Trading Metrics calculated at close of trading on 19-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,351.3 |
1,350.1 |
-1.2 |
-0.1% |
1,336.5 |
High |
1,354.4 |
1,350.1 |
-4.3 |
-0.3% |
1,355.0 |
Low |
1,348.2 |
1,338.6 |
-9.6 |
-0.7% |
1,333.6 |
Close |
1,351.2 |
1,340.4 |
-10.8 |
-0.8% |
1,340.4 |
Range |
6.2 |
11.5 |
5.3 |
85.5% |
21.4 |
ATR |
16.3 |
16.0 |
-0.3 |
-1.6% |
0.0 |
Volume |
140 |
197 |
57 |
40.7% |
872 |
|
Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,377.5 |
1,370.5 |
1,346.7 |
|
R3 |
1,366.0 |
1,359.0 |
1,343.6 |
|
R2 |
1,354.5 |
1,354.5 |
1,342.5 |
|
R1 |
1,347.5 |
1,347.5 |
1,341.5 |
1,345.3 |
PP |
1,343.0 |
1,343.0 |
1,343.0 |
1,341.9 |
S1 |
1,336.0 |
1,336.0 |
1,339.3 |
1,333.8 |
S2 |
1,331.5 |
1,331.5 |
1,338.3 |
|
S3 |
1,320.0 |
1,324.5 |
1,337.2 |
|
S4 |
1,308.5 |
1,313.0 |
1,334.1 |
|
|
Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.2 |
1,395.2 |
1,352.2 |
|
R3 |
1,385.8 |
1,373.8 |
1,346.3 |
|
R2 |
1,364.4 |
1,364.4 |
1,344.3 |
|
R1 |
1,352.4 |
1,352.4 |
1,342.4 |
1,358.4 |
PP |
1,343.0 |
1,343.0 |
1,343.0 |
1,346.0 |
S1 |
1,331.0 |
1,331.0 |
1,338.4 |
1,337.0 |
S2 |
1,321.6 |
1,321.6 |
1,336.5 |
|
S3 |
1,300.2 |
1,309.6 |
1,334.5 |
|
S4 |
1,278.8 |
1,288.2 |
1,328.6 |
|
|
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 |
1,333.6 |
21.4 |
1.6% |
9.5 |
0.7% |
32% |
False |
False |
174 |
10 |
1,355.0 |
1,327.8 |
27.2 |
2.0% |
11.0 |
0.8% |
46% |
False |
False |
296 |
20 |
1,366.1 |
1,311.1 |
55.0 |
4.1% |
14.1 |
1.1% |
53% |
False |
False |
37,740 |
40 |
1,377.5 |
1,252.8 |
124.7 |
9.3% |
19.7 |
1.5% |
70% |
False |
False |
141,517 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
19.3 |
1.4% |
79% |
False |
False |
156,485 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
19.2 |
1.4% |
79% |
False |
False |
127,471 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
18.7 |
1.4% |
79% |
False |
False |
102,894 |
120 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
19.2 |
1.4% |
79% |
False |
False |
86,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,399.0 |
2.618 |
1,380.2 |
1.618 |
1,368.7 |
1.000 |
1,361.6 |
0.618 |
1,357.2 |
HIGH |
1,350.1 |
0.618 |
1,345.7 |
0.500 |
1,344.4 |
0.382 |
1,343.0 |
LOW |
1,338.6 |
0.618 |
1,331.5 |
1.000 |
1,327.1 |
1.618 |
1,320.0 |
2.618 |
1,308.5 |
4.250 |
1,289.7 |
|
|
Fisher Pivots for day following 19-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,344.4 |
1,346.5 |
PP |
1,343.0 |
1,344.5 |
S1 |
1,341.7 |
1,342.4 |
|