Trading Metrics calculated at close of trading on 18-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
4,800.75 |
4,808.25 |
7.50 |
0.2% |
4,784.75 |
High |
4,809.75 |
4,814.00 |
4.25 |
0.1% |
4,811.00 |
Low |
4,772.00 |
4,792.75 |
20.75 |
0.4% |
4,766.25 |
Close |
4,804.00 |
4,808.50 |
4.50 |
0.1% |
4,804.25 |
Range |
37.75 |
21.25 |
-16.50 |
-43.7% |
44.75 |
ATR |
41.47 |
40.02 |
-1.44 |
-3.5% |
0.00 |
Volume |
197,778 |
149,002 |
-48,776 |
-24.7% |
687,578 |
|
Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,868.75 |
4,860.00 |
4,820.25 |
|
R3 |
4,847.50 |
4,838.75 |
4,814.25 |
|
R2 |
4,826.25 |
4,826.25 |
4,812.50 |
|
R1 |
4,817.50 |
4,817.50 |
4,810.50 |
4,822.00 |
PP |
4,805.00 |
4,805.00 |
4,805.00 |
4,807.25 |
S1 |
4,796.25 |
4,796.25 |
4,806.50 |
4,800.50 |
S2 |
4,783.75 |
4,783.75 |
4,804.50 |
|
S3 |
4,762.50 |
4,775.00 |
4,802.75 |
|
S4 |
4,741.25 |
4,753.75 |
4,796.75 |
|
|
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 |
4,772.00 |
63.25 |
1.3% |
27.50 |
0.6% |
58% |
False |
False |
152,994 |
10 |
4,835.25 |
4,742.50 |
92.75 |
1.9% |
32.50 |
0.7% |
71% |
False |
False |
150,153 |
20 |
4,835.25 |
4,628.50 |
206.75 |
4.3% |
36.00 |
0.8% |
87% |
False |
False |
173,372 |
40 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
54.00 |
1.1% |
96% |
False |
False |
200,588 |
60 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
50.25 |
1.0% |
96% |
False |
False |
173,351 |
80 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
53.75 |
1.1% |
96% |
False |
False |
130,063 |
100 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
54.25 |
1.1% |
96% |
False |
False |
104,070 |
120 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
52.25 |
1.1% |
96% |
False |
False |
86,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,904.25 |
2.618 |
4,869.75 |
1.618 |
4,848.50 |
1.000 |
4,835.25 |
0.618 |
4,827.25 |
HIGH |
4,814.00 |
0.618 |
4,806.00 |
0.500 |
4,803.50 |
0.382 |
4,800.75 |
LOW |
4,792.75 |
0.618 |
4,779.50 |
1.000 |
4,771.50 |
1.618 |
4,758.25 |
2.618 |
4,737.00 |
4.250 |
4,702.50 |
|
|
Fisher Pivots for day following 18-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
4,806.75 |
4,805.00 |
PP |
4,805.00 |
4,801.75 |
S1 |
4,803.50 |
4,798.25 |
|