Trading Metrics calculated at close of trading on 29-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,323.8 |
1,315.0 |
-8.8 |
-0.7% |
1,334.4 |
High |
1,340.5 |
1,323.0 |
-17.5 |
-1.3% |
1,341.2 |
Low |
1,320.1 |
1,315.0 |
-5.1 |
-0.4% |
1,317.0 |
Close |
1,321.5 |
1,322.9 |
1.4 |
0.1% |
1,321.5 |
Range |
20.4 |
8.0 |
-12.4 |
-60.8% |
24.2 |
ATR |
14.9 |
14.4 |
-0.5 |
-3.3% |
0.0 |
Volume |
141 |
36 |
-105 |
-74.5% |
1,129 |
|
Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.3 |
1,341.6 |
1,327.3 |
|
R3 |
1,336.3 |
1,333.6 |
1,325.1 |
|
R2 |
1,328.3 |
1,328.3 |
1,324.4 |
|
R1 |
1,325.6 |
1,325.6 |
1,323.6 |
1,327.0 |
PP |
1,320.3 |
1,320.3 |
1,320.3 |
1,321.0 |
S1 |
1,317.6 |
1,317.6 |
1,322.2 |
1,319.0 |
S2 |
1,312.3 |
1,312.3 |
1,321.4 |
|
S3 |
1,304.3 |
1,309.6 |
1,320.7 |
|
S4 |
1,296.3 |
1,301.6 |
1,318.5 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,399.2 |
1,384.5 |
1,334.8 |
|
R3 |
1,375.0 |
1,360.3 |
1,328.2 |
|
R2 |
1,350.8 |
1,350.8 |
1,325.9 |
|
R1 |
1,336.1 |
1,336.1 |
1,323.7 |
1,331.4 |
PP |
1,326.6 |
1,326.6 |
1,326.6 |
1,324.2 |
S1 |
1,311.9 |
1,311.9 |
1,319.3 |
1,307.2 |
S2 |
1,302.4 |
1,302.4 |
1,317.1 |
|
S3 |
1,278.2 |
1,287.7 |
1,314.8 |
|
S4 |
1,254.0 |
1,263.5 |
1,308.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,341.2 |
1,315.0 |
26.2 |
2.0% |
11.3 |
0.9% |
30% |
False |
True |
209 |
10 |
1,355.0 |
1,315.0 |
40.0 |
3.0% |
10.1 |
0.8% |
20% |
False |
True |
197 |
20 |
1,366.1 |
1,315.0 |
51.1 |
3.9% |
12.2 |
0.9% |
15% |
False |
True |
463 |
40 |
1,377.5 |
1,310.7 |
66.8 |
5.0% |
16.1 |
1.2% |
18% |
False |
False |
100,995 |
60 |
1,377.5 |
1,236.9 |
140.6 |
10.6% |
18.4 |
1.4% |
61% |
False |
False |
138,140 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
18.3 |
1.4% |
69% |
False |
False |
126,235 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
18.3 |
1.4% |
69% |
False |
False |
102,690 |
120 |
1,377.5 |
1,201.5 |
176.0 |
13.3% |
18.7 |
1.4% |
69% |
False |
False |
86,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,357.0 |
2.618 |
1,343.9 |
1.618 |
1,335.9 |
1.000 |
1,331.0 |
0.618 |
1,327.9 |
HIGH |
1,323.0 |
0.618 |
1,319.9 |
0.500 |
1,319.0 |
0.382 |
1,318.1 |
LOW |
1,315.0 |
0.618 |
1,310.1 |
1.000 |
1,307.0 |
1.618 |
1,302.1 |
2.618 |
1,294.1 |
4.250 |
1,281.0 |
|
|
Fisher Pivots for day following 29-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,321.6 |
1,327.8 |
PP |
1,320.3 |
1,326.1 |
S1 |
1,319.0 |
1,324.5 |
|