Trading Metrics calculated at close of trading on 19-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,552 |
18,566 |
14 |
0.1% |
18,533 |
High |
18,575 |
18,576 |
1 |
0.0% |
18,623 |
Low |
18,505 |
18,469 |
-36 |
-0.2% |
18,443 |
Close |
18,565 |
18,540 |
-25 |
-0.1% |
18,540 |
Range |
70 |
107 |
37 |
52.9% |
180 |
ATR |
130 |
128 |
-2 |
-1.3% |
0 |
Volume |
92,435 |
112,215 |
19,780 |
21.4% |
516,772 |
|
Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,849 |
18,802 |
18,599 |
|
R3 |
18,742 |
18,695 |
18,570 |
|
R2 |
18,635 |
18,635 |
18,560 |
|
R1 |
18,588 |
18,588 |
18,550 |
18,558 |
PP |
18,528 |
18,528 |
18,528 |
18,514 |
S1 |
18,481 |
18,481 |
18,530 |
18,451 |
S2 |
18,421 |
18,421 |
18,521 |
|
S3 |
18,314 |
18,374 |
18,511 |
|
S4 |
18,207 |
18,267 |
18,481 |
|
|
Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,075 |
18,988 |
18,639 |
|
R3 |
18,895 |
18,808 |
18,590 |
|
R2 |
18,715 |
18,715 |
18,573 |
|
R1 |
18,628 |
18,628 |
18,557 |
18,672 |
PP |
18,535 |
18,535 |
18,535 |
18,557 |
S1 |
18,448 |
18,448 |
18,524 |
18,492 |
S2 |
18,355 |
18,355 |
18,507 |
|
S3 |
18,175 |
18,268 |
18,491 |
|
S4 |
17,995 |
18,088 |
18,441 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,623 |
18,443 |
180 |
1.0% |
95 |
0.5% |
54% |
False |
False |
103,354 |
10 |
18,623 |
18,417 |
206 |
1.1% |
98 |
0.5% |
60% |
False |
False |
98,655 |
20 |
18,623 |
18,170 |
453 |
2.4% |
120 |
0.6% |
82% |
False |
False |
113,378 |
40 |
18,623 |
16,961 |
1,662 |
9.0% |
173 |
0.9% |
95% |
False |
False |
136,992 |
60 |
18,623 |
16,961 |
1,662 |
9.0% |
168 |
0.9% |
95% |
False |
False |
120,530 |
80 |
18,623 |
16,961 |
1,662 |
9.0% |
172 |
0.9% |
95% |
False |
False |
90,456 |
100 |
18,623 |
16,961 |
1,662 |
9.0% |
167 |
0.9% |
95% |
False |
False |
72,385 |
120 |
18,623 |
16,599 |
2,024 |
10.9% |
160 |
0.9% |
96% |
False |
False |
60,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,031 |
2.618 |
18,856 |
1.618 |
18,749 |
1.000 |
18,683 |
0.618 |
18,642 |
HIGH |
18,576 |
0.618 |
18,535 |
0.500 |
18,523 |
0.382 |
18,510 |
LOW |
18,469 |
0.618 |
18,403 |
1.000 |
18,362 |
1.618 |
18,296 |
2.618 |
18,189 |
4.250 |
18,014 |
|
|
Fisher Pivots for day following 19-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,534 |
18,530 |
PP |
18,528 |
18,520 |
S1 |
18,523 |
18,510 |
|