Trading Metrics calculated at close of trading on 31-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,407 |
18,348 |
-59 |
-0.3% |
18,450 |
High |
18,427 |
18,363 |
-64 |
-0.3% |
18,521 |
Low |
18,318 |
18,240 |
-78 |
-0.4% |
18,226 |
Close |
18,357 |
18,309 |
-48 |
-0.3% |
18,294 |
Range |
109 |
123 |
14 |
12.8% |
295 |
ATR |
122 |
122 |
0 |
0.0% |
0 |
Volume |
233 |
251 |
18 |
7.7% |
1,006 |
|
Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,673 |
18,614 |
18,377 |
|
R3 |
18,550 |
18,491 |
18,343 |
|
R2 |
18,427 |
18,427 |
18,332 |
|
R1 |
18,368 |
18,368 |
18,320 |
18,336 |
PP |
18,304 |
18,304 |
18,304 |
18,288 |
S1 |
18,245 |
18,245 |
18,298 |
18,213 |
S2 |
18,181 |
18,181 |
18,287 |
|
S3 |
18,058 |
18,122 |
18,275 |
|
S4 |
17,935 |
17,999 |
18,241 |
|
|
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% |
137 |
0.7% |
35% |
False |
False |
280 |
10 |
18,521 |
18,226 |
295 |
1.6% |
118 |
0.6% |
28% |
False |
False |
211 |
20 |
18,535 |
18,165 |
370 |
2.0% |
109 |
0.6% |
39% |
False |
False |
174 |
40 |
18,535 |
17,642 |
893 |
4.9% |
120 |
0.7% |
75% |
False |
False |
125 |
60 |
18,535 |
16,876 |
1,659 |
9.1% |
147 |
0.8% |
86% |
False |
False |
104 |
80 |
18,535 |
16,876 |
1,659 |
9.1% |
127 |
0.7% |
86% |
False |
False |
81 |
100 |
18,535 |
16,876 |
1,659 |
9.1% |
111 |
0.6% |
86% |
False |
False |
66 |
120 |
18,535 |
16,876 |
1,659 |
9.1% |
97 |
0.5% |
86% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,886 |
2.618 |
18,685 |
1.618 |
18,562 |
1.000 |
18,486 |
0.618 |
18,439 |
HIGH |
18,363 |
0.618 |
18,316 |
0.500 |
18,302 |
0.382 |
18,287 |
LOW |
18,240 |
0.618 |
18,164 |
1.000 |
18,117 |
1.618 |
18,041 |
2.618 |
17,918 |
4.250 |
17,717 |
|
|
Fisher Pivots for day following 31-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,307 |
18,334 |
PP |
18,304 |
18,325 |
S1 |
18,302 |
18,317 |
|