Trading Metrics calculated at close of trading on 25-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,537.50 |
18,471.21 |
-66.29 |
-0.4% |
18,588.59 |
High |
18,539.15 |
18,497.68 |
-41.47 |
-0.2% |
18,668.44 |
Low |
18,448.27 |
18,431.46 |
-16.81 |
-0.1% |
18,468.68 |
Close |
18,481.48 |
18,448.41 |
-33.07 |
-0.2% |
18,552.57 |
Range |
90.88 |
66.22 |
-24.66 |
-27.1% |
199.76 |
ATR |
110.31 |
107.16 |
-3.15 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,657.84 |
18,619.35 |
18,484.83 |
|
R3 |
18,591.62 |
18,553.13 |
18,466.62 |
|
R2 |
18,525.40 |
18,525.40 |
18,460.55 |
|
R1 |
18,486.91 |
18,486.91 |
18,454.48 |
18,473.05 |
PP |
18,459.18 |
18,459.18 |
18,459.18 |
18,452.25 |
S1 |
18,420.69 |
18,420.69 |
18,442.34 |
18,406.83 |
S2 |
18,392.96 |
18,392.96 |
18,436.27 |
|
S3 |
18,326.74 |
18,354.47 |
18,430.20 |
|
S4 |
18,260.52 |
18,288.25 |
18,411.99 |
|
|
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 |
18,431.46 |
200.14 |
1.1% |
88.23 |
0.5% |
8% |
False |
True |
|
10 |
18,668.44 |
18,431.46 |
236.98 |
1.3% |
83.66 |
0.5% |
7% |
False |
True |
|
20 |
18,668.44 |
18,247.79 |
420.65 |
2.3% |
92.07 |
0.5% |
48% |
False |
False |
|
40 |
18,668.44 |
17,711.80 |
956.64 |
5.2% |
105.64 |
0.6% |
77% |
False |
False |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
130.01 |
0.7% |
86% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
137.86 |
0.7% |
86% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
140.96 |
0.8% |
86% |
False |
False |
|
120 |
18,668.44 |
16,821.86 |
1,846.58 |
10.0% |
142.30 |
0.8% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,779.12 |
2.618 |
18,671.04 |
1.618 |
18,604.82 |
1.000 |
18,563.90 |
0.618 |
18,538.60 |
HIGH |
18,497.68 |
0.618 |
18,472.38 |
0.500 |
18,464.57 |
0.382 |
18,456.76 |
LOW |
18,431.46 |
0.618 |
18,390.54 |
1.000 |
18,365.24 |
1.618 |
18,324.32 |
2.618 |
18,258.10 |
4.250 |
18,150.03 |
|
|
Fisher Pivots for day following 25-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,464.57 |
18,531.53 |
PP |
18,459.18 |
18,503.82 |
S1 |
18,453.80 |
18,476.12 |
|