Trading Metrics calculated at close of trading on 12-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
3,024.0 |
3,046.0 |
22.0 |
0.7% |
2,986.0 |
High |
3,050.0 |
3,049.0 |
-1.0 |
0.0% |
3,050.0 |
Low |
3,013.0 |
3,035.0 |
22.0 |
0.7% |
2,975.0 |
Close |
3,044.0 |
3,046.0 |
2.0 |
0.1% |
3,046.0 |
Range |
37.0 |
14.0 |
-23.0 |
-62.2% |
75.0 |
ATR |
49.0 |
46.5 |
-2.5 |
-5.1% |
0.0 |
Volume |
663,454 |
502,117 |
-161,337 |
-24.3% |
3,582,455 |
|
Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,085.3 |
3,079.7 |
3,053.7 |
|
R3 |
3,071.3 |
3,065.7 |
3,049.9 |
|
R2 |
3,057.3 |
3,057.3 |
3,048.6 |
|
R1 |
3,051.7 |
3,051.7 |
3,047.3 |
3,053.0 |
PP |
3,043.3 |
3,043.3 |
3,043.3 |
3,044.0 |
S1 |
3,037.7 |
3,037.7 |
3,044.7 |
3,039.0 |
S2 |
3,029.3 |
3,029.3 |
3,043.4 |
|
S3 |
3,015.3 |
3,023.7 |
3,042.2 |
|
S4 |
3,001.3 |
3,009.7 |
3,038.3 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,248.7 |
3,222.3 |
3,087.3 |
|
R3 |
3,173.7 |
3,147.3 |
3,066.6 |
|
R2 |
3,098.7 |
3,098.7 |
3,059.8 |
|
R1 |
3,072.3 |
3,072.3 |
3,052.9 |
3,085.5 |
PP |
3,023.7 |
3,023.7 |
3,023.7 |
3,030.3 |
S1 |
2,997.3 |
2,997.3 |
3,039.1 |
3,010.5 |
S2 |
2,948.7 |
2,948.7 |
3,032.3 |
|
S3 |
2,873.7 |
2,922.3 |
3,025.4 |
|
S4 |
2,798.7 |
2,847.3 |
3,004.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,050.0 |
2,975.0 |
75.0 |
2.5% |
29.4 |
1.0% |
95% |
False |
False |
716,491 |
10 |
3,050.0 |
2,888.0 |
162.0 |
5.3% |
40.6 |
1.3% |
98% |
False |
False |
806,787 |
20 |
3,050.0 |
2,888.0 |
162.0 |
5.3% |
39.8 |
1.3% |
98% |
False |
False |
866,642 |
40 |
3,058.0 |
2,645.0 |
413.0 |
13.6% |
53.0 |
1.7% |
97% |
False |
False |
1,205,338 |
60 |
3,078.0 |
2,645.0 |
433.0 |
14.2% |
50.9 |
1.7% |
93% |
False |
False |
959,472 |
80 |
3,078.0 |
2,645.0 |
433.0 |
14.2% |
49.7 |
1.6% |
93% |
False |
False |
722,441 |
100 |
3,078.0 |
2,645.0 |
433.0 |
14.2% |
49.6 |
1.6% |
93% |
False |
False |
578,688 |
120 |
3,078.0 |
2,645.0 |
433.0 |
14.2% |
47.2 |
1.5% |
93% |
False |
False |
484,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,108.5 |
2.618 |
3,085.7 |
1.618 |
3,071.7 |
1.000 |
3,063.0 |
0.618 |
3,057.7 |
HIGH |
3,049.0 |
0.618 |
3,043.7 |
0.500 |
3,042.0 |
0.382 |
3,040.3 |
LOW |
3,035.0 |
0.618 |
3,026.3 |
1.000 |
3,021.0 |
1.618 |
3,012.3 |
2.618 |
2,998.3 |
4.250 |
2,975.5 |
|
|
Fisher Pivots for day following 12-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
3,044.7 |
3,041.0 |
PP |
3,043.3 |
3,036.0 |
S1 |
3,042.0 |
3,031.0 |
|