Trading Metrics calculated at close of trading on 10-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,538.05 |
18,541.48 |
3.43 |
0.0% |
18,434.50 |
High |
18,585.32 |
18,561.75 |
-23.57 |
-0.1% |
18,543.53 |
Low |
18,507.75 |
18,468.78 |
-38.97 |
-0.2% |
18,247.79 |
Close |
18,533.05 |
18,495.66 |
-37.39 |
-0.2% |
18,543.53 |
Range |
77.57 |
92.97 |
15.40 |
19.9% |
295.74 |
ATR |
125.39 |
123.07 |
-2.32 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,787.64 |
18,734.62 |
18,546.79 |
|
R3 |
18,694.67 |
18,641.65 |
18,521.23 |
|
R2 |
18,601.70 |
18,601.70 |
18,512.70 |
|
R1 |
18,548.68 |
18,548.68 |
18,504.18 |
18,528.71 |
PP |
18,508.73 |
18,508.73 |
18,508.73 |
18,498.74 |
S1 |
18,455.71 |
18,455.71 |
18,487.14 |
18,435.74 |
S2 |
18,415.76 |
18,415.76 |
18,478.62 |
|
S3 |
18,322.79 |
18,362.74 |
18,470.09 |
|
S4 |
18,229.82 |
18,269.77 |
18,444.53 |
|
|
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 |
18,325.17 |
260.15 |
1.4% |
90.25 |
0.5% |
66% |
False |
False |
|
10 |
18,585.32 |
18,247.79 |
337.53 |
1.8% |
100.00 |
0.5% |
73% |
False |
False |
|
20 |
18,622.01 |
18,247.79 |
374.22 |
2.0% |
97.97 |
0.5% |
66% |
False |
False |
|
40 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
144.31 |
0.8% |
92% |
False |
False |
|
60 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
141.82 |
0.8% |
92% |
False |
False |
|
80 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
146.73 |
0.8% |
92% |
False |
False |
|
100 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
145.64 |
0.8% |
92% |
False |
False |
|
120 |
18,622.01 |
16,165.86 |
2,456.15 |
13.3% |
153.69 |
0.8% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,956.87 |
2.618 |
18,805.15 |
1.618 |
18,712.18 |
1.000 |
18,654.72 |
0.618 |
18,619.21 |
HIGH |
18,561.75 |
0.618 |
18,526.24 |
0.500 |
18,515.27 |
0.382 |
18,504.29 |
LOW |
18,468.78 |
0.618 |
18,411.32 |
1.000 |
18,375.81 |
1.618 |
18,318.35 |
2.618 |
18,225.38 |
4.250 |
18,073.66 |
|
|
Fisher Pivots for day following 10-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,515.27 |
18,527.05 |
PP |
18,508.73 |
18,516.59 |
S1 |
18,502.20 |
18,506.12 |
|