Trading Metrics calculated at close of trading on 11-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,541.48 |
18,519.08 |
-22.40 |
-0.1% |
18,434.50 |
High |
18,561.75 |
18,638.34 |
76.59 |
0.4% |
18,543.53 |
Low |
18,468.78 |
18,519.08 |
50.30 |
0.3% |
18,247.79 |
Close |
18,495.66 |
18,613.52 |
117.86 |
0.6% |
18,543.53 |
Range |
92.97 |
119.26 |
26.29 |
28.3% |
295.74 |
ATR |
123.07 |
124.47 |
1.40 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,948.09 |
18,900.07 |
18,679.11 |
|
R3 |
18,828.83 |
18,780.81 |
18,646.32 |
|
R2 |
18,709.57 |
18,709.57 |
18,635.38 |
|
R1 |
18,661.55 |
18,661.55 |
18,624.45 |
18,685.56 |
PP |
18,590.31 |
18,590.31 |
18,590.31 |
18,602.32 |
S1 |
18,542.29 |
18,542.29 |
18,602.59 |
18,566.30 |
S2 |
18,471.05 |
18,471.05 |
18,591.66 |
|
S3 |
18,351.79 |
18,423.03 |
18,580.72 |
|
S4 |
18,232.53 |
18,303.77 |
18,547.93 |
|
|
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 |
18,638.34 |
18,402.80 |
235.54 |
1.3% |
99.56 |
0.5% |
89% |
True |
False |
|
10 |
18,638.34 |
18,247.79 |
390.55 |
2.1% |
100.49 |
0.5% |
94% |
True |
False |
|
20 |
18,638.34 |
18,247.79 |
390.55 |
2.1% |
97.77 |
0.5% |
94% |
True |
False |
|
40 |
18,638.34 |
17,063.08 |
1,575.26 |
8.5% |
143.94 |
0.8% |
98% |
True |
False |
|
60 |
18,638.34 |
17,063.08 |
1,575.26 |
8.5% |
139.95 |
0.8% |
98% |
True |
False |
|
80 |
18,638.34 |
17,063.08 |
1,575.26 |
8.5% |
146.73 |
0.8% |
98% |
True |
False |
|
100 |
18,638.34 |
17,063.08 |
1,575.26 |
8.5% |
145.90 |
0.8% |
98% |
True |
False |
|
120 |
18,638.34 |
16,165.86 |
2,472.48 |
13.3% |
152.62 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,145.20 |
2.618 |
18,950.56 |
1.618 |
18,831.30 |
1.000 |
18,757.60 |
0.618 |
18,712.04 |
HIGH |
18,638.34 |
0.618 |
18,592.78 |
0.500 |
18,578.71 |
0.382 |
18,564.64 |
LOW |
18,519.08 |
0.618 |
18,445.38 |
1.000 |
18,399.82 |
1.618 |
18,326.12 |
2.618 |
18,206.86 |
4.250 |
18,012.23 |
|
|
Fisher Pivots for day following 11-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,601.92 |
18,593.53 |
PP |
18,590.31 |
18,573.55 |
S1 |
18,578.71 |
18,553.56 |
|