Trading Metrics calculated at close of trading on 17-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,501 |
18,463 |
-38 |
-0.2% |
18,380 |
High |
18,501 |
18,465 |
-36 |
-0.2% |
18,500 |
Low |
18,420 |
18,354 |
-66 |
-0.4% |
18,336 |
Close |
18,436 |
18,453 |
17 |
0.1% |
18,437 |
Range |
81 |
111 |
30 |
37.0% |
164 |
ATR |
124 |
123 |
-1 |
-0.7% |
0 |
Volume |
77 |
115 |
38 |
49.4% |
480 |
|
Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,757 |
18,716 |
18,514 |
|
R3 |
18,646 |
18,605 |
18,484 |
|
R2 |
18,535 |
18,535 |
18,473 |
|
R1 |
18,494 |
18,494 |
18,463 |
18,459 |
PP |
18,424 |
18,424 |
18,424 |
18,407 |
S1 |
18,383 |
18,383 |
18,443 |
18,348 |
S2 |
18,313 |
18,313 |
18,433 |
|
S3 |
18,202 |
18,272 |
18,423 |
|
S4 |
18,091 |
18,161 |
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 |
18,351 |
184 |
1.0% |
103 |
0.6% |
55% |
False |
False |
189 |
10 |
18,535 |
18,165 |
370 |
2.0% |
100 |
0.5% |
78% |
False |
False |
138 |
20 |
18,535 |
18,085 |
450 |
2.4% |
112 |
0.6% |
82% |
False |
False |
100 |
40 |
18,535 |
16,876 |
1,659 |
9.0% |
160 |
0.9% |
95% |
False |
False |
97 |
60 |
18,535 |
16,876 |
1,659 |
9.0% |
140 |
0.8% |
95% |
False |
False |
71 |
80 |
18,535 |
16,876 |
1,659 |
9.0% |
118 |
0.6% |
95% |
False |
False |
56 |
100 |
18,535 |
16,876 |
1,659 |
9.0% |
104 |
0.6% |
95% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,937 |
2.618 |
18,756 |
1.618 |
18,645 |
1.000 |
18,576 |
0.618 |
18,534 |
HIGH |
18,465 |
0.618 |
18,423 |
0.500 |
18,410 |
0.382 |
18,397 |
LOW |
18,354 |
0.618 |
18,286 |
1.000 |
18,243 |
1.618 |
18,175 |
2.618 |
18,064 |
4.250 |
17,882 |
|
|
Fisher Pivots for day following 17-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,439 |
18,450 |
PP |
18,424 |
18,447 |
S1 |
18,410 |
18,445 |
|