Trading Metrics calculated at close of trading on 24-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,568.94 |
18,537.50 |
-31.44 |
-0.2% |
18,588.59 |
High |
18,631.60 |
18,539.15 |
-92.45 |
-0.5% |
18,668.44 |
Low |
18,545.52 |
18,448.27 |
-97.25 |
-0.5% |
18,468.68 |
Close |
18,547.30 |
18,481.48 |
-65.82 |
-0.4% |
18,552.57 |
Range |
86.08 |
90.88 |
4.80 |
5.6% |
199.76 |
ATR |
111.18 |
110.31 |
-0.87 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,762.27 |
18,712.76 |
18,531.46 |
|
R3 |
18,671.39 |
18,621.88 |
18,506.47 |
|
R2 |
18,580.51 |
18,580.51 |
18,498.14 |
|
R1 |
18,531.00 |
18,531.00 |
18,489.81 |
18,510.32 |
PP |
18,489.63 |
18,489.63 |
18,489.63 |
18,479.29 |
S1 |
18,440.12 |
18,440.12 |
18,473.15 |
18,419.44 |
S2 |
18,398.75 |
18,398.75 |
18,464.82 |
|
S3 |
18,307.87 |
18,349.24 |
18,456.49 |
|
S4 |
18,216.99 |
18,258.36 |
18,431.50 |
|
|
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 |
18,448.27 |
183.33 |
1.0% |
88.50 |
0.5% |
18% |
False |
True |
|
10 |
18,668.44 |
18,448.27 |
220.17 |
1.2% |
88.97 |
0.5% |
15% |
False |
True |
|
20 |
18,668.44 |
18,247.79 |
420.65 |
2.3% |
94.49 |
0.5% |
56% |
False |
False |
|
40 |
18,668.44 |
17,456.02 |
1,212.42 |
6.6% |
110.20 |
0.6% |
85% |
False |
False |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
131.31 |
0.7% |
88% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
139.53 |
0.8% |
88% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
141.69 |
0.8% |
88% |
False |
False |
|
120 |
18,668.44 |
16,821.86 |
1,846.58 |
10.0% |
143.07 |
0.8% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,925.39 |
2.618 |
18,777.07 |
1.618 |
18,686.19 |
1.000 |
18,630.03 |
0.618 |
18,595.31 |
HIGH |
18,539.15 |
0.618 |
18,504.43 |
0.500 |
18,493.71 |
0.382 |
18,482.99 |
LOW |
18,448.27 |
0.618 |
18,392.11 |
1.000 |
18,357.39 |
1.618 |
18,301.23 |
2.618 |
18,210.35 |
4.250 |
18,062.03 |
|
|
Fisher Pivots for day following 24-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,493.71 |
18,539.94 |
PP |
18,489.63 |
18,520.45 |
S1 |
18,485.56 |
18,500.97 |
|