Trading Metrics calculated at close of trading on 30-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,421.29 |
18,491.28 |
69.99 |
0.4% |
18,535.86 |
High |
18,523.09 |
18,514.29 |
-8.80 |
0.0% |
18,631.60 |
Low |
18,419.92 |
18,408.52 |
-11.40 |
-0.1% |
18,335.34 |
Close |
18,502.99 |
18,454.30 |
-48.69 |
-0.3% |
18,395.40 |
Range |
103.17 |
105.77 |
2.60 |
2.5% |
296.26 |
ATR |
117.22 |
116.41 |
-0.82 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,776.35 |
18,721.09 |
18,512.47 |
|
R3 |
18,670.58 |
18,615.32 |
18,483.39 |
|
R2 |
18,564.81 |
18,564.81 |
18,473.69 |
|
R1 |
18,509.55 |
18,509.55 |
18,464.00 |
18,484.30 |
PP |
18,459.04 |
18,459.04 |
18,459.04 |
18,446.41 |
S1 |
18,403.78 |
18,403.78 |
18,444.60 |
18,378.53 |
S2 |
18,353.27 |
18,353.27 |
18,434.91 |
|
S3 |
18,247.50 |
18,298.01 |
18,425.21 |
|
S4 |
18,141.73 |
18,192.24 |
18,396.13 |
|
|
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 |
18,572.09 |
18,335.34 |
236.75 |
1.3% |
120.56 |
0.7% |
50% |
False |
False |
|
10 |
18,631.60 |
18,335.34 |
296.26 |
1.6% |
106.81 |
0.6% |
40% |
False |
False |
|
20 |
18,668.44 |
18,283.23 |
385.21 |
2.1% |
96.23 |
0.5% |
44% |
False |
False |
|
40 |
18,668.44 |
17,713.45 |
954.99 |
5.2% |
106.20 |
0.6% |
78% |
False |
False |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
130.68 |
0.7% |
87% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
138.26 |
0.7% |
87% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
139.92 |
0.8% |
87% |
False |
False |
|
120 |
18,668.44 |
17,014.99 |
1,653.45 |
9.0% |
141.35 |
0.8% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,963.81 |
2.618 |
18,791.20 |
1.618 |
18,685.43 |
1.000 |
18,620.06 |
0.618 |
18,579.66 |
HIGH |
18,514.29 |
0.618 |
18,473.89 |
0.500 |
18,461.41 |
0.382 |
18,448.92 |
LOW |
18,408.52 |
0.618 |
18,343.15 |
1.000 |
18,302.75 |
1.618 |
18,237.38 |
2.618 |
18,131.61 |
4.250 |
17,959.00 |
|
|
Fisher Pivots for day following 30-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,461.41 |
18,454.11 |
PP |
18,459.04 |
18,453.91 |
S1 |
18,456.67 |
18,453.72 |
|