Trading Metrics calculated at close of trading on 24-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,337.0 |
1,337.2 |
0.2 |
0.0% |
1,336.5 |
High |
1,341.2 |
1,337.2 |
-4.0 |
-0.3% |
1,355.0 |
Low |
1,334.3 |
1,322.9 |
-11.4 |
-0.9% |
1,333.6 |
Close |
1,340.6 |
1,324.4 |
-16.2 |
-1.2% |
1,340.4 |
Range |
6.9 |
14.3 |
7.4 |
107.2% |
21.4 |
ATR |
14.8 |
15.0 |
0.2 |
1.4% |
0.0 |
Volume |
551 |
262 |
-289 |
-52.5% |
872 |
|
Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,371.1 |
1,362.0 |
1,332.3 |
|
R3 |
1,356.8 |
1,347.7 |
1,328.3 |
|
R2 |
1,342.5 |
1,342.5 |
1,327.0 |
|
R1 |
1,333.4 |
1,333.4 |
1,325.7 |
1,330.8 |
PP |
1,328.2 |
1,328.2 |
1,328.2 |
1,326.9 |
S1 |
1,319.1 |
1,319.1 |
1,323.1 |
1,316.5 |
S2 |
1,313.9 |
1,313.9 |
1,321.8 |
|
S3 |
1,299.6 |
1,304.8 |
1,320.5 |
|
S4 |
1,285.3 |
1,290.5 |
1,316.5 |
|
|
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 |
1,322.9 |
31.5 |
2.4% |
8.7 |
0.7% |
5% |
False |
True |
253 |
10 |
1,355.0 |
1,322.9 |
32.1 |
2.4% |
10.7 |
0.8% |
5% |
False |
True |
258 |
20 |
1,366.1 |
1,322.9 |
43.2 |
3.3% |
12.9 |
1.0% |
3% |
False |
True |
3,664 |
40 |
1,377.5 |
1,310.7 |
66.8 |
5.0% |
16.5 |
1.2% |
21% |
False |
False |
115,826 |
60 |
1,377.5 |
1,208.2 |
169.3 |
12.8% |
18.8 |
1.4% |
69% |
False |
False |
146,684 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
18.5 |
1.4% |
70% |
False |
False |
126,887 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
18.5 |
1.4% |
70% |
False |
False |
102,789 |
120 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
18.9 |
1.4% |
70% |
False |
False |
86,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.0 |
2.618 |
1,374.6 |
1.618 |
1,360.3 |
1.000 |
1,351.5 |
0.618 |
1,346.0 |
HIGH |
1,337.2 |
0.618 |
1,331.7 |
0.500 |
1,330.1 |
0.382 |
1,328.4 |
LOW |
1,322.9 |
0.618 |
1,314.1 |
1.000 |
1,308.6 |
1.618 |
1,299.8 |
2.618 |
1,285.5 |
4.250 |
1,262.1 |
|
|
Fisher Pivots for day following 24-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,330.1 |
1,332.1 |
PP |
1,328.2 |
1,329.5 |
S1 |
1,326.3 |
1,327.0 |
|