Trading Metrics calculated at close of trading on 12-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,362 |
18,483 |
121 |
0.7% |
18,380 |
High |
18,500 |
18,484 |
-16 |
-0.1% |
18,500 |
Low |
18,351 |
18,392 |
41 |
0.2% |
18,336 |
Close |
18,476 |
18,437 |
-39 |
-0.2% |
18,437 |
Range |
149 |
92 |
-57 |
-38.3% |
164 |
ATR |
132 |
129 |
-3 |
-2.2% |
0 |
Volume |
155 |
106 |
-49 |
-31.6% |
480 |
|
Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,714 |
18,667 |
18,488 |
|
R3 |
18,622 |
18,575 |
18,462 |
|
R2 |
18,530 |
18,530 |
18,454 |
|
R1 |
18,483 |
18,483 |
18,446 |
18,461 |
PP |
18,438 |
18,438 |
18,438 |
18,426 |
S1 |
18,391 |
18,391 |
18,429 |
18,369 |
S2 |
18,346 |
18,346 |
18,420 |
|
S3 |
18,254 |
18,299 |
18,412 |
|
S4 |
18,162 |
18,207 |
18,387 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,916 |
18,841 |
18,527 |
|
R3 |
18,752 |
18,677 |
18,482 |
|
R2 |
18,588 |
18,588 |
18,467 |
|
R1 |
18,513 |
18,513 |
18,452 |
18,551 |
PP |
18,424 |
18,424 |
18,424 |
18,443 |
S1 |
18,349 |
18,349 |
18,422 |
18,387 |
S2 |
18,260 |
18,260 |
18,407 |
|
S3 |
18,096 |
18,185 |
18,392 |
|
S4 |
17,932 |
18,021 |
18,347 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,500 |
18,336 |
164 |
0.9% |
95 |
0.5% |
62% |
False |
False |
96 |
10 |
18,500 |
18,085 |
415 |
2.3% |
117 |
0.6% |
85% |
False |
False |
90 |
20 |
18,500 |
18,085 |
415 |
2.3% |
111 |
0.6% |
85% |
False |
False |
72 |
40 |
18,500 |
16,876 |
1,624 |
8.8% |
163 |
0.9% |
96% |
False |
False |
83 |
60 |
18,500 |
16,876 |
1,624 |
8.8% |
138 |
0.7% |
96% |
False |
False |
61 |
80 |
18,500 |
16,876 |
1,624 |
8.8% |
115 |
0.6% |
96% |
False |
False |
47 |
100 |
18,500 |
16,876 |
1,624 |
8.8% |
102 |
0.6% |
96% |
False |
False |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,875 |
2.618 |
18,725 |
1.618 |
18,633 |
1.000 |
18,576 |
0.618 |
18,541 |
HIGH |
18,484 |
0.618 |
18,449 |
0.500 |
18,438 |
0.382 |
18,427 |
LOW |
18,392 |
0.618 |
18,335 |
1.000 |
18,300 |
1.618 |
18,243 |
2.618 |
18,151 |
4.250 |
18,001 |
|
|
Fisher Pivots for day following 12-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,438 |
18,431 |
PP |
18,438 |
18,424 |
S1 |
18,437 |
18,418 |
|