Trading Metrics calculated at close of trading on 26-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,471.21 |
18,467.92 |
-3.29 |
0.0% |
18,535.86 |
High |
18,497.68 |
18,572.09 |
74.41 |
0.4% |
18,631.60 |
Low |
18,431.46 |
18,335.34 |
-96.12 |
-0.5% |
18,335.34 |
Close |
18,448.41 |
18,395.40 |
-53.01 |
-0.3% |
18,395.40 |
Range |
66.22 |
236.75 |
170.53 |
257.5% |
296.26 |
ATR |
107.16 |
116.42 |
9.26 |
8.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,144.53 |
19,006.71 |
18,525.61 |
|
R3 |
18,907.78 |
18,769.96 |
18,460.51 |
|
R2 |
18,671.03 |
18,671.03 |
18,438.80 |
|
R1 |
18,533.21 |
18,533.21 |
18,417.10 |
18,483.75 |
PP |
18,434.28 |
18,434.28 |
18,434.28 |
18,409.54 |
S1 |
18,296.46 |
18,296.46 |
18,373.70 |
18,247.00 |
S2 |
18,197.53 |
18,197.53 |
18,352.00 |
|
S3 |
17,960.78 |
18,059.71 |
18,330.29 |
|
S4 |
17,724.03 |
17,822.96 |
18,265.19 |
|
|
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% |
116.80 |
0.6% |
20% |
False |
True |
|
10 |
18,668.44 |
18,335.34 |
333.10 |
1.8% |
100.32 |
0.5% |
18% |
False |
True |
|
20 |
18,668.44 |
18,247.79 |
420.65 |
2.3% |
99.14 |
0.5% |
35% |
False |
False |
|
40 |
18,668.44 |
17,713.45 |
954.99 |
5.2% |
106.09 |
0.6% |
71% |
False |
False |
|
60 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
131.71 |
0.7% |
83% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
139.20 |
0.8% |
83% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.7% |
141.52 |
0.8% |
83% |
False |
False |
|
120 |
18,668.44 |
16,821.86 |
1,846.58 |
10.0% |
143.01 |
0.8% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,578.28 |
2.618 |
19,191.90 |
1.618 |
18,955.15 |
1.000 |
18,808.84 |
0.618 |
18,718.40 |
HIGH |
18,572.09 |
0.618 |
18,481.65 |
0.500 |
18,453.72 |
0.382 |
18,425.78 |
LOW |
18,335.34 |
0.618 |
18,189.03 |
1.000 |
18,098.59 |
1.618 |
17,952.28 |
2.618 |
17,715.53 |
4.250 |
17,329.15 |
|
|
Fisher Pivots for day following 26-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,453.72 |
18,453.72 |
PP |
18,434.28 |
18,434.28 |
S1 |
18,414.84 |
18,414.84 |
|