Trading Metrics calculated at close of trading on 17-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,614.48 |
18,537.09 |
-77.39 |
-0.4% |
18,540.65 |
High |
18,614.86 |
18,582.35 |
-32.51 |
-0.2% |
18,638.34 |
Low |
18,550.65 |
18,468.68 |
-81.97 |
-0.4% |
18,468.78 |
Close |
18,552.02 |
18,573.94 |
21.92 |
0.1% |
18,576.47 |
Range |
64.21 |
113.67 |
49.46 |
77.0% |
169.56 |
ATR |
116.64 |
116.43 |
-0.21 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,882.67 |
18,841.97 |
18,636.46 |
|
R3 |
18,769.00 |
18,728.30 |
18,605.20 |
|
R2 |
18,655.33 |
18,655.33 |
18,594.78 |
|
R1 |
18,614.63 |
18,614.63 |
18,584.36 |
18,634.98 |
PP |
18,541.66 |
18,541.66 |
18,541.66 |
18,551.83 |
S1 |
18,500.96 |
18,500.96 |
18,563.52 |
18,521.31 |
S2 |
18,427.99 |
18,427.99 |
18,553.10 |
|
S3 |
18,314.32 |
18,387.29 |
18,542.68 |
|
S4 |
18,200.65 |
18,273.62 |
18,511.42 |
|
|
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 |
18,468.68 |
199.76 |
1.1% |
89.44 |
0.5% |
53% |
False |
True |
|
10 |
18,668.44 |
18,325.17 |
343.27 |
1.8% |
89.84 |
0.5% |
72% |
False |
False |
|
20 |
18,668.44 |
18,247.79 |
420.65 |
2.3% |
99.87 |
0.5% |
78% |
False |
False |
|
40 |
18,668.44 |
17,063.08 |
1,605.36 |
8.6% |
134.60 |
0.7% |
94% |
False |
False |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.6% |
135.32 |
0.7% |
94% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.6% |
144.18 |
0.8% |
94% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.6% |
144.98 |
0.8% |
94% |
False |
False |
|
120 |
18,668.44 |
16,510.40 |
2,158.04 |
11.6% |
147.35 |
0.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,065.45 |
2.618 |
18,879.94 |
1.618 |
18,766.27 |
1.000 |
18,696.02 |
0.618 |
18,652.60 |
HIGH |
18,582.35 |
0.618 |
18,538.93 |
0.500 |
18,525.52 |
0.382 |
18,512.10 |
LOW |
18,468.68 |
0.618 |
18,398.43 |
1.000 |
18,355.01 |
1.618 |
18,284.76 |
2.618 |
18,171.09 |
4.250 |
17,985.58 |
|
|
Fisher Pivots for day following 17-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,557.80 |
18,572.15 |
PP |
18,541.66 |
18,570.35 |
S1 |
18,525.52 |
18,568.56 |
|