Trading Metrics calculated at close of trading on 19-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,463 |
18,475 |
12 |
0.1% |
18,455 |
High |
18,487 |
18,480 |
-7 |
0.0% |
18,535 |
Low |
18,411 |
18,385 |
-26 |
-0.1% |
18,354 |
Close |
18,475 |
18,454 |
-21 |
-0.1% |
18,454 |
Range |
76 |
95 |
19 |
25.0% |
181 |
ATR |
120 |
118 |
-2 |
-1.5% |
0 |
Volume |
73 |
284 |
211 |
289.0% |
1,043 |
|
Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,725 |
18,684 |
18,506 |
|
R3 |
18,630 |
18,589 |
18,480 |
|
R2 |
18,535 |
18,535 |
18,472 |
|
R1 |
18,494 |
18,494 |
18,463 |
18,467 |
PP |
18,440 |
18,440 |
18,440 |
18,426 |
S1 |
18,399 |
18,399 |
18,445 |
18,372 |
S2 |
18,345 |
18,345 |
18,437 |
|
S3 |
18,250 |
18,304 |
18,428 |
|
S4 |
18,155 |
18,209 |
18,402 |
|
|
Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,991 |
18,903 |
18,554 |
|
R3 |
18,810 |
18,722 |
18,504 |
|
R2 |
18,629 |
18,629 |
18,487 |
|
R1 |
18,541 |
18,541 |
18,471 |
18,495 |
PP |
18,448 |
18,448 |
18,448 |
18,424 |
S1 |
18,360 |
18,360 |
18,438 |
18,314 |
S2 |
18,267 |
18,267 |
18,421 |
|
S3 |
18,086 |
18,179 |
18,404 |
|
S4 |
17,905 |
17,998 |
18,355 |
|
|
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% |
89 |
0.5% |
55% |
False |
False |
208 |
10 |
18,535 |
18,336 |
199 |
1.1% |
92 |
0.5% |
59% |
False |
False |
152 |
20 |
18,535 |
18,085 |
450 |
2.4% |
111 |
0.6% |
82% |
False |
False |
110 |
40 |
18,535 |
16,876 |
1,659 |
9.0% |
158 |
0.9% |
95% |
False |
False |
103 |
60 |
18,535 |
16,876 |
1,659 |
9.0% |
140 |
0.8% |
95% |
False |
False |
77 |
80 |
18,535 |
16,876 |
1,659 |
9.0% |
119 |
0.6% |
95% |
False |
False |
60 |
100 |
18,535 |
16,876 |
1,659 |
9.0% |
106 |
0.6% |
95% |
False |
False |
49 |
120 |
18,535 |
16,639 |
1,896 |
10.3% |
89 |
0.5% |
96% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,884 |
2.618 |
18,729 |
1.618 |
18,634 |
1.000 |
18,575 |
0.618 |
18,539 |
HIGH |
18,480 |
0.618 |
18,444 |
0.500 |
18,433 |
0.382 |
18,421 |
LOW |
18,385 |
0.618 |
18,326 |
1.000 |
18,290 |
1.618 |
18,231 |
2.618 |
18,136 |
4.250 |
17,981 |
|
|
Fisher Pivots for day following 19-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,447 |
18,443 |
PP |
18,440 |
18,432 |
S1 |
18,433 |
18,421 |
|