Trading Metrics calculated at close of trading on 12-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,341.6 |
1,336.8 |
-4.8 |
-0.4% |
1,330.0 |
High |
1,350.4 |
1,351.8 |
1.4 |
0.1% |
1,354.2 |
Low |
1,334.8 |
1,333.2 |
-1.6 |
-0.1% |
1,327.8 |
Close |
1,342.5 |
1,335.8 |
-6.7 |
-0.5% |
1,335.8 |
Range |
15.6 |
18.6 |
3.0 |
19.2% |
26.4 |
ATR |
17.9 |
18.0 |
0.0 |
0.3% |
0.0 |
Volume |
666 |
113 |
-553 |
-83.0% |
2,096 |
|
Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,396.1 |
1,384.5 |
1,346.0 |
|
R3 |
1,377.5 |
1,365.9 |
1,340.9 |
|
R2 |
1,358.9 |
1,358.9 |
1,339.2 |
|
R1 |
1,347.3 |
1,347.3 |
1,337.5 |
1,343.8 |
PP |
1,340.3 |
1,340.3 |
1,340.3 |
1,338.5 |
S1 |
1,328.7 |
1,328.7 |
1,334.1 |
1,325.2 |
S2 |
1,321.7 |
1,321.7 |
1,332.4 |
|
S3 |
1,303.1 |
1,310.1 |
1,330.7 |
|
S4 |
1,284.5 |
1,291.5 |
1,325.6 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.5 |
1,403.5 |
1,350.3 |
|
R3 |
1,392.1 |
1,377.1 |
1,343.1 |
|
R2 |
1,365.7 |
1,365.7 |
1,340.6 |
|
R1 |
1,350.7 |
1,350.7 |
1,338.2 |
1,358.2 |
PP |
1,339.3 |
1,339.3 |
1,339.3 |
1,343.0 |
S1 |
1,324.3 |
1,324.3 |
1,333.4 |
1,331.8 |
S2 |
1,312.9 |
1,312.9 |
1,331.0 |
|
S3 |
1,286.5 |
1,297.9 |
1,328.5 |
|
S4 |
1,260.1 |
1,271.5 |
1,321.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,354.2 |
1,327.8 |
26.4 |
2.0% |
12.5 |
0.9% |
30% |
False |
False |
419 |
10 |
1,366.1 |
1,327.8 |
38.3 |
2.9% |
14.3 |
1.1% |
21% |
False |
False |
849 |
20 |
1,366.1 |
1,310.7 |
55.4 |
4.1% |
16.1 |
1.2% |
45% |
False |
False |
88,924 |
40 |
1,377.5 |
1,252.8 |
124.7 |
9.3% |
20.9 |
1.6% |
67% |
False |
False |
163,941 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
19.8 |
1.5% |
76% |
False |
False |
163,578 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
19.7 |
1.5% |
76% |
False |
False |
127,776 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
19.3 |
1.4% |
76% |
False |
False |
103,094 |
120 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
19.8 |
1.5% |
76% |
False |
False |
86,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,430.9 |
2.618 |
1,400.5 |
1.618 |
1,381.9 |
1.000 |
1,370.4 |
0.618 |
1,363.3 |
HIGH |
1,351.8 |
0.618 |
1,344.7 |
0.500 |
1,342.5 |
0.382 |
1,340.3 |
LOW |
1,333.2 |
0.618 |
1,321.7 |
1.000 |
1,314.6 |
1.618 |
1,303.1 |
2.618 |
1,284.5 |
4.250 |
1,254.2 |
|
|
Fisher Pivots for day following 12-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,342.5 |
1,343.7 |
PP |
1,340.3 |
1,341.1 |
S1 |
1,338.0 |
1,338.4 |
|