Trading Metrics calculated at close of trading on 23-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,450 |
18,420 |
-30 |
-0.2% |
18,455 |
High |
18,470 |
18,521 |
51 |
0.3% |
18,535 |
Low |
18,357 |
18,420 |
63 |
0.3% |
18,354 |
Close |
18,432 |
18,443 |
11 |
0.1% |
18,454 |
Range |
113 |
101 |
-12 |
-10.6% |
181 |
ATR |
117 |
116 |
-1 |
-1.0% |
0 |
Volume |
105 |
121 |
16 |
15.2% |
1,043 |
|
Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,764 |
18,705 |
18,499 |
|
R3 |
18,663 |
18,604 |
18,471 |
|
R2 |
18,562 |
18,562 |
18,462 |
|
R1 |
18,503 |
18,503 |
18,452 |
18,533 |
PP |
18,461 |
18,461 |
18,461 |
18,476 |
S1 |
18,402 |
18,402 |
18,434 |
18,432 |
S2 |
18,360 |
18,360 |
18,425 |
|
S3 |
18,259 |
18,301 |
18,415 |
|
S4 |
18,158 |
18,200 |
18,388 |
|
|
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 |
18,521 |
18,354 |
167 |
0.9% |
99 |
0.5% |
53% |
True |
False |
139 |
10 |
18,535 |
18,336 |
199 |
1.1% |
98 |
0.5% |
54% |
False |
False |
158 |
20 |
18,535 |
18,085 |
450 |
2.4% |
108 |
0.6% |
80% |
False |
False |
117 |
40 |
18,535 |
16,930 |
1,605 |
8.7% |
137 |
0.7% |
94% |
False |
False |
100 |
60 |
18,535 |
16,876 |
1,659 |
9.0% |
141 |
0.8% |
94% |
False |
False |
80 |
80 |
18,535 |
16,876 |
1,659 |
9.0% |
121 |
0.7% |
94% |
False |
False |
62 |
100 |
18,535 |
16,876 |
1,659 |
9.0% |
107 |
0.6% |
94% |
False |
False |
51 |
120 |
18,535 |
16,738 |
1,797 |
9.7% |
91 |
0.5% |
95% |
False |
False |
43 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,950 |
2.618 |
18,786 |
1.618 |
18,685 |
1.000 |
18,622 |
0.618 |
18,584 |
HIGH |
18,521 |
0.618 |
18,483 |
0.500 |
18,471 |
0.382 |
18,459 |
LOW |
18,420 |
0.618 |
18,358 |
1.000 |
18,319 |
1.618 |
18,257 |
2.618 |
18,156 |
4.250 |
17,991 |
|
|
Fisher Pivots for day following 23-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,471 |
18,442 |
PP |
18,461 |
18,440 |
S1 |
18,452 |
18,439 |
|