Trading Metrics calculated at close of trading on 18-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,537.09 |
18,566.54 |
29.45 |
0.2% |
18,540.65 |
High |
18,582.35 |
18,600.82 |
18.47 |
0.1% |
18,638.34 |
Low |
18,468.68 |
18,533.29 |
64.61 |
0.3% |
18,468.78 |
Close |
18,573.94 |
18,597.70 |
23.76 |
0.1% |
18,576.47 |
Range |
113.67 |
67.53 |
-46.14 |
-40.6% |
169.56 |
ATR |
116.43 |
112.94 |
-3.49 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,779.86 |
18,756.31 |
18,634.84 |
|
R3 |
18,712.33 |
18,688.78 |
18,616.27 |
|
R2 |
18,644.80 |
18,644.80 |
18,610.08 |
|
R1 |
18,621.25 |
18,621.25 |
18,603.89 |
18,633.03 |
PP |
18,577.27 |
18,577.27 |
18,577.27 |
18,583.16 |
S1 |
18,553.72 |
18,553.72 |
18,591.51 |
18,565.50 |
S2 |
18,509.74 |
18,509.74 |
18,585.32 |
|
S3 |
18,442.21 |
18,486.19 |
18,579.13 |
|
S4 |
18,374.68 |
18,418.66 |
18,560.56 |
|
|
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% |
79.09 |
0.4% |
65% |
False |
False |
|
10 |
18,668.44 |
18,402.80 |
265.64 |
1.4% |
89.33 |
0.5% |
73% |
False |
False |
|
20 |
18,668.44 |
18,247.79 |
420.65 |
2.3% |
97.21 |
0.5% |
83% |
False |
False |
|
40 |
18,668.44 |
17,063.08 |
1,605.36 |
8.6% |
132.54 |
0.7% |
96% |
False |
False |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.6% |
132.82 |
0.7% |
96% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.6% |
143.66 |
0.8% |
96% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.6% |
143.57 |
0.8% |
96% |
False |
False |
|
120 |
18,668.44 |
16,545.67 |
2,122.77 |
11.4% |
146.12 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,887.82 |
2.618 |
18,777.61 |
1.618 |
18,710.08 |
1.000 |
18,668.35 |
0.618 |
18,642.55 |
HIGH |
18,600.82 |
0.618 |
18,575.02 |
0.500 |
18,567.06 |
0.382 |
18,559.09 |
LOW |
18,533.29 |
0.618 |
18,491.56 |
1.000 |
18,465.76 |
1.618 |
18,424.03 |
2.618 |
18,356.50 |
4.250 |
18,246.29 |
|
|
Fisher Pivots for day following 18-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,587.49 |
18,579.06 |
PP |
18,577.27 |
18,560.41 |
S1 |
18,567.06 |
18,541.77 |
|