Trading Metrics calculated at close of trading on 10-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,466 |
18,470 |
4 |
0.0% |
18,409 |
High |
18,522 |
18,513 |
-9 |
0.0% |
18,474 |
Low |
18,442 |
18,417 |
-25 |
-0.1% |
18,170 |
Close |
18,466 |
18,452 |
-14 |
-0.1% |
18,454 |
Range |
80 |
96 |
16 |
20.0% |
304 |
ATR |
149 |
145 |
-4 |
-2.5% |
0 |
Volume |
87,302 |
96,005 |
8,703 |
10.0% |
622,889 |
|
Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,749 |
18,696 |
18,505 |
|
R3 |
18,653 |
18,600 |
18,479 |
|
R2 |
18,557 |
18,557 |
18,470 |
|
R1 |
18,504 |
18,504 |
18,461 |
18,483 |
PP |
18,461 |
18,461 |
18,461 |
18,450 |
S1 |
18,408 |
18,408 |
18,443 |
18,387 |
S2 |
18,365 |
18,365 |
18,435 |
|
S3 |
18,269 |
18,312 |
18,426 |
|
S4 |
18,173 |
18,216 |
18,399 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,278 |
19,170 |
18,621 |
|
R3 |
18,974 |
18,866 |
18,538 |
|
R2 |
18,670 |
18,670 |
18,510 |
|
R1 |
18,562 |
18,562 |
18,482 |
18,616 |
PP |
18,366 |
18,366 |
18,366 |
18,393 |
S1 |
18,258 |
18,258 |
18,426 |
18,312 |
S2 |
18,062 |
18,062 |
18,398 |
|
S3 |
17,758 |
17,954 |
18,371 |
|
S4 |
17,454 |
17,650 |
18,287 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,522 |
18,251 |
271 |
1.5% |
107 |
0.6% |
74% |
False |
False |
98,904 |
10 |
18,522 |
18,170 |
352 |
1.9% |
127 |
0.7% |
80% |
False |
False |
116,154 |
20 |
18,565 |
18,170 |
395 |
2.1% |
127 |
0.7% |
71% |
False |
False |
117,614 |
40 |
18,565 |
16,961 |
1,604 |
8.7% |
188 |
1.0% |
93% |
False |
False |
147,024 |
60 |
18,565 |
16,961 |
1,604 |
8.7% |
178 |
1.0% |
93% |
False |
False |
108,604 |
80 |
18,565 |
16,961 |
1,604 |
8.7% |
175 |
0.9% |
93% |
False |
False |
81,479 |
100 |
18,565 |
16,961 |
1,604 |
8.7% |
167 |
0.9% |
93% |
False |
False |
65,202 |
120 |
18,565 |
16,220 |
2,345 |
12.7% |
162 |
0.9% |
95% |
False |
False |
54,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,921 |
2.618 |
18,764 |
1.618 |
18,668 |
1.000 |
18,609 |
0.618 |
18,572 |
HIGH |
18,513 |
0.618 |
18,476 |
0.500 |
18,465 |
0.382 |
18,454 |
LOW |
18,417 |
0.618 |
18,358 |
1.000 |
18,321 |
1.618 |
18,262 |
2.618 |
18,166 |
4.250 |
18,009 |
|
|
Fisher Pivots for day following 10-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,465 |
18,470 |
PP |
18,461 |
18,464 |
S1 |
18,456 |
18,458 |
|