Trading Metrics calculated at close of trading on 12-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,450 |
18,565 |
115 |
0.6% |
18,458 |
High |
18,594 |
18,585 |
-9 |
0.0% |
18,594 |
Low |
18,433 |
18,486 |
53 |
0.3% |
18,417 |
Close |
18,565 |
18,523 |
-42 |
-0.2% |
18,523 |
Range |
161 |
99 |
-62 |
-38.5% |
177 |
ATR |
146 |
143 |
-3 |
-2.3% |
0 |
Volume |
111,156 |
90,678 |
-20,478 |
-18.4% |
469,779 |
|
Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,828 |
18,775 |
18,578 |
|
R3 |
18,729 |
18,676 |
18,550 |
|
R2 |
18,630 |
18,630 |
18,541 |
|
R1 |
18,577 |
18,577 |
18,532 |
18,554 |
PP |
18,531 |
18,531 |
18,531 |
18,520 |
S1 |
18,478 |
18,478 |
18,514 |
18,455 |
S2 |
18,432 |
18,432 |
18,505 |
|
S3 |
18,333 |
18,379 |
18,496 |
|
S4 |
18,234 |
18,280 |
18,469 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,042 |
18,960 |
18,620 |
|
R3 |
18,865 |
18,783 |
18,572 |
|
R2 |
18,688 |
18,688 |
18,556 |
|
R1 |
18,606 |
18,606 |
18,539 |
18,647 |
PP |
18,511 |
18,511 |
18,511 |
18,532 |
S1 |
18,429 |
18,429 |
18,507 |
18,470 |
S2 |
18,334 |
18,334 |
18,491 |
|
S3 |
18,157 |
18,252 |
18,474 |
|
S4 |
17,980 |
18,075 |
18,426 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,594 |
18,417 |
177 |
1.0% |
102 |
0.5% |
60% |
False |
False |
93,955 |
10 |
18,594 |
18,170 |
424 |
2.3% |
126 |
0.7% |
83% |
False |
False |
109,266 |
20 |
18,594 |
18,170 |
424 |
2.3% |
123 |
0.7% |
83% |
False |
False |
113,810 |
40 |
18,594 |
16,961 |
1,633 |
8.8% |
183 |
1.0% |
96% |
False |
False |
141,946 |
60 |
18,594 |
16,961 |
1,633 |
8.8% |
174 |
0.9% |
96% |
False |
False |
111,954 |
80 |
18,594 |
16,961 |
1,633 |
8.8% |
174 |
0.9% |
96% |
False |
False |
83,999 |
100 |
18,594 |
16,961 |
1,633 |
8.8% |
168 |
0.9% |
96% |
False |
False |
67,220 |
120 |
18,594 |
16,270 |
2,324 |
12.5% |
163 |
0.9% |
97% |
False |
False |
56,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,006 |
2.618 |
18,844 |
1.618 |
18,745 |
1.000 |
18,684 |
0.618 |
18,646 |
HIGH |
18,585 |
0.618 |
18,547 |
0.500 |
18,536 |
0.382 |
18,524 |
LOW |
18,486 |
0.618 |
18,425 |
1.000 |
18,387 |
1.618 |
18,326 |
2.618 |
18,227 |
4.250 |
18,065 |
|
|
Fisher Pivots for day following 12-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,536 |
18,517 |
PP |
18,531 |
18,511 |
S1 |
18,527 |
18,506 |
|