Trading Metrics calculated at close of trading on 11-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,470 |
18,450 |
-20 |
-0.1% |
18,409 |
High |
18,513 |
18,594 |
81 |
0.4% |
18,474 |
Low |
18,417 |
18,433 |
16 |
0.1% |
18,170 |
Close |
18,452 |
18,565 |
113 |
0.6% |
18,454 |
Range |
96 |
161 |
65 |
67.7% |
304 |
ATR |
145 |
146 |
1 |
0.8% |
0 |
Volume |
96,005 |
111,156 |
15,151 |
15.8% |
622,889 |
|
Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,014 |
18,950 |
18,654 |
|
R3 |
18,853 |
18,789 |
18,609 |
|
R2 |
18,692 |
18,692 |
18,595 |
|
R1 |
18,628 |
18,628 |
18,580 |
18,660 |
PP |
18,531 |
18,531 |
18,531 |
18,547 |
S1 |
18,467 |
18,467 |
18,550 |
18,499 |
S2 |
18,370 |
18,370 |
18,536 |
|
S3 |
18,209 |
18,306 |
18,521 |
|
S4 |
18,048 |
18,145 |
18,477 |
|
|
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 |
18,594 |
18,273 |
321 |
1.7% |
122 |
0.7% |
91% |
True |
False |
100,374 |
10 |
18,594 |
18,170 |
424 |
2.3% |
127 |
0.7% |
93% |
True |
False |
114,093 |
20 |
18,594 |
18,170 |
424 |
2.3% |
125 |
0.7% |
93% |
True |
False |
115,729 |
40 |
18,594 |
16,961 |
1,633 |
8.8% |
188 |
1.0% |
98% |
True |
False |
145,146 |
60 |
18,594 |
16,961 |
1,633 |
8.8% |
176 |
0.9% |
98% |
True |
False |
110,453 |
80 |
18,594 |
16,961 |
1,633 |
8.8% |
175 |
0.9% |
98% |
True |
False |
82,867 |
100 |
18,594 |
16,961 |
1,633 |
8.8% |
167 |
0.9% |
98% |
True |
False |
66,313 |
120 |
18,594 |
16,220 |
2,374 |
12.8% |
163 |
0.9% |
99% |
True |
False |
55,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,278 |
2.618 |
19,016 |
1.618 |
18,855 |
1.000 |
18,755 |
0.618 |
18,694 |
HIGH |
18,594 |
0.618 |
18,533 |
0.500 |
18,514 |
0.382 |
18,495 |
LOW |
18,433 |
0.618 |
18,334 |
1.000 |
18,272 |
1.618 |
18,173 |
2.618 |
18,012 |
4.250 |
17,749 |
|
|
Fisher Pivots for day following 11-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,548 |
18,545 |
PP |
18,531 |
18,525 |
S1 |
18,514 |
18,506 |
|