Trading Metrics calculated at close of trading on 16-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,455 |
18,501 |
46 |
0.2% |
18,380 |
High |
18,535 |
18,501 |
-34 |
-0.2% |
18,500 |
Low |
18,455 |
18,420 |
-35 |
-0.2% |
18,336 |
Close |
18,492 |
18,436 |
-56 |
-0.3% |
18,437 |
Range |
80 |
81 |
1 |
1.3% |
164 |
ATR |
127 |
124 |
-3 |
-2.6% |
0 |
Volume |
494 |
77 |
-417 |
-84.4% |
480 |
|
Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,695 |
18,647 |
18,481 |
|
R3 |
18,614 |
18,566 |
18,458 |
|
R2 |
18,533 |
18,533 |
18,451 |
|
R1 |
18,485 |
18,485 |
18,444 |
18,469 |
PP |
18,452 |
18,452 |
18,452 |
18,444 |
S1 |
18,404 |
18,404 |
18,429 |
18,388 |
S2 |
18,371 |
18,371 |
18,421 |
|
S3 |
18,290 |
18,323 |
18,414 |
|
S4 |
18,209 |
18,242 |
18,392 |
|
|
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% |
97 |
0.5% |
50% |
False |
False |
177 |
10 |
18,535 |
18,103 |
432 |
2.3% |
97 |
0.5% |
77% |
False |
False |
129 |
20 |
18,535 |
18,085 |
450 |
2.4% |
110 |
0.6% |
78% |
False |
False |
97 |
40 |
18,535 |
16,876 |
1,659 |
9.0% |
159 |
0.9% |
94% |
False |
False |
95 |
60 |
18,535 |
16,876 |
1,659 |
9.0% |
139 |
0.8% |
94% |
False |
False |
70 |
80 |
18,535 |
16,876 |
1,659 |
9.0% |
117 |
0.6% |
94% |
False |
False |
54 |
100 |
18,535 |
16,876 |
1,659 |
9.0% |
103 |
0.6% |
94% |
False |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,845 |
2.618 |
18,713 |
1.618 |
18,632 |
1.000 |
18,582 |
0.618 |
18,551 |
HIGH |
18,501 |
0.618 |
18,470 |
0.500 |
18,461 |
0.382 |
18,451 |
LOW |
18,420 |
0.618 |
18,370 |
1.000 |
18,339 |
1.618 |
18,289 |
2.618 |
18,208 |
4.250 |
18,076 |
|
|
Fisher Pivots for day following 16-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,461 |
18,464 |
PP |
18,452 |
18,454 |
S1 |
18,444 |
18,445 |
|