Trading Metrics calculated at close of trading on 16-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,336.5 |
1,342.2 |
5.7 |
0.4% |
1,330.0 |
High |
1,340.6 |
1,355.0 |
14.4 |
1.1% |
1,354.2 |
Low |
1,333.6 |
1,341.0 |
7.4 |
0.6% |
1,327.8 |
Close |
1,340.3 |
1,350.5 |
10.2 |
0.8% |
1,335.8 |
Range |
7.0 |
14.0 |
7.0 |
100.0% |
26.4 |
ATR |
17.2 |
17.0 |
-0.2 |
-1.0% |
0.0 |
Volume |
62 |
338 |
276 |
445.2% |
2,096 |
|
Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,390.8 |
1,384.7 |
1,358.2 |
|
R3 |
1,376.8 |
1,370.7 |
1,354.4 |
|
R2 |
1,362.8 |
1,362.8 |
1,353.1 |
|
R1 |
1,356.7 |
1,356.7 |
1,351.8 |
1,359.8 |
PP |
1,348.8 |
1,348.8 |
1,348.8 |
1,350.4 |
S1 |
1,342.7 |
1,342.7 |
1,349.2 |
1,345.8 |
S2 |
1,334.8 |
1,334.8 |
1,347.9 |
|
S3 |
1,320.8 |
1,328.7 |
1,346.7 |
|
S4 |
1,306.8 |
1,314.7 |
1,342.8 |
|
|
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 |
1,355.0 |
1,333.2 |
21.8 |
1.6% |
13.0 |
1.0% |
79% |
True |
False |
257 |
10 |
1,364.7 |
1,327.8 |
36.9 |
2.7% |
13.7 |
1.0% |
62% |
False |
False |
469 |
20 |
1,366.1 |
1,310.7 |
55.4 |
4.1% |
16.0 |
1.2% |
72% |
False |
False |
73,252 |
40 |
1,377.5 |
1,252.8 |
124.7 |
9.2% |
20.4 |
1.5% |
78% |
False |
False |
153,816 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
19.7 |
1.5% |
85% |
False |
False |
161,740 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
19.3 |
1.4% |
85% |
False |
False |
127,647 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
19.1 |
1.4% |
85% |
False |
False |
102,996 |
120 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
19.6 |
1.4% |
85% |
False |
False |
86,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,414.5 |
2.618 |
1,391.7 |
1.618 |
1,377.7 |
1.000 |
1,369.0 |
0.618 |
1,363.7 |
HIGH |
1,355.0 |
0.618 |
1,349.7 |
0.500 |
1,348.0 |
0.382 |
1,346.3 |
LOW |
1,341.0 |
0.618 |
1,332.3 |
1.000 |
1,327.0 |
1.618 |
1,318.3 |
2.618 |
1,304.3 |
4.250 |
1,281.5 |
|
|
Fisher Pivots for day following 16-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,349.7 |
1,348.4 |
PP |
1,348.8 |
1,346.2 |
S1 |
1,348.0 |
1,344.1 |
|