Trading Metrics calculated at close of trading on 12-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,519.08 |
18,595.65 |
76.57 |
0.4% |
18,540.65 |
High |
18,638.34 |
18,606.06 |
-32.28 |
-0.2% |
18,638.34 |
Low |
18,519.08 |
18,535.86 |
16.78 |
0.1% |
18,468.78 |
Close |
18,613.52 |
18,576.47 |
-37.05 |
-0.2% |
18,576.47 |
Range |
119.26 |
70.20 |
-49.06 |
-41.1% |
169.56 |
ATR |
124.47 |
121.13 |
-3.34 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,783.40 |
18,750.13 |
18,615.08 |
|
R3 |
18,713.20 |
18,679.93 |
18,595.78 |
|
R2 |
18,643.00 |
18,643.00 |
18,589.34 |
|
R1 |
18,609.73 |
18,609.73 |
18,582.91 |
18,591.27 |
PP |
18,572.80 |
18,572.80 |
18,572.80 |
18,563.56 |
S1 |
18,539.53 |
18,539.53 |
18,570.04 |
18,521.07 |
S2 |
18,502.60 |
18,502.60 |
18,563.60 |
|
S3 |
18,432.40 |
18,469.33 |
18,557.17 |
|
S4 |
18,362.20 |
18,399.13 |
18,537.86 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,069.88 |
18,992.73 |
18,669.73 |
|
R3 |
18,900.32 |
18,823.17 |
18,623.10 |
|
R2 |
18,730.76 |
18,730.76 |
18,607.56 |
|
R1 |
18,653.61 |
18,653.61 |
18,592.01 |
18,692.19 |
PP |
18,561.20 |
18,561.20 |
18,561.20 |
18,580.48 |
S1 |
18,484.05 |
18,484.05 |
18,560.93 |
18,522.63 |
S2 |
18,391.64 |
18,391.64 |
18,545.38 |
|
S3 |
18,222.08 |
18,314.49 |
18,529.84 |
|
S4 |
18,052.52 |
18,144.93 |
18,483.21 |
|
|
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 |
18,468.78 |
169.56 |
0.9% |
85.46 |
0.5% |
64% |
False |
False |
|
10 |
18,638.34 |
18,247.79 |
390.55 |
2.1% |
97.96 |
0.5% |
84% |
False |
False |
|
20 |
18,638.34 |
18,247.79 |
390.55 |
2.1% |
96.99 |
0.5% |
84% |
False |
False |
|
40 |
18,638.34 |
17,063.08 |
1,575.26 |
8.5% |
138.61 |
0.7% |
96% |
False |
False |
|
60 |
18,638.34 |
17,063.08 |
1,575.26 |
8.5% |
137.49 |
0.7% |
96% |
False |
False |
|
80 |
18,638.34 |
17,063.08 |
1,575.26 |
8.5% |
145.91 |
0.8% |
96% |
False |
False |
|
100 |
18,638.34 |
17,063.08 |
1,575.26 |
8.5% |
145.51 |
0.8% |
96% |
False |
False |
|
120 |
18,638.34 |
16,165.86 |
2,472.48 |
13.3% |
151.48 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,904.41 |
2.618 |
18,789.84 |
1.618 |
18,719.64 |
1.000 |
18,676.26 |
0.618 |
18,649.44 |
HIGH |
18,606.06 |
0.618 |
18,579.24 |
0.500 |
18,570.96 |
0.382 |
18,562.68 |
LOW |
18,535.86 |
0.618 |
18,492.48 |
1.000 |
18,465.66 |
1.618 |
18,422.28 |
2.618 |
18,352.08 |
4.250 |
18,237.51 |
|
|
Fisher Pivots for day following 12-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,574.63 |
18,568.83 |
PP |
18,572.80 |
18,561.20 |
S1 |
18,570.96 |
18,553.56 |
|