Trading Metrics calculated at close of trading on 17-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,342.2 |
1,345.5 |
3.3 |
0.2% |
1,330.0 |
High |
1,355.0 |
1,347.3 |
-7.7 |
-0.6% |
1,354.2 |
Low |
1,341.0 |
1,338.6 |
-2.4 |
-0.2% |
1,327.8 |
Close |
1,350.5 |
1,342.7 |
-7.8 |
-0.6% |
1,335.8 |
Range |
14.0 |
8.7 |
-5.3 |
-37.9% |
26.4 |
ATR |
17.0 |
16.6 |
-0.4 |
-2.1% |
0.0 |
Volume |
338 |
135 |
-203 |
-60.1% |
2,096 |
|
Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.0 |
1,364.5 |
1,347.5 |
|
R3 |
1,360.3 |
1,355.8 |
1,345.1 |
|
R2 |
1,351.6 |
1,351.6 |
1,344.3 |
|
R1 |
1,347.1 |
1,347.1 |
1,343.5 |
1,345.0 |
PP |
1,342.9 |
1,342.9 |
1,342.9 |
1,341.8 |
S1 |
1,338.4 |
1,338.4 |
1,341.9 |
1,336.3 |
S2 |
1,334.2 |
1,334.2 |
1,341.1 |
|
S3 |
1,325.5 |
1,329.7 |
1,340.3 |
|
S4 |
1,316.8 |
1,321.0 |
1,337.9 |
|
|
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% |
12.8 |
1.0% |
44% |
False |
False |
262 |
10 |
1,361.6 |
1,327.8 |
33.8 |
2.5% |
13.4 |
1.0% |
44% |
False |
False |
411 |
20 |
1,366.1 |
1,310.7 |
55.4 |
4.1% |
15.1 |
1.1% |
58% |
False |
False |
62,010 |
40 |
1,377.5 |
1,252.8 |
124.7 |
9.3% |
19.9 |
1.5% |
72% |
False |
False |
148,640 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
19.6 |
1.5% |
80% |
False |
False |
160,308 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
19.3 |
1.4% |
80% |
False |
False |
127,591 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
19.0 |
1.4% |
80% |
False |
False |
102,972 |
120 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
19.4 |
1.4% |
80% |
False |
False |
86,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,384.3 |
2.618 |
1,370.1 |
1.618 |
1,361.4 |
1.000 |
1,356.0 |
0.618 |
1,352.7 |
HIGH |
1,347.3 |
0.618 |
1,344.0 |
0.500 |
1,343.0 |
0.382 |
1,341.9 |
LOW |
1,338.6 |
0.618 |
1,333.2 |
1.000 |
1,329.9 |
1.618 |
1,324.5 |
2.618 |
1,315.8 |
4.250 |
1,301.6 |
|
|
Fisher Pivots for day following 17-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,343.0 |
1,344.3 |
PP |
1,342.9 |
1,343.8 |
S1 |
1,342.8 |
1,343.2 |
|