Trading Metrics calculated at close of trading on 15-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,336.8 |
1,336.5 |
-0.3 |
0.0% |
1,330.0 |
High |
1,351.8 |
1,340.6 |
-11.2 |
-0.8% |
1,354.2 |
Low |
1,333.2 |
1,333.6 |
0.4 |
0.0% |
1,327.8 |
Close |
1,335.8 |
1,340.3 |
4.5 |
0.3% |
1,335.8 |
Range |
18.6 |
7.0 |
-11.6 |
-62.4% |
26.4 |
ATR |
18.0 |
17.2 |
-0.8 |
-4.4% |
0.0 |
Volume |
113 |
62 |
-51 |
-45.1% |
2,096 |
|
Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.2 |
1,356.7 |
1,344.2 |
|
R3 |
1,352.2 |
1,349.7 |
1,342.2 |
|
R2 |
1,345.2 |
1,345.2 |
1,341.6 |
|
R1 |
1,342.7 |
1,342.7 |
1,340.9 |
1,344.0 |
PP |
1,338.2 |
1,338.2 |
1,338.2 |
1,338.8 |
S1 |
1,335.7 |
1,335.7 |
1,339.7 |
1,337.0 |
S2 |
1,331.2 |
1,331.2 |
1,339.0 |
|
S3 |
1,324.2 |
1,328.7 |
1,338.4 |
|
S4 |
1,317.2 |
1,321.7 |
1,336.5 |
|
|
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 |
1,328.5 |
25.7 |
1.9% |
12.4 |
0.9% |
46% |
False |
False |
314 |
10 |
1,366.1 |
1,327.8 |
38.3 |
2.9% |
14.2 |
1.1% |
33% |
False |
False |
730 |
20 |
1,366.1 |
1,310.7 |
55.4 |
4.1% |
15.8 |
1.2% |
53% |
False |
False |
80,766 |
40 |
1,377.5 |
1,252.8 |
124.7 |
9.3% |
20.5 |
1.5% |
70% |
False |
False |
158,652 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
19.7 |
1.5% |
79% |
False |
False |
162,875 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
19.5 |
1.5% |
79% |
False |
False |
127,726 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
19.0 |
1.4% |
79% |
False |
False |
103,028 |
120 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
19.6 |
1.5% |
79% |
False |
False |
86,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,370.4 |
2.618 |
1,358.9 |
1.618 |
1,351.9 |
1.000 |
1,347.6 |
0.618 |
1,344.9 |
HIGH |
1,340.6 |
0.618 |
1,337.9 |
0.500 |
1,337.1 |
0.382 |
1,336.3 |
LOW |
1,333.6 |
0.618 |
1,329.3 |
1.000 |
1,326.6 |
1.618 |
1,322.3 |
2.618 |
1,315.3 |
4.250 |
1,303.9 |
|
|
Fisher Pivots for day following 15-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,339.2 |
1,342.5 |
PP |
1,338.2 |
1,341.8 |
S1 |
1,337.1 |
1,341.0 |
|