Trading Metrics calculated at close of trading on 30-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,275 |
18,407 |
132 |
0.7% |
18,450 |
High |
18,416 |
18,427 |
11 |
0.1% |
18,521 |
Low |
18,266 |
18,318 |
52 |
0.3% |
18,226 |
Close |
18,402 |
18,357 |
-45 |
-0.2% |
18,294 |
Range |
150 |
109 |
-41 |
-27.3% |
295 |
ATR |
123 |
122 |
-1 |
-0.8% |
0 |
Volume |
271 |
233 |
-38 |
-14.0% |
1,006 |
|
Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,694 |
18,635 |
18,417 |
|
R3 |
18,585 |
18,526 |
18,387 |
|
R2 |
18,476 |
18,476 |
18,377 |
|
R1 |
18,417 |
18,417 |
18,367 |
18,392 |
PP |
18,367 |
18,367 |
18,367 |
18,355 |
S1 |
18,308 |
18,308 |
18,347 |
18,283 |
S2 |
18,258 |
18,258 |
18,337 |
|
S3 |
18,149 |
18,199 |
18,327 |
|
S4 |
18,040 |
18,090 |
18,297 |
|
|
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 |
18,462 |
18,226 |
236 |
1.3% |
135 |
0.7% |
56% |
False |
False |
256 |
10 |
18,521 |
18,226 |
295 |
1.6% |
117 |
0.6% |
44% |
False |
False |
198 |
20 |
18,535 |
18,103 |
432 |
2.4% |
107 |
0.6% |
59% |
False |
False |
163 |
40 |
18,535 |
17,535 |
1,000 |
5.4% |
122 |
0.7% |
82% |
False |
False |
120 |
60 |
18,535 |
16,876 |
1,659 |
9.0% |
146 |
0.8% |
89% |
False |
False |
101 |
80 |
18,535 |
16,876 |
1,659 |
9.0% |
126 |
0.7% |
89% |
False |
False |
78 |
100 |
18,535 |
16,876 |
1,659 |
9.0% |
111 |
0.6% |
89% |
False |
False |
64 |
120 |
18,535 |
16,876 |
1,659 |
9.0% |
96 |
0.5% |
89% |
False |
False |
53 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,890 |
2.618 |
18,712 |
1.618 |
18,603 |
1.000 |
18,536 |
0.618 |
18,494 |
HIGH |
18,427 |
0.618 |
18,385 |
0.500 |
18,373 |
0.382 |
18,360 |
LOW |
18,318 |
0.618 |
18,251 |
1.000 |
18,209 |
1.618 |
18,142 |
2.618 |
18,033 |
4.250 |
17,855 |
|
|
Fisher Pivots for day following 30-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,373 |
18,353 |
PP |
18,367 |
18,348 |
S1 |
18,362 |
18,344 |
|