Trading Metrics calculated at close of trading on 19-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,566.54 |
18,585.17 |
18.63 |
0.1% |
18,588.59 |
High |
18,600.82 |
18,585.17 |
-15.65 |
-0.1% |
18,668.44 |
Low |
18,533.29 |
18,491.24 |
-42.05 |
-0.2% |
18,468.68 |
Close |
18,597.70 |
18,552.57 |
-45.13 |
-0.2% |
18,552.57 |
Range |
67.53 |
93.93 |
26.40 |
39.1% |
199.76 |
ATR |
112.94 |
112.47 |
-0.46 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,824.78 |
18,782.61 |
18,604.23 |
|
R3 |
18,730.85 |
18,688.68 |
18,578.40 |
|
R2 |
18,636.92 |
18,636.92 |
18,569.79 |
|
R1 |
18,594.75 |
18,594.75 |
18,561.18 |
18,568.87 |
PP |
18,542.99 |
18,542.99 |
18,542.99 |
18,530.06 |
S1 |
18,500.82 |
18,500.82 |
18,543.96 |
18,474.94 |
S2 |
18,449.06 |
18,449.06 |
18,535.35 |
|
S3 |
18,355.13 |
18,406.89 |
18,526.74 |
|
S4 |
18,261.20 |
18,312.96 |
18,500.91 |
|
|
Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,162.51 |
19,057.30 |
18,662.44 |
|
R3 |
18,962.75 |
18,857.54 |
18,607.50 |
|
R2 |
18,762.99 |
18,762.99 |
18,589.19 |
|
R1 |
18,657.78 |
18,657.78 |
18,570.88 |
18,610.51 |
PP |
18,563.23 |
18,563.23 |
18,563.23 |
18,539.59 |
S1 |
18,458.02 |
18,458.02 |
18,534.26 |
18,410.75 |
S2 |
18,363.47 |
18,363.47 |
18,515.95 |
|
S3 |
18,163.71 |
18,258.26 |
18,497.64 |
|
S4 |
17,963.95 |
18,058.50 |
18,442.70 |
|
|
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% |
83.84 |
0.5% |
42% |
False |
False |
|
10 |
18,668.44 |
18,468.68 |
199.76 |
1.1% |
84.65 |
0.5% |
42% |
False |
False |
|
20 |
18,668.44 |
18,247.79 |
420.65 |
2.3% |
97.92 |
0.5% |
72% |
False |
False |
|
40 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
130.71 |
0.7% |
93% |
False |
False |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
131.77 |
0.7% |
93% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
142.77 |
0.8% |
93% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
143.13 |
0.8% |
93% |
False |
False |
|
120 |
18,668.44 |
16,766.32 |
1,902.12 |
10.3% |
144.24 |
0.8% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,984.37 |
2.618 |
18,831.08 |
1.618 |
18,737.15 |
1.000 |
18,679.10 |
0.618 |
18,643.22 |
HIGH |
18,585.17 |
0.618 |
18,549.29 |
0.500 |
18,538.21 |
0.382 |
18,527.12 |
LOW |
18,491.24 |
0.618 |
18,433.19 |
1.000 |
18,397.31 |
1.618 |
18,339.26 |
2.618 |
18,245.33 |
4.250 |
18,092.04 |
|
|
Fisher Pivots for day following 19-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,547.78 |
18,546.63 |
PP |
18,542.99 |
18,540.69 |
S1 |
18,538.21 |
18,534.75 |
|