Trading Metrics calculated at close of trading on 26-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,470 |
18,451 |
-19 |
-0.1% |
18,544 |
High |
18,485 |
18,554 |
69 |
0.4% |
18,615 |
Low |
18,406 |
18,311 |
-95 |
-0.5% |
18,311 |
Close |
18,448 |
18,380 |
-68 |
-0.4% |
18,380 |
Range |
79 |
243 |
164 |
207.6% |
304 |
ATR |
122 |
131 |
9 |
7.1% |
0 |
Volume |
116,870 |
193,964 |
77,094 |
66.0% |
675,254 |
|
Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,144 |
19,005 |
18,514 |
|
R3 |
18,901 |
18,762 |
18,447 |
|
R2 |
18,658 |
18,658 |
18,425 |
|
R1 |
18,519 |
18,519 |
18,402 |
18,467 |
PP |
18,415 |
18,415 |
18,415 |
18,389 |
S1 |
18,276 |
18,276 |
18,358 |
18,224 |
S2 |
18,172 |
18,172 |
18,336 |
|
S3 |
17,929 |
18,033 |
18,313 |
|
S4 |
17,686 |
17,790 |
18,246 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,347 |
19,168 |
18,547 |
|
R3 |
19,043 |
18,864 |
18,464 |
|
R2 |
18,739 |
18,739 |
18,436 |
|
R1 |
18,560 |
18,560 |
18,408 |
18,498 |
PP |
18,435 |
18,435 |
18,435 |
18,404 |
S1 |
18,256 |
18,256 |
18,352 |
18,194 |
S2 |
18,131 |
18,131 |
18,324 |
|
S3 |
17,827 |
17,952 |
18,297 |
|
S4 |
17,523 |
17,648 |
18,213 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,615 |
18,311 |
304 |
1.7% |
134 |
0.7% |
23% |
False |
True |
135,050 |
10 |
18,623 |
18,311 |
312 |
1.7% |
114 |
0.6% |
22% |
False |
True |
119,202 |
20 |
18,623 |
18,170 |
453 |
2.5% |
120 |
0.7% |
46% |
False |
False |
114,234 |
40 |
18,623 |
17,618 |
1,005 |
5.5% |
135 |
0.7% |
76% |
False |
False |
122,076 |
60 |
18,623 |
16,961 |
1,662 |
9.0% |
168 |
0.9% |
85% |
False |
False |
131,700 |
80 |
18,623 |
16,961 |
1,662 |
9.0% |
169 |
0.9% |
85% |
False |
False |
98,891 |
100 |
18,623 |
16,961 |
1,662 |
9.0% |
167 |
0.9% |
85% |
False |
False |
79,133 |
120 |
18,623 |
16,670 |
1,953 |
10.6% |
161 |
0.9% |
88% |
False |
False |
65,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,587 |
2.618 |
19,190 |
1.618 |
18,947 |
1.000 |
18,797 |
0.618 |
18,704 |
HIGH |
18,554 |
0.618 |
18,461 |
0.500 |
18,433 |
0.382 |
18,404 |
LOW |
18,311 |
0.618 |
18,161 |
1.000 |
18,068 |
1.618 |
17,918 |
2.618 |
17,675 |
4.250 |
17,278 |
|
|
Fisher Pivots for day following 26-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,433 |
18,433 |
PP |
18,415 |
18,415 |
S1 |
18,398 |
18,398 |
|