Trading Metrics calculated at close of trading on 22-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,566 |
18,544 |
-22 |
-0.1% |
18,533 |
High |
18,576 |
18,561 |
-15 |
-0.1% |
18,623 |
Low |
18,469 |
18,442 |
-27 |
-0.1% |
18,443 |
Close |
18,540 |
18,519 |
-21 |
-0.1% |
18,540 |
Range |
107 |
119 |
12 |
11.2% |
180 |
ATR |
128 |
127 |
-1 |
-0.5% |
0 |
Volume |
112,215 |
141,866 |
29,651 |
26.4% |
516,772 |
|
Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,864 |
18,811 |
18,585 |
|
R3 |
18,745 |
18,692 |
18,552 |
|
R2 |
18,626 |
18,626 |
18,541 |
|
R1 |
18,573 |
18,573 |
18,530 |
18,540 |
PP |
18,507 |
18,507 |
18,507 |
18,491 |
S1 |
18,454 |
18,454 |
18,508 |
18,421 |
S2 |
18,388 |
18,388 |
18,497 |
|
S3 |
18,269 |
18,335 |
18,486 |
|
S4 |
18,150 |
18,216 |
18,454 |
|
|
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 |
18,589 |
18,442 |
147 |
0.8% |
99 |
0.5% |
52% |
False |
True |
115,592 |
10 |
18,623 |
18,417 |
206 |
1.1% |
103 |
0.6% |
50% |
False |
False |
104,377 |
20 |
18,623 |
18,170 |
453 |
2.4% |
119 |
0.6% |
77% |
False |
False |
115,235 |
40 |
18,623 |
16,961 |
1,662 |
9.0% |
155 |
0.8% |
94% |
False |
False |
129,530 |
60 |
18,623 |
16,961 |
1,662 |
9.0% |
168 |
0.9% |
94% |
False |
False |
122,837 |
80 |
18,623 |
16,961 |
1,662 |
9.0% |
171 |
0.9% |
94% |
False |
False |
92,229 |
100 |
18,623 |
16,961 |
1,662 |
9.0% |
167 |
0.9% |
94% |
False |
False |
73,802 |
120 |
18,623 |
16,650 |
1,973 |
10.7% |
160 |
0.9% |
95% |
False |
False |
61,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,067 |
2.618 |
18,873 |
1.618 |
18,754 |
1.000 |
18,680 |
0.618 |
18,635 |
HIGH |
18,561 |
0.618 |
18,516 |
0.500 |
18,502 |
0.382 |
18,488 |
LOW |
18,442 |
0.618 |
18,369 |
1.000 |
18,323 |
1.618 |
18,250 |
2.618 |
18,131 |
4.250 |
17,936 |
|
|
Fisher Pivots for day following 22-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,513 |
18,516 |
PP |
18,507 |
18,512 |
S1 |
18,502 |
18,509 |
|