Trading Metrics calculated at close of trading on 25-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,337.2 |
1,321.4 |
-15.8 |
-1.2% |
1,336.5 |
High |
1,337.2 |
1,324.0 |
-13.2 |
-1.0% |
1,355.0 |
Low |
1,322.9 |
1,317.0 |
-5.9 |
-0.4% |
1,333.6 |
Close |
1,324.4 |
1,320.1 |
-4.3 |
-0.3% |
1,340.4 |
Range |
14.3 |
7.0 |
-7.3 |
-51.0% |
21.4 |
ATR |
15.0 |
14.4 |
-0.5 |
-3.6% |
0.0 |
Volume |
262 |
58 |
-204 |
-77.9% |
872 |
|
Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.4 |
1,337.7 |
1,324.0 |
|
R3 |
1,334.4 |
1,330.7 |
1,322.0 |
|
R2 |
1,327.4 |
1,327.4 |
1,321.4 |
|
R1 |
1,323.7 |
1,323.7 |
1,320.7 |
1,322.1 |
PP |
1,320.4 |
1,320.4 |
1,320.4 |
1,319.5 |
S1 |
1,316.7 |
1,316.7 |
1,319.5 |
1,315.1 |
S2 |
1,313.4 |
1,313.4 |
1,318.8 |
|
S3 |
1,306.4 |
1,309.7 |
1,318.2 |
|
S4 |
1,299.4 |
1,302.7 |
1,316.3 |
|
|
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 |
1,350.1 |
1,317.0 |
33.1 |
2.5% |
8.8 |
0.7% |
9% |
False |
True |
237 |
10 |
1,355.0 |
1,317.0 |
38.0 |
2.9% |
9.9 |
0.7% |
8% |
False |
True |
197 |
20 |
1,366.1 |
1,317.0 |
49.1 |
3.7% |
12.5 |
0.9% |
6% |
False |
True |
821 |
40 |
1,377.5 |
1,310.7 |
66.8 |
5.1% |
16.3 |
1.2% |
14% |
False |
False |
111,407 |
60 |
1,377.5 |
1,209.1 |
168.4 |
12.8% |
18.7 |
1.4% |
66% |
False |
False |
144,025 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
18.4 |
1.4% |
67% |
False |
False |
126,550 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
18.3 |
1.4% |
67% |
False |
False |
102,758 |
120 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
18.8 |
1.4% |
67% |
False |
False |
86,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,353.8 |
2.618 |
1,342.3 |
1.618 |
1,335.3 |
1.000 |
1,331.0 |
0.618 |
1,328.3 |
HIGH |
1,324.0 |
0.618 |
1,321.3 |
0.500 |
1,320.5 |
0.382 |
1,319.7 |
LOW |
1,317.0 |
0.618 |
1,312.7 |
1.000 |
1,310.0 |
1.618 |
1,305.7 |
2.618 |
1,298.7 |
4.250 |
1,287.3 |
|
|
Fisher Pivots for day following 25-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,320.5 |
1,329.1 |
PP |
1,320.4 |
1,326.1 |
S1 |
1,320.2 |
1,323.1 |
|