Trading Metrics calculated at close of trading on 29-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,467.92 |
18,421.29 |
-46.63 |
-0.3% |
18,535.86 |
High |
18,572.09 |
18,523.09 |
-49.00 |
-0.3% |
18,631.60 |
Low |
18,335.34 |
18,419.92 |
84.58 |
0.5% |
18,335.34 |
Close |
18,395.40 |
18,502.99 |
107.59 |
0.6% |
18,395.40 |
Range |
236.75 |
103.17 |
-133.58 |
-56.4% |
296.26 |
ATR |
116.42 |
117.22 |
0.81 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,791.51 |
18,750.42 |
18,559.73 |
|
R3 |
18,688.34 |
18,647.25 |
18,531.36 |
|
R2 |
18,585.17 |
18,585.17 |
18,521.90 |
|
R1 |
18,544.08 |
18,544.08 |
18,512.45 |
18,564.63 |
PP |
18,482.00 |
18,482.00 |
18,482.00 |
18,492.27 |
S1 |
18,440.91 |
18,440.91 |
18,493.53 |
18,461.46 |
S2 |
18,378.83 |
18,378.83 |
18,484.08 |
|
S3 |
18,275.66 |
18,337.74 |
18,474.62 |
|
S4 |
18,172.49 |
18,234.57 |
18,446.25 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,342.89 |
19,165.41 |
18,558.34 |
|
R3 |
19,046.63 |
18,869.15 |
18,476.87 |
|
R2 |
18,750.37 |
18,750.37 |
18,449.71 |
|
R1 |
18,572.89 |
18,572.89 |
18,422.56 |
18,513.50 |
PP |
18,454.11 |
18,454.11 |
18,454.11 |
18,424.42 |
S1 |
18,276.63 |
18,276.63 |
18,368.24 |
18,217.24 |
S2 |
18,157.85 |
18,157.85 |
18,341.09 |
|
S3 |
17,861.59 |
17,980.37 |
18,313.93 |
|
S4 |
17,565.33 |
17,684.11 |
18,232.46 |
|
|
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 |
18,335.34 |
296.26 |
1.6% |
116.62 |
0.6% |
57% |
False |
False |
|
10 |
18,631.60 |
18,335.34 |
296.26 |
1.6% |
102.65 |
0.6% |
57% |
False |
False |
|
20 |
18,668.44 |
18,247.79 |
420.65 |
2.3% |
98.73 |
0.5% |
61% |
False |
False |
|
40 |
18,668.44 |
17,713.45 |
954.99 |
5.2% |
106.53 |
0.6% |
83% |
False |
False |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
131.03 |
0.7% |
90% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
138.99 |
0.8% |
90% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
140.52 |
0.8% |
90% |
False |
False |
|
120 |
18,668.44 |
16,821.86 |
1,846.58 |
10.0% |
143.03 |
0.8% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,961.56 |
2.618 |
18,793.19 |
1.618 |
18,690.02 |
1.000 |
18,626.26 |
0.618 |
18,586.85 |
HIGH |
18,523.09 |
0.618 |
18,483.68 |
0.500 |
18,471.51 |
0.382 |
18,459.33 |
LOW |
18,419.92 |
0.618 |
18,356.16 |
1.000 |
18,316.75 |
1.618 |
18,252.99 |
2.618 |
18,149.82 |
4.250 |
17,981.45 |
|
|
Fisher Pivots for day following 29-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,492.50 |
18,486.57 |
PP |
18,482.00 |
18,470.14 |
S1 |
18,471.51 |
18,453.72 |
|