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 |
4,782.25 |
4,800.00 |
17.75 |
0.4% |
4,784.75 |
High |
4,811.00 |
4,806.75 |
-4.25 |
-0.1% |
4,811.00 |
Low |
4,775.75 |
4,787.00 |
11.25 |
0.2% |
4,766.25 |
Close |
4,800.00 |
4,804.25 |
4.25 |
0.1% |
4,804.25 |
Range |
35.25 |
19.75 |
-15.50 |
-44.0% |
44.75 |
ATR |
45.57 |
43.72 |
-1.84 |
-4.0% |
0.00 |
Volume |
147,601 |
131,960 |
-15,641 |
-10.6% |
687,578 |
|
Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,858.50 |
4,851.25 |
4,815.00 |
|
R3 |
4,838.75 |
4,831.50 |
4,809.75 |
|
R2 |
4,819.00 |
4,819.00 |
4,807.75 |
|
R1 |
4,811.75 |
4,811.75 |
4,806.00 |
4,815.50 |
PP |
4,799.25 |
4,799.25 |
4,799.25 |
4,801.25 |
S1 |
4,792.00 |
4,792.00 |
4,802.50 |
4,795.50 |
S2 |
4,779.50 |
4,779.50 |
4,800.75 |
|
S3 |
4,759.75 |
4,772.25 |
4,798.75 |
|
S4 |
4,740.00 |
4,752.50 |
4,793.50 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,928.00 |
4,911.00 |
4,828.75 |
|
R3 |
4,883.25 |
4,866.25 |
4,816.50 |
|
R2 |
4,838.50 |
4,838.50 |
4,812.50 |
|
R1 |
4,821.50 |
4,821.50 |
4,808.25 |
4,830.00 |
PP |
4,793.75 |
4,793.75 |
4,793.75 |
4,798.00 |
S1 |
4,776.75 |
4,776.75 |
4,800.25 |
4,785.25 |
S2 |
4,749.00 |
4,749.00 |
4,796.00 |
|
S3 |
4,704.25 |
4,732.00 |
4,792.00 |
|
S4 |
4,659.50 |
4,687.25 |
4,779.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,811.00 |
4,766.25 |
44.75 |
0.9% |
30.50 |
0.6% |
85% |
False |
False |
137,515 |
10 |
4,811.00 |
4,681.75 |
129.25 |
2.7% |
38.75 |
0.8% |
95% |
False |
False |
166,778 |
20 |
4,811.00 |
4,577.00 |
234.00 |
4.9% |
38.50 |
0.8% |
97% |
False |
False |
177,357 |
40 |
4,811.00 |
4,167.75 |
643.25 |
13.4% |
56.25 |
1.2% |
99% |
False |
False |
205,547 |
60 |
4,811.00 |
4,167.75 |
643.25 |
13.4% |
52.75 |
1.1% |
99% |
False |
False |
162,824 |
80 |
4,811.00 |
4,167.75 |
643.25 |
13.4% |
55.25 |
1.2% |
99% |
False |
False |
122,155 |
100 |
4,811.00 |
4,167.75 |
643.25 |
13.4% |
55.25 |
1.1% |
99% |
False |
False |
97,741 |
120 |
4,811.00 |
4,101.75 |
709.25 |
14.8% |
53.25 |
1.1% |
99% |
False |
False |
81,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,890.75 |
2.618 |
4,858.50 |
1.618 |
4,838.75 |
1.000 |
4,826.50 |
0.618 |
4,819.00 |
HIGH |
4,806.75 |
0.618 |
4,799.25 |
0.500 |
4,797.00 |
0.382 |
4,794.50 |
LOW |
4,787.00 |
0.618 |
4,774.75 |
1.000 |
4,767.25 |
1.618 |
4,755.00 |
2.618 |
4,735.25 |
4.250 |
4,703.00 |
|
|
Fisher Pivots for day following 12-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
4,801.75 |
4,799.25 |
PP |
4,799.25 |
4,794.25 |
S1 |
4,797.00 |
4,789.00 |
|