Trading Metrics calculated at close of trading on 15-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,595.65 |
18,588.59 |
-7.06 |
0.0% |
18,540.65 |
High |
18,606.06 |
18,668.44 |
62.38 |
0.3% |
18,638.34 |
Low |
18,535.86 |
18,588.59 |
52.73 |
0.3% |
18,468.78 |
Close |
18,576.47 |
18,636.05 |
59.58 |
0.3% |
18,576.47 |
Range |
70.20 |
79.85 |
9.65 |
13.7% |
169.56 |
ATR |
121.13 |
119.04 |
-2.08 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,870.58 |
18,833.16 |
18,679.97 |
|
R3 |
18,790.73 |
18,753.31 |
18,658.01 |
|
R2 |
18,710.88 |
18,710.88 |
18,650.69 |
|
R1 |
18,673.46 |
18,673.46 |
18,643.37 |
18,692.17 |
PP |
18,631.03 |
18,631.03 |
18,631.03 |
18,640.38 |
S1 |
18,593.61 |
18,593.61 |
18,628.73 |
18,612.32 |
S2 |
18,551.18 |
18,551.18 |
18,621.41 |
|
S3 |
18,471.33 |
18,513.76 |
18,614.09 |
|
S4 |
18,391.48 |
18,433.91 |
18,592.13 |
|
|
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 |
18,668.44 |
18,468.78 |
199.66 |
1.1% |
87.97 |
0.5% |
84% |
True |
False |
|
10 |
18,668.44 |
18,247.79 |
420.65 |
2.3% |
94.82 |
0.5% |
92% |
True |
False |
|
20 |
18,668.44 |
18,247.79 |
420.65 |
2.3% |
97.67 |
0.5% |
92% |
True |
False |
|
40 |
18,668.44 |
17,063.08 |
1,605.36 |
8.6% |
137.34 |
0.7% |
98% |
True |
False |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.6% |
135.77 |
0.7% |
98% |
True |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.6% |
145.11 |
0.8% |
98% |
True |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.6% |
145.29 |
0.8% |
98% |
True |
False |
|
120 |
18,668.44 |
16,458.42 |
2,210.02 |
11.9% |
149.30 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,007.80 |
2.618 |
18,877.49 |
1.618 |
18,797.64 |
1.000 |
18,748.29 |
0.618 |
18,717.79 |
HIGH |
18,668.44 |
0.618 |
18,637.94 |
0.500 |
18,628.52 |
0.382 |
18,619.09 |
LOW |
18,588.59 |
0.618 |
18,539.24 |
1.000 |
18,508.74 |
1.618 |
18,459.39 |
2.618 |
18,379.54 |
4.250 |
18,249.23 |
|
|
Fisher Pivots for day following 15-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,633.54 |
18,621.95 |
PP |
18,631.03 |
18,607.86 |
S1 |
18,628.52 |
18,593.76 |
|