Trading Metrics calculated at close of trading on 15-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,483 |
18,455 |
-28 |
-0.2% |
18,380 |
High |
18,484 |
18,535 |
51 |
0.3% |
18,500 |
Low |
18,392 |
18,455 |
63 |
0.3% |
18,336 |
Close |
18,437 |
18,492 |
55 |
0.3% |
18,437 |
Range |
92 |
80 |
-12 |
-13.0% |
164 |
ATR |
129 |
127 |
-2 |
-1.7% |
0 |
Volume |
106 |
494 |
388 |
366.0% |
480 |
|
Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,734 |
18,693 |
18,536 |
|
R3 |
18,654 |
18,613 |
18,514 |
|
R2 |
18,574 |
18,574 |
18,507 |
|
R1 |
18,533 |
18,533 |
18,499 |
18,554 |
PP |
18,494 |
18,494 |
18,494 |
18,504 |
S1 |
18,453 |
18,453 |
18,485 |
18,474 |
S2 |
18,414 |
18,414 |
18,477 |
|
S3 |
18,334 |
18,373 |
18,470 |
|
S4 |
18,254 |
18,293 |
18,448 |
|
|
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 |
18,535 |
18,336 |
199 |
1.1% |
98 |
0.5% |
78% |
True |
False |
172 |
10 |
18,535 |
18,085 |
450 |
2.4% |
108 |
0.6% |
90% |
True |
False |
128 |
20 |
18,535 |
18,085 |
450 |
2.4% |
112 |
0.6% |
90% |
True |
False |
94 |
40 |
18,535 |
16,876 |
1,659 |
9.0% |
161 |
0.9% |
97% |
True |
False |
94 |
60 |
18,535 |
16,876 |
1,659 |
9.0% |
138 |
0.7% |
97% |
True |
False |
69 |
80 |
18,535 |
16,876 |
1,659 |
9.0% |
116 |
0.6% |
97% |
True |
False |
53 |
100 |
18,535 |
16,876 |
1,659 |
9.0% |
103 |
0.6% |
97% |
True |
False |
43 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,875 |
2.618 |
18,745 |
1.618 |
18,665 |
1.000 |
18,615 |
0.618 |
18,585 |
HIGH |
18,535 |
0.618 |
18,505 |
0.500 |
18,495 |
0.382 |
18,486 |
LOW |
18,455 |
0.618 |
18,406 |
1.000 |
18,375 |
1.618 |
18,326 |
2.618 |
18,246 |
4.250 |
18,115 |
|
|
Fisher Pivots for day following 15-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,495 |
18,476 |
PP |
18,494 |
18,459 |
S1 |
18,493 |
18,443 |
|