Trading Metrics calculated at close of trading on 18-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,463 |
18,463 |
0 |
0.0% |
18,380 |
High |
18,465 |
18,487 |
22 |
0.1% |
18,500 |
Low |
18,354 |
18,411 |
57 |
0.3% |
18,336 |
Close |
18,453 |
18,475 |
22 |
0.1% |
18,437 |
Range |
111 |
76 |
-35 |
-31.5% |
164 |
ATR |
123 |
120 |
-3 |
-2.7% |
0 |
Volume |
115 |
73 |
-42 |
-36.5% |
480 |
|
Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,686 |
18,656 |
18,517 |
|
R3 |
18,610 |
18,580 |
18,496 |
|
R2 |
18,534 |
18,534 |
18,489 |
|
R1 |
18,504 |
18,504 |
18,482 |
18,519 |
PP |
18,458 |
18,458 |
18,458 |
18,465 |
S1 |
18,428 |
18,428 |
18,468 |
18,443 |
S2 |
18,382 |
18,382 |
18,461 |
|
S3 |
18,306 |
18,352 |
18,454 |
|
S4 |
18,230 |
18,276 |
18,433 |
|
|
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 |
18,354 |
181 |
1.0% |
88 |
0.5% |
67% |
False |
False |
173 |
10 |
18,535 |
18,195 |
340 |
1.8% |
100 |
0.5% |
82% |
False |
False |
137 |
20 |
18,535 |
18,085 |
450 |
2.4% |
109 |
0.6% |
87% |
False |
False |
98 |
40 |
18,535 |
16,876 |
1,659 |
9.0% |
160 |
0.9% |
96% |
False |
False |
99 |
60 |
18,535 |
16,876 |
1,659 |
9.0% |
140 |
0.8% |
96% |
False |
False |
72 |
80 |
18,535 |
16,876 |
1,659 |
9.0% |
119 |
0.6% |
96% |
False |
False |
57 |
100 |
18,535 |
16,876 |
1,659 |
9.0% |
105 |
0.6% |
96% |
False |
False |
46 |
120 |
18,535 |
16,620 |
1,915 |
10.4% |
88 |
0.5% |
97% |
False |
False |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,810 |
2.618 |
18,686 |
1.618 |
18,610 |
1.000 |
18,563 |
0.618 |
18,534 |
HIGH |
18,487 |
0.618 |
18,458 |
0.500 |
18,449 |
0.382 |
18,440 |
LOW |
18,411 |
0.618 |
18,364 |
1.000 |
18,335 |
1.618 |
18,288 |
2.618 |
18,212 |
4.250 |
18,088 |
|
|
Fisher Pivots for day following 18-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,466 |
18,459 |
PP |
18,458 |
18,443 |
S1 |
18,449 |
18,428 |
|