Trading Metrics calculated at close of trading on 29-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,365 |
18,275 |
-90 |
-0.5% |
18,450 |
High |
18,462 |
18,416 |
-46 |
-0.2% |
18,521 |
Low |
18,226 |
18,266 |
40 |
0.2% |
18,226 |
Close |
18,294 |
18,402 |
108 |
0.6% |
18,294 |
Range |
236 |
150 |
-86 |
-36.4% |
295 |
ATR |
121 |
123 |
2 |
1.7% |
0 |
Volume |
500 |
271 |
-229 |
-45.8% |
1,006 |
|
Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,811 |
18,757 |
18,485 |
|
R3 |
18,661 |
18,607 |
18,443 |
|
R2 |
18,511 |
18,511 |
18,430 |
|
R1 |
18,457 |
18,457 |
18,416 |
18,484 |
PP |
18,361 |
18,361 |
18,361 |
18,375 |
S1 |
18,307 |
18,307 |
18,388 |
18,334 |
S2 |
18,211 |
18,211 |
18,375 |
|
S3 |
18,061 |
18,157 |
18,361 |
|
S4 |
17,911 |
18,007 |
18,320 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,232 |
19,058 |
18,456 |
|
R3 |
18,937 |
18,763 |
18,375 |
|
R2 |
18,642 |
18,642 |
18,348 |
|
R1 |
18,468 |
18,468 |
18,321 |
18,408 |
PP |
18,347 |
18,347 |
18,347 |
18,317 |
S1 |
18,173 |
18,173 |
18,267 |
18,113 |
S2 |
18,052 |
18,052 |
18,240 |
|
S3 |
17,757 |
17,878 |
18,213 |
|
S4 |
17,462 |
17,583 |
18,132 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,521 |
18,226 |
295 |
1.6% |
133 |
0.7% |
60% |
False |
False |
234 |
10 |
18,521 |
18,226 |
295 |
1.6% |
114 |
0.6% |
60% |
False |
False |
182 |
20 |
18,535 |
18,085 |
450 |
2.4% |
111 |
0.6% |
70% |
False |
False |
155 |
40 |
18,535 |
17,535 |
1,000 |
5.4% |
124 |
0.7% |
87% |
False |
False |
117 |
60 |
18,535 |
16,876 |
1,659 |
9.0% |
145 |
0.8% |
92% |
False |
False |
97 |
80 |
18,535 |
16,876 |
1,659 |
9.0% |
125 |
0.7% |
92% |
False |
False |
75 |
100 |
18,535 |
16,876 |
1,659 |
9.0% |
110 |
0.6% |
92% |
False |
False |
61 |
120 |
18,535 |
16,763 |
1,772 |
9.6% |
96 |
0.5% |
92% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,054 |
2.618 |
18,809 |
1.618 |
18,659 |
1.000 |
18,566 |
0.618 |
18,509 |
HIGH |
18,416 |
0.618 |
18,359 |
0.500 |
18,341 |
0.382 |
18,323 |
LOW |
18,266 |
0.618 |
18,173 |
1.000 |
18,116 |
1.618 |
18,023 |
2.618 |
17,873 |
4.250 |
17,629 |
|
|
Fisher Pivots for day following 29-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,382 |
18,383 |
PP |
18,361 |
18,363 |
S1 |
18,341 |
18,344 |
|