Trading Metrics calculated at close of trading on 25-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,450 |
18,371 |
-79 |
-0.4% |
18,455 |
High |
18,454 |
18,393 |
-61 |
-0.3% |
18,535 |
Low |
18,343 |
18,326 |
-17 |
-0.1% |
18,354 |
Close |
18,384 |
18,360 |
-24 |
-0.1% |
18,454 |
Range |
111 |
67 |
-44 |
-39.6% |
181 |
ATR |
116 |
112 |
-3 |
-3.0% |
0 |
Volume |
135 |
145 |
10 |
7.4% |
1,043 |
|
Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,561 |
18,527 |
18,397 |
|
R3 |
18,494 |
18,460 |
18,379 |
|
R2 |
18,427 |
18,427 |
18,372 |
|
R1 |
18,393 |
18,393 |
18,366 |
18,377 |
PP |
18,360 |
18,360 |
18,360 |
18,351 |
S1 |
18,326 |
18,326 |
18,354 |
18,310 |
S2 |
18,293 |
18,293 |
18,348 |
|
S3 |
18,226 |
18,259 |
18,342 |
|
S4 |
18,159 |
18,192 |
18,323 |
|
|
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 |
18,326 |
195 |
1.1% |
98 |
0.5% |
17% |
False |
True |
158 |
10 |
18,535 |
18,326 |
209 |
1.1% |
93 |
0.5% |
16% |
False |
True |
165 |
20 |
18,535 |
18,085 |
450 |
2.5% |
105 |
0.6% |
61% |
False |
False |
125 |
40 |
18,535 |
17,466 |
1,069 |
5.8% |
124 |
0.7% |
84% |
False |
False |
101 |
60 |
18,535 |
16,876 |
1,659 |
9.0% |
140 |
0.8% |
89% |
False |
False |
84 |
80 |
18,535 |
16,876 |
1,659 |
9.0% |
121 |
0.7% |
89% |
False |
False |
65 |
100 |
18,535 |
16,876 |
1,659 |
9.0% |
108 |
0.6% |
89% |
False |
False |
54 |
120 |
18,535 |
16,745 |
1,790 |
9.7% |
92 |
0.5% |
90% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,678 |
2.618 |
18,569 |
1.618 |
18,502 |
1.000 |
18,460 |
0.618 |
18,435 |
HIGH |
18,393 |
0.618 |
18,368 |
0.500 |
18,360 |
0.382 |
18,352 |
LOW |
18,326 |
0.618 |
18,285 |
1.000 |
18,259 |
1.618 |
18,218 |
2.618 |
18,151 |
4.250 |
18,041 |
|
|
Fisher Pivots for day following 25-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,360 |
18,424 |
PP |
18,360 |
18,402 |
S1 |
18,360 |
18,381 |
|