Trading Metrics calculated at close of trading on 18-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,345.5 |
1,351.3 |
5.8 |
0.4% |
1,330.0 |
High |
1,347.3 |
1,354.4 |
7.1 |
0.5% |
1,354.2 |
Low |
1,338.6 |
1,348.2 |
9.6 |
0.7% |
1,327.8 |
Close |
1,342.7 |
1,351.2 |
8.5 |
0.6% |
1,335.8 |
Range |
8.7 |
6.2 |
-2.5 |
-28.7% |
26.4 |
ATR |
16.6 |
16.3 |
-0.4 |
-2.1% |
0.0 |
Volume |
135 |
140 |
5 |
3.7% |
2,096 |
|
Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.9 |
1,366.7 |
1,354.6 |
|
R3 |
1,363.7 |
1,360.5 |
1,352.9 |
|
R2 |
1,357.5 |
1,357.5 |
1,352.3 |
|
R1 |
1,354.3 |
1,354.3 |
1,351.8 |
1,352.8 |
PP |
1,351.3 |
1,351.3 |
1,351.3 |
1,350.5 |
S1 |
1,348.1 |
1,348.1 |
1,350.6 |
1,346.6 |
S2 |
1,345.1 |
1,345.1 |
1,350.1 |
|
S3 |
1,338.9 |
1,341.9 |
1,349.5 |
|
S4 |
1,332.7 |
1,335.7 |
1,347.8 |
|
|
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% |
10.9 |
0.8% |
83% |
False |
False |
157 |
10 |
1,360.8 |
1,327.8 |
33.0 |
2.4% |
12.6 |
0.9% |
71% |
False |
False |
387 |
20 |
1,366.1 |
1,311.1 |
55.0 |
4.1% |
14.3 |
1.1% |
73% |
False |
False |
49,343 |
40 |
1,377.5 |
1,252.8 |
124.7 |
9.2% |
19.8 |
1.5% |
79% |
False |
False |
145,327 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
19.3 |
1.4% |
85% |
False |
False |
158,264 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
19.2 |
1.4% |
85% |
False |
False |
127,526 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
18.8 |
1.4% |
85% |
False |
False |
102,923 |
120 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
19.3 |
1.4% |
85% |
False |
False |
86,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,380.8 |
2.618 |
1,370.6 |
1.618 |
1,364.4 |
1.000 |
1,360.6 |
0.618 |
1,358.2 |
HIGH |
1,354.4 |
0.618 |
1,352.0 |
0.500 |
1,351.3 |
0.382 |
1,350.6 |
LOW |
1,348.2 |
0.618 |
1,344.4 |
1.000 |
1,342.0 |
1.618 |
1,338.2 |
2.618 |
1,332.0 |
4.250 |
1,321.9 |
|
|
Fisher Pivots for day following 18-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,351.3 |
1,349.7 |
PP |
1,351.3 |
1,348.3 |
S1 |
1,351.2 |
1,346.8 |
|