Trading Metrics calculated at close of trading on 23-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,334.4 |
1,337.0 |
2.6 |
0.2% |
1,336.5 |
High |
1,337.7 |
1,341.2 |
3.5 |
0.3% |
1,355.0 |
Low |
1,333.3 |
1,334.3 |
1.0 |
0.1% |
1,333.6 |
Close |
1,337.7 |
1,340.6 |
2.9 |
0.2% |
1,340.4 |
Range |
4.4 |
6.9 |
2.5 |
56.8% |
21.4 |
ATR |
15.4 |
14.8 |
-0.6 |
-3.9% |
0.0 |
Volume |
117 |
551 |
434 |
370.9% |
872 |
|
Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.4 |
1,356.9 |
1,344.4 |
|
R3 |
1,352.5 |
1,350.0 |
1,342.5 |
|
R2 |
1,345.6 |
1,345.6 |
1,341.9 |
|
R1 |
1,343.1 |
1,343.1 |
1,341.2 |
1,344.4 |
PP |
1,338.7 |
1,338.7 |
1,338.7 |
1,339.3 |
S1 |
1,336.2 |
1,336.2 |
1,340.0 |
1,337.5 |
S2 |
1,331.8 |
1,331.8 |
1,339.3 |
|
S3 |
1,324.9 |
1,329.3 |
1,338.7 |
|
S4 |
1,318.0 |
1,322.4 |
1,336.8 |
|
|
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 |
1,354.4 |
1,333.3 |
21.1 |
1.6% |
7.5 |
0.6% |
35% |
False |
False |
228 |
10 |
1,355.0 |
1,333.2 |
21.8 |
1.6% |
10.3 |
0.8% |
34% |
False |
False |
242 |
20 |
1,366.1 |
1,315.6 |
50.5 |
3.8% |
13.5 |
1.0% |
50% |
False |
False |
14,420 |
40 |
1,377.5 |
1,308.2 |
69.3 |
5.2% |
16.7 |
1.2% |
47% |
False |
False |
120,719 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
18.9 |
1.4% |
79% |
False |
False |
150,616 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
18.6 |
1.4% |
79% |
False |
False |
127,136 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
18.4 |
1.4% |
79% |
False |
False |
102,807 |
120 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
18.9 |
1.4% |
79% |
False |
False |
86,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,370.5 |
2.618 |
1,359.3 |
1.618 |
1,352.4 |
1.000 |
1,348.1 |
0.618 |
1,345.5 |
HIGH |
1,341.2 |
0.618 |
1,338.6 |
0.500 |
1,337.8 |
0.382 |
1,336.9 |
LOW |
1,334.3 |
0.618 |
1,330.0 |
1.000 |
1,327.4 |
1.618 |
1,323.1 |
2.618 |
1,316.2 |
4.250 |
1,305.0 |
|
|
Fisher Pivots for day following 23-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,339.7 |
1,341.7 |
PP |
1,338.7 |
1,341.3 |
S1 |
1,337.8 |
1,341.0 |
|