Trading Metrics calculated at close of trading on 22-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,585.17 |
18,535.86 |
-49.31 |
-0.3% |
18,588.59 |
High |
18,585.17 |
18,570.92 |
-14.25 |
-0.1% |
18,668.44 |
Low |
18,491.24 |
18,466.86 |
-24.38 |
-0.1% |
18,468.68 |
Close |
18,552.57 |
18,529.42 |
-23.15 |
-0.1% |
18,552.57 |
Range |
93.93 |
104.06 |
10.13 |
10.8% |
199.76 |
ATR |
112.47 |
111.87 |
-0.60 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,834.58 |
18,786.06 |
18,586.65 |
|
R3 |
18,730.52 |
18,682.00 |
18,558.04 |
|
R2 |
18,626.46 |
18,626.46 |
18,548.50 |
|
R1 |
18,577.94 |
18,577.94 |
18,538.96 |
18,550.17 |
PP |
18,522.40 |
18,522.40 |
18,522.40 |
18,508.52 |
S1 |
18,473.88 |
18,473.88 |
18,519.88 |
18,446.11 |
S2 |
18,418.34 |
18,418.34 |
18,510.34 |
|
S3 |
18,314.28 |
18,369.82 |
18,500.80 |
|
S4 |
18,210.22 |
18,265.76 |
18,472.19 |
|
|
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 |
18,614.86 |
18,466.86 |
148.00 |
0.8% |
88.68 |
0.5% |
42% |
False |
True |
|
10 |
18,668.44 |
18,466.86 |
201.58 |
1.1% |
88.33 |
0.5% |
31% |
False |
True |
|
20 |
18,668.44 |
18,247.79 |
420.65 |
2.3% |
97.97 |
0.5% |
67% |
False |
False |
|
40 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
118.56 |
0.6% |
91% |
False |
False |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
132.09 |
0.7% |
91% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
141.09 |
0.8% |
91% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
143.31 |
0.8% |
91% |
False |
False |
|
120 |
18,668.44 |
16,820.73 |
1,847.71 |
10.0% |
143.99 |
0.8% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,013.18 |
2.618 |
18,843.35 |
1.618 |
18,739.29 |
1.000 |
18,674.98 |
0.618 |
18,635.23 |
HIGH |
18,570.92 |
0.618 |
18,531.17 |
0.500 |
18,518.89 |
0.382 |
18,506.61 |
LOW |
18,466.86 |
0.618 |
18,402.55 |
1.000 |
18,362.80 |
1.618 |
18,298.49 |
2.618 |
18,194.43 |
4.250 |
18,024.61 |
|
|
Fisher Pivots for day following 22-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,525.91 |
18,533.84 |
PP |
18,522.40 |
18,532.37 |
S1 |
18,518.89 |
18,530.89 |
|