Trading Metrics calculated at close of trading on 30-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,380 |
18,493 |
113 |
0.6% |
18,544 |
High |
18,503 |
18,515 |
12 |
0.1% |
18,615 |
Low |
18,352 |
18,401 |
49 |
0.3% |
18,311 |
Close |
18,489 |
18,444 |
-45 |
-0.2% |
18,380 |
Range |
151 |
114 |
-37 |
-24.5% |
304 |
ATR |
132 |
131 |
-1 |
-1.0% |
0 |
Volume |
105,443 |
114,677 |
9,234 |
8.8% |
675,254 |
|
Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,795 |
18,734 |
18,507 |
|
R3 |
18,681 |
18,620 |
18,475 |
|
R2 |
18,567 |
18,567 |
18,465 |
|
R1 |
18,506 |
18,506 |
18,455 |
18,480 |
PP |
18,453 |
18,453 |
18,453 |
18,440 |
S1 |
18,392 |
18,392 |
18,434 |
18,366 |
S2 |
18,339 |
18,339 |
18,423 |
|
S3 |
18,225 |
18,278 |
18,413 |
|
S4 |
18,111 |
18,164 |
18,381 |
|
|
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 |
18,554 |
18,311 |
243 |
1.3% |
141 |
0.8% |
55% |
False |
False |
128,567 |
10 |
18,615 |
18,311 |
304 |
1.6% |
123 |
0.7% |
44% |
False |
False |
122,799 |
20 |
18,623 |
18,188 |
435 |
2.4% |
115 |
0.6% |
59% |
False |
False |
110,821 |
40 |
18,623 |
17,618 |
1,005 |
5.4% |
132 |
0.7% |
82% |
False |
False |
120,921 |
60 |
18,623 |
16,961 |
1,662 |
9.0% |
167 |
0.9% |
89% |
False |
False |
135,300 |
80 |
18,623 |
16,961 |
1,662 |
9.0% |
168 |
0.9% |
89% |
False |
False |
101,640 |
100 |
18,623 |
16,961 |
1,662 |
9.0% |
166 |
0.9% |
89% |
False |
False |
81,331 |
120 |
18,623 |
16,900 |
1,723 |
9.3% |
161 |
0.9% |
90% |
False |
False |
67,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,000 |
2.618 |
18,814 |
1.618 |
18,700 |
1.000 |
18,629 |
0.618 |
18,586 |
HIGH |
18,515 |
0.618 |
18,472 |
0.500 |
18,458 |
0.382 |
18,445 |
LOW |
18,401 |
0.618 |
18,331 |
1.000 |
18,287 |
1.618 |
18,217 |
2.618 |
18,103 |
4.250 |
17,917 |
|
|
Fisher Pivots for day following 30-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,458 |
18,440 |
PP |
18,453 |
18,436 |
S1 |
18,449 |
18,433 |
|