11 |
20,553.45 |
1,625.66 |
7.4% |
96.31 |
0.4% |
91% |
False |
False |
|
| 100 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
104.73 |
0.5% |
91% |
False |
False |
|
| 120 |
22,179.11 |
20,379.55 |
1,799.56 |
8.2% |
106.83 |
0.5% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,439.48 |
|
2.618 |
22,303.63 |
|
1.618 |
22,220.39 |
|
1.000 |
22,168.95 |
|
0.618 |
22,137.15 |
|
HIGH |
22,085.71 |
|
0.618 |
22,053.91 |
|
0.500 |
22,044.09 |
|
0.382 |
22,034.27 |
|
LOW |
22,002.47 |
|
0.618 |
21,951.03 |
|
1.000 |
21,919.23 |
|
1.618 |
21,867.79 |
|
2.618 |
21,784.55 |
|
4.250 |
21,648.70 |
|
|
| Fisher Pivots for day following 16-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
22,044.09 |
22,021.81 |
| PP |
22,037.68 |
22,018.74 |
| S1 |
22,031.28 |
22,015.68 |
|