Trading Metrics calculated at close of trading on 09-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,540.65 |
18,538.05 |
-2.60 |
0.0% |
18,434.50 |
High |
18,569.31 |
18,585.32 |
16.01 |
0.1% |
18,543.53 |
Low |
18,502.03 |
18,507.75 |
5.72 |
0.0% |
18,247.79 |
Close |
18,529.29 |
18,533.05 |
3.76 |
0.0% |
18,543.53 |
Range |
67.28 |
77.57 |
10.29 |
15.3% |
295.74 |
ATR |
129.06 |
125.39 |
-3.68 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,774.75 |
18,731.47 |
18,575.71 |
|
R3 |
18,697.18 |
18,653.90 |
18,554.38 |
|
R2 |
18,619.61 |
18,619.61 |
18,547.27 |
|
R1 |
18,576.33 |
18,576.33 |
18,540.16 |
18,559.19 |
PP |
18,542.04 |
18,542.04 |
18,542.04 |
18,533.47 |
S1 |
18,498.76 |
18,498.76 |
18,525.94 |
18,481.62 |
S2 |
18,464.47 |
18,464.47 |
18,518.83 |
|
S3 |
18,386.90 |
18,421.19 |
18,511.72 |
|
S4 |
18,309.33 |
18,343.62 |
18,490.39 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,332.17 |
19,233.59 |
18,706.19 |
|
R3 |
19,036.43 |
18,937.85 |
18,624.86 |
|
R2 |
18,740.69 |
18,740.69 |
18,597.75 |
|
R1 |
18,642.11 |
18,642.11 |
18,570.64 |
18,691.40 |
PP |
18,444.95 |
18,444.95 |
18,444.95 |
18,469.60 |
S1 |
18,346.37 |
18,346.37 |
18,516.42 |
18,395.66 |
S2 |
18,149.21 |
18,149.21 |
18,489.31 |
|
S3 |
17,853.47 |
18,050.63 |
18,462.20 |
|
S4 |
17,557.73 |
17,754.89 |
18,380.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,585.32 |
18,283.23 |
302.09 |
1.6% |
86.01 |
0.5% |
83% |
True |
False |
|
10 |
18,585.32 |
18,247.79 |
337.53 |
1.8% |
101.85 |
0.5% |
85% |
True |
False |
|
20 |
18,622.01 |
18,247.79 |
374.22 |
2.0% |
97.04 |
0.5% |
76% |
False |
False |
|
40 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
145.44 |
0.8% |
94% |
False |
False |
|
60 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
144.01 |
0.8% |
94% |
False |
False |
|
80 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
147.59 |
0.8% |
94% |
False |
False |
|
100 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
146.10 |
0.8% |
94% |
False |
False |
|
120 |
18,622.01 |
16,165.86 |
2,456.15 |
13.3% |
154.02 |
0.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,914.99 |
2.618 |
18,788.40 |
1.618 |
18,710.83 |
1.000 |
18,662.89 |
0.618 |
18,633.26 |
HIGH |
18,585.32 |
0.618 |
18,555.69 |
0.500 |
18,546.54 |
0.382 |
18,537.38 |
LOW |
18,507.75 |
0.618 |
18,459.81 |
1.000 |
18,430.18 |
1.618 |
18,382.24 |
2.618 |
18,304.67 |
4.250 |
18,178.08 |
|
|
Fisher Pivots for day following 09-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,546.54 |
18,520.05 |
PP |
18,542.04 |
18,507.06 |
S1 |
18,537.55 |
18,494.06 |
|