Trading Metrics calculated at close of trading on 22-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,475 |
18,450 |
-25 |
-0.1% |
18,455 |
High |
18,480 |
18,470 |
-10 |
-0.1% |
18,535 |
Low |
18,385 |
18,357 |
-28 |
-0.2% |
18,354 |
Close |
18,454 |
18,432 |
-22 |
-0.1% |
18,454 |
Range |
95 |
113 |
18 |
18.9% |
181 |
ATR |
118 |
117 |
0 |
-0.3% |
0 |
Volume |
284 |
105 |
-179 |
-63.0% |
1,043 |
|
Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,759 |
18,708 |
18,494 |
|
R3 |
18,646 |
18,595 |
18,463 |
|
R2 |
18,533 |
18,533 |
18,453 |
|
R1 |
18,482 |
18,482 |
18,442 |
18,451 |
PP |
18,420 |
18,420 |
18,420 |
18,404 |
S1 |
18,369 |
18,369 |
18,422 |
18,338 |
S2 |
18,307 |
18,307 |
18,411 |
|
S3 |
18,194 |
18,256 |
18,401 |
|
S4 |
18,081 |
18,143 |
18,370 |
|
|
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 |
18,501 |
18,354 |
147 |
0.8% |
95 |
0.5% |
53% |
False |
False |
130 |
10 |
18,535 |
18,336 |
199 |
1.1% |
97 |
0.5% |
48% |
False |
False |
151 |
20 |
18,535 |
18,085 |
450 |
2.4% |
110 |
0.6% |
77% |
False |
False |
114 |
40 |
18,535 |
16,876 |
1,659 |
9.0% |
141 |
0.8% |
94% |
False |
False |
102 |
60 |
18,535 |
16,876 |
1,659 |
9.0% |
140 |
0.8% |
94% |
False |
False |
78 |
80 |
18,535 |
16,876 |
1,659 |
9.0% |
120 |
0.7% |
94% |
False |
False |
61 |
100 |
18,535 |
16,876 |
1,659 |
9.0% |
107 |
0.6% |
94% |
False |
False |
50 |
120 |
18,535 |
16,690 |
1,845 |
10.0% |
90 |
0.5% |
94% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,950 |
2.618 |
18,766 |
1.618 |
18,653 |
1.000 |
18,583 |
0.618 |
18,540 |
HIGH |
18,470 |
0.618 |
18,427 |
0.500 |
18,414 |
0.382 |
18,400 |
LOW |
18,357 |
0.618 |
18,287 |
1.000 |
18,244 |
1.618 |
18,174 |
2.618 |
18,061 |
4.250 |
17,877 |
|
|
Fisher Pivots for day following 22-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,426 |
18,429 |
PP |
18,420 |
18,425 |
S1 |
18,414 |
18,422 |
|