Trading Metrics calculated at close of trading on 31-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,493 |
18,453 |
-40 |
-0.2% |
18,544 |
High |
18,515 |
18,454 |
-61 |
-0.3% |
18,615 |
Low |
18,401 |
18,324 |
-77 |
-0.4% |
18,311 |
Close |
18,444 |
18,395 |
-49 |
-0.3% |
18,380 |
Range |
114 |
130 |
16 |
14.0% |
304 |
ATR |
131 |
131 |
0 |
-0.1% |
0 |
Volume |
114,677 |
132,594 |
17,917 |
15.6% |
675,254 |
|
Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,781 |
18,718 |
18,467 |
|
R3 |
18,651 |
18,588 |
18,431 |
|
R2 |
18,521 |
18,521 |
18,419 |
|
R1 |
18,458 |
18,458 |
18,407 |
18,425 |
PP |
18,391 |
18,391 |
18,391 |
18,374 |
S1 |
18,328 |
18,328 |
18,383 |
18,295 |
S2 |
18,261 |
18,261 |
18,371 |
|
S3 |
18,131 |
18,198 |
18,359 |
|
S4 |
18,001 |
18,068 |
18,324 |
|
|
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% |
144 |
0.8% |
35% |
False |
False |
132,709 |
10 |
18,615 |
18,311 |
304 |
1.7% |
124 |
0.7% |
28% |
False |
False |
123,261 |
20 |
18,623 |
18,251 |
372 |
2.0% |
117 |
0.6% |
39% |
False |
False |
112,054 |
40 |
18,623 |
17,726 |
897 |
4.9% |
130 |
0.7% |
75% |
False |
False |
119,753 |
60 |
18,623 |
16,961 |
1,662 |
9.0% |
167 |
0.9% |
86% |
False |
False |
137,453 |
80 |
18,623 |
16,961 |
1,662 |
9.0% |
168 |
0.9% |
86% |
False |
False |
103,296 |
100 |
18,623 |
16,961 |
1,662 |
9.0% |
165 |
0.9% |
86% |
False |
False |
82,656 |
120 |
18,623 |
16,950 |
1,673 |
9.1% |
160 |
0.9% |
86% |
False |
False |
68,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,007 |
2.618 |
18,794 |
1.618 |
18,664 |
1.000 |
18,584 |
0.618 |
18,534 |
HIGH |
18,454 |
0.618 |
18,404 |
0.500 |
18,389 |
0.382 |
18,374 |
LOW |
18,324 |
0.618 |
18,244 |
1.000 |
18,194 |
1.618 |
18,114 |
2.618 |
17,984 |
4.250 |
17,772 |
|
|
Fisher Pivots for day following 31-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,393 |
18,420 |
PP |
18,391 |
18,411 |
S1 |
18,389 |
18,403 |
|