Trading Metrics calculated at close of trading on 29-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,451 |
18,380 |
-71 |
-0.4% |
18,544 |
High |
18,554 |
18,503 |
-51 |
-0.3% |
18,615 |
Low |
18,311 |
18,352 |
41 |
0.2% |
18,311 |
Close |
18,380 |
18,489 |
109 |
0.6% |
18,380 |
Range |
243 |
151 |
-92 |
-37.9% |
304 |
ATR |
131 |
132 |
1 |
1.1% |
0 |
Volume |
193,964 |
105,443 |
-88,521 |
-45.6% |
675,254 |
|
Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,901 |
18,846 |
18,572 |
|
R3 |
18,750 |
18,695 |
18,531 |
|
R2 |
18,599 |
18,599 |
18,517 |
|
R1 |
18,544 |
18,544 |
18,503 |
18,572 |
PP |
18,448 |
18,448 |
18,448 |
18,462 |
S1 |
18,393 |
18,393 |
18,475 |
18,421 |
S2 |
18,297 |
18,297 |
18,461 |
|
S3 |
18,146 |
18,242 |
18,448 |
|
S4 |
17,995 |
18,091 |
18,406 |
|
|
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 |
1.6% |
140 |
0.8% |
59% |
False |
False |
127,766 |
10 |
18,615 |
18,311 |
304 |
1.6% |
119 |
0.6% |
59% |
False |
False |
121,679 |
20 |
18,623 |
18,170 |
453 |
2.5% |
119 |
0.6% |
70% |
False |
False |
113,031 |
40 |
18,623 |
17,618 |
1,005 |
5.4% |
136 |
0.7% |
87% |
False |
False |
121,825 |
60 |
18,623 |
16,961 |
1,662 |
9.0% |
168 |
0.9% |
92% |
False |
False |
133,442 |
80 |
18,623 |
16,961 |
1,662 |
9.0% |
169 |
0.9% |
92% |
False |
False |
100,208 |
100 |
18,623 |
16,961 |
1,662 |
9.0% |
166 |
0.9% |
92% |
False |
False |
80,186 |
120 |
18,623 |
16,670 |
1,953 |
10.6% |
162 |
0.9% |
93% |
False |
False |
66,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,145 |
2.618 |
18,898 |
1.618 |
18,747 |
1.000 |
18,654 |
0.618 |
18,596 |
HIGH |
18,503 |
0.618 |
18,445 |
0.500 |
18,428 |
0.382 |
18,410 |
LOW |
18,352 |
0.618 |
18,259 |
1.000 |
18,201 |
1.618 |
18,108 |
2.618 |
17,957 |
4.250 |
17,710 |
|
|
Fisher Pivots for day following 29-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,469 |
18,470 |
PP |
18,448 |
18,451 |
S1 |
18,428 |
18,433 |
|