Trading Metrics calculated at close of trading on 31-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,491.28 |
18,436.70 |
-54.58 |
-0.3% |
18,535.86 |
High |
18,514.29 |
18,439.68 |
-74.61 |
-0.4% |
18,631.60 |
Low |
18,408.52 |
18,333.56 |
-74.96 |
-0.4% |
18,335.34 |
Close |
18,454.30 |
18,400.88 |
-53.42 |
-0.3% |
18,395.40 |
Range |
105.77 |
106.12 |
0.35 |
0.3% |
296.26 |
ATR |
116.41 |
116.72 |
0.31 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,709.73 |
18,661.43 |
18,459.25 |
|
R3 |
18,603.61 |
18,555.31 |
18,430.06 |
|
R2 |
18,497.49 |
18,497.49 |
18,420.34 |
|
R1 |
18,449.19 |
18,449.19 |
18,410.61 |
18,420.28 |
PP |
18,391.37 |
18,391.37 |
18,391.37 |
18,376.92 |
S1 |
18,343.07 |
18,343.07 |
18,391.15 |
18,314.16 |
S2 |
18,285.25 |
18,285.25 |
18,381.42 |
|
S3 |
18,179.13 |
18,236.95 |
18,371.70 |
|
S4 |
18,073.01 |
18,130.83 |
18,342.51 |
|
|
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 |
18,333.56 |
238.53 |
1.3% |
123.61 |
0.7% |
28% |
False |
True |
|
10 |
18,631.60 |
18,333.56 |
298.04 |
1.6% |
106.05 |
0.6% |
23% |
False |
True |
|
20 |
18,668.44 |
18,325.17 |
343.27 |
1.9% |
97.95 |
0.5% |
22% |
False |
False |
|
40 |
18,668.44 |
17,816.65 |
851.79 |
4.6% |
103.51 |
0.6% |
69% |
False |
False |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
131.34 |
0.7% |
83% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
138.15 |
0.8% |
83% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
139.22 |
0.8% |
83% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
140.52 |
0.8% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,890.69 |
2.618 |
18,717.50 |
1.618 |
18,611.38 |
1.000 |
18,545.80 |
0.618 |
18,505.26 |
HIGH |
18,439.68 |
0.618 |
18,399.14 |
0.500 |
18,386.62 |
0.382 |
18,374.10 |
LOW |
18,333.56 |
0.618 |
18,267.98 |
1.000 |
18,227.44 |
1.618 |
18,161.86 |
2.618 |
18,055.74 |
4.250 |
17,882.55 |
|
|
Fisher Pivots for day following 31-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,396.13 |
18,428.33 |
PP |
18,391.37 |
18,419.18 |
S1 |
18,386.62 |
18,410.03 |
|