Trading Metrics calculated at close of trading on 11-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,363 |
18,362 |
-1 |
0.0% |
18,333 |
High |
18,418 |
18,500 |
82 |
0.4% |
18,373 |
Low |
18,336 |
18,351 |
15 |
0.1% |
18,085 |
Close |
18,360 |
18,476 |
116 |
0.6% |
18,356 |
Range |
82 |
149 |
67 |
81.7% |
288 |
ATR |
131 |
132 |
1 |
1.0% |
0 |
Volume |
55 |
155 |
100 |
181.8% |
428 |
|
Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,889 |
18,832 |
18,558 |
|
R3 |
18,740 |
18,683 |
18,517 |
|
R2 |
18,591 |
18,591 |
18,503 |
|
R1 |
18,534 |
18,534 |
18,490 |
18,563 |
PP |
18,442 |
18,442 |
18,442 |
18,457 |
S1 |
18,385 |
18,385 |
18,462 |
18,414 |
S2 |
18,293 |
18,293 |
18,449 |
|
S3 |
18,144 |
18,236 |
18,435 |
|
S4 |
17,995 |
18,087 |
18,394 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,135 |
19,034 |
18,515 |
|
R3 |
18,847 |
18,746 |
18,435 |
|
R2 |
18,559 |
18,559 |
18,409 |
|
R1 |
18,458 |
18,458 |
18,383 |
18,509 |
PP |
18,271 |
18,271 |
18,271 |
18,297 |
S1 |
18,170 |
18,170 |
18,330 |
18,221 |
S2 |
17,983 |
17,983 |
18,303 |
|
S3 |
17,695 |
17,882 |
18,277 |
|
S4 |
17,407 |
17,594 |
18,198 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,500 |
18,195 |
305 |
1.7% |
112 |
0.6% |
92% |
True |
False |
102 |
10 |
18,500 |
18,085 |
415 |
2.2% |
118 |
0.6% |
94% |
True |
False |
86 |
20 |
18,500 |
18,085 |
415 |
2.2% |
112 |
0.6% |
94% |
True |
False |
75 |
40 |
18,500 |
16,876 |
1,624 |
8.8% |
166 |
0.9% |
99% |
True |
False |
81 |
60 |
18,500 |
16,876 |
1,624 |
8.8% |
138 |
0.7% |
99% |
True |
False |
59 |
80 |
18,500 |
16,876 |
1,624 |
8.8% |
114 |
0.6% |
99% |
True |
False |
46 |
100 |
18,500 |
16,876 |
1,624 |
8.8% |
101 |
0.5% |
99% |
True |
False |
37 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,133 |
2.618 |
18,890 |
1.618 |
18,741 |
1.000 |
18,649 |
0.618 |
18,592 |
HIGH |
18,500 |
0.618 |
18,443 |
0.500 |
18,426 |
0.382 |
18,408 |
LOW |
18,351 |
0.618 |
18,259 |
1.000 |
18,202 |
1.618 |
18,110 |
2.618 |
17,961 |
4.250 |
17,718 |
|
|
Fisher Pivots for day following 11-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,459 |
18,457 |
PP |
18,442 |
18,437 |
S1 |
18,426 |
18,418 |
|