Trading Metrics calculated at close of trading on 23-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,535.86 |
18,568.94 |
33.08 |
0.2% |
18,588.59 |
High |
18,570.92 |
18,631.60 |
60.68 |
0.3% |
18,668.44 |
Low |
18,466.86 |
18,545.52 |
78.66 |
0.4% |
18,468.68 |
Close |
18,529.42 |
18,547.30 |
17.88 |
0.1% |
18,552.57 |
Range |
104.06 |
86.08 |
-17.98 |
-17.3% |
199.76 |
ATR |
111.87 |
111.18 |
-0.69 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,833.05 |
18,776.25 |
18,594.64 |
|
R3 |
18,746.97 |
18,690.17 |
18,570.97 |
|
R2 |
18,660.89 |
18,660.89 |
18,563.08 |
|
R1 |
18,604.09 |
18,604.09 |
18,555.19 |
18,589.45 |
PP |
18,574.81 |
18,574.81 |
18,574.81 |
18,567.49 |
S1 |
18,518.01 |
18,518.01 |
18,539.41 |
18,503.37 |
S2 |
18,488.73 |
18,488.73 |
18,531.52 |
|
S3 |
18,402.65 |
18,431.93 |
18,523.63 |
|
S4 |
18,316.57 |
18,345.85 |
18,499.96 |
|
|
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 |
18,631.60 |
18,466.86 |
164.74 |
0.9% |
93.05 |
0.5% |
49% |
True |
False |
|
10 |
18,668.44 |
18,466.86 |
201.58 |
1.1% |
89.18 |
0.5% |
40% |
False |
False |
|
20 |
18,668.44 |
18,247.79 |
420.65 |
2.3% |
95.51 |
0.5% |
71% |
False |
False |
|
40 |
18,668.44 |
17,190.51 |
1,477.93 |
8.0% |
113.41 |
0.6% |
92% |
False |
False |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
132.72 |
0.7% |
92% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
140.13 |
0.8% |
92% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
141.73 |
0.8% |
92% |
False |
False |
|
120 |
18,668.44 |
16,821.86 |
1,846.58 |
10.0% |
143.68 |
0.8% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,997.44 |
2.618 |
18,856.96 |
1.618 |
18,770.88 |
1.000 |
18,717.68 |
0.618 |
18,684.80 |
HIGH |
18,631.60 |
0.618 |
18,598.72 |
0.500 |
18,588.56 |
0.382 |
18,578.40 |
LOW |
18,545.52 |
0.618 |
18,492.32 |
1.000 |
18,459.44 |
1.618 |
18,406.24 |
2.618 |
18,320.16 |
4.250 |
18,179.68 |
|
|
Fisher Pivots for day following 23-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,588.56 |
18,549.23 |
PP |
18,574.81 |
18,548.59 |
S1 |
18,561.05 |
18,547.94 |
|