Trading Metrics calculated at close of trading on 15-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
4,800.00 |
4,806.75 |
6.75 |
0.1% |
4,784.75 |
High |
4,806.75 |
4,835.25 |
28.50 |
0.6% |
4,811.00 |
Low |
4,787.00 |
4,805.00 |
18.00 |
0.4% |
4,766.25 |
Close |
4,804.25 |
4,822.75 |
18.50 |
0.4% |
4,804.25 |
Range |
19.75 |
30.25 |
10.50 |
53.2% |
44.75 |
ATR |
43.72 |
42.81 |
-0.91 |
-2.1% |
0.00 |
Volume |
131,960 |
130,170 |
-1,790 |
-1.4% |
687,578 |
|
Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,911.75 |
4,897.50 |
4,839.50 |
|
R3 |
4,881.50 |
4,867.25 |
4,831.00 |
|
R2 |
4,851.25 |
4,851.25 |
4,828.25 |
|
R1 |
4,837.00 |
4,837.00 |
4,825.50 |
4,844.00 |
PP |
4,821.00 |
4,821.00 |
4,821.00 |
4,824.50 |
S1 |
4,806.75 |
4,806.75 |
4,820.00 |
4,814.00 |
S2 |
4,790.75 |
4,790.75 |
4,817.25 |
|
S3 |
4,760.50 |
4,776.50 |
4,814.50 |
|
S4 |
4,730.25 |
4,746.25 |
4,806.00 |
|
|
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 |
4,835.25 |
4,767.25 |
68.00 |
1.4% |
29.75 |
0.6% |
82% |
True |
False |
137,112 |
10 |
4,835.25 |
4,681.75 |
153.50 |
3.2% |
38.00 |
0.8% |
92% |
True |
False |
159,843 |
20 |
4,835.25 |
4,588.25 |
247.00 |
5.1% |
37.75 |
0.8% |
95% |
True |
False |
174,702 |
40 |
4,835.25 |
4,167.75 |
667.50 |
13.8% |
55.00 |
1.1% |
98% |
True |
False |
202,532 |
60 |
4,835.25 |
4,167.75 |
667.50 |
13.8% |
52.25 |
1.1% |
98% |
True |
False |
164,989 |
80 |
4,835.25 |
4,167.75 |
667.50 |
13.8% |
54.75 |
1.1% |
98% |
True |
False |
123,780 |
100 |
4,835.25 |
4,167.75 |
667.50 |
13.8% |
55.00 |
1.1% |
98% |
True |
False |
99,043 |
120 |
4,835.25 |
4,167.75 |
667.50 |
13.8% |
52.75 |
1.1% |
98% |
True |
False |
82,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,963.75 |
2.618 |
4,914.50 |
1.618 |
4,884.25 |
1.000 |
4,865.50 |
0.618 |
4,854.00 |
HIGH |
4,835.25 |
0.618 |
4,823.75 |
0.500 |
4,820.00 |
0.382 |
4,816.50 |
LOW |
4,805.00 |
0.618 |
4,786.25 |
1.000 |
4,774.75 |
1.618 |
4,756.00 |
2.618 |
4,725.75 |
4.250 |
4,676.50 |
|
|
Fisher Pivots for day following 15-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
4,822.00 |
4,817.00 |
PP |
4,821.00 |
4,811.25 |
S1 |
4,820.00 |
4,805.50 |
|