Trading Metrics calculated at close of trading on 16-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,588.59 |
18,614.48 |
25.89 |
0.1% |
18,540.65 |
High |
18,668.44 |
18,614.86 |
-53.58 |
-0.3% |
18,638.34 |
Low |
18,588.59 |
18,550.65 |
-37.94 |
-0.2% |
18,468.78 |
Close |
18,636.05 |
18,552.02 |
-84.03 |
-0.5% |
18,576.47 |
Range |
79.85 |
64.21 |
-15.64 |
-19.6% |
169.56 |
ATR |
119.04 |
116.64 |
-2.40 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,765.14 |
18,722.79 |
18,587.34 |
|
R3 |
18,700.93 |
18,658.58 |
18,569.68 |
|
R2 |
18,636.72 |
18,636.72 |
18,563.79 |
|
R1 |
18,594.37 |
18,594.37 |
18,557.91 |
18,583.44 |
PP |
18,572.51 |
18,572.51 |
18,572.51 |
18,567.05 |
S1 |
18,530.16 |
18,530.16 |
18,546.13 |
18,519.23 |
S2 |
18,508.30 |
18,508.30 |
18,540.25 |
|
S3 |
18,444.09 |
18,465.95 |
18,534.36 |
|
S4 |
18,379.88 |
18,401.74 |
18,516.70 |
|
|
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% |
85.30 |
0.5% |
42% |
False |
False |
|
10 |
18,668.44 |
18,283.23 |
385.21 |
2.1% |
85.65 |
0.5% |
70% |
False |
False |
|
20 |
18,668.44 |
18,247.79 |
420.65 |
2.3% |
97.51 |
0.5% |
72% |
False |
False |
|
40 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
133.71 |
0.7% |
93% |
False |
False |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
134.60 |
0.7% |
93% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
144.45 |
0.8% |
93% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
144.75 |
0.8% |
93% |
False |
False |
|
120 |
18,668.44 |
16,510.40 |
2,158.04 |
11.6% |
147.84 |
0.8% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,887.75 |
2.618 |
18,782.96 |
1.618 |
18,718.75 |
1.000 |
18,679.07 |
0.618 |
18,654.54 |
HIGH |
18,614.86 |
0.618 |
18,590.33 |
0.500 |
18,582.76 |
0.382 |
18,575.18 |
LOW |
18,550.65 |
0.618 |
18,510.97 |
1.000 |
18,486.44 |
1.618 |
18,446.76 |
2.618 |
18,382.55 |
4.250 |
18,277.76 |
|
|
Fisher Pivots for day following 16-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,582.76 |
18,602.15 |
PP |
18,572.51 |
18,585.44 |
S1 |
18,562.27 |
18,568.73 |
|