Trading Metrics calculated at close of trading on 22-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
4,808.00 |
4,809.25 |
1.25 |
0.0% |
4,806.75 |
High |
4,816.75 |
4,818.00 |
1.25 |
0.0% |
4,835.25 |
Low |
4,785.00 |
4,789.50 |
4.50 |
0.1% |
4,772.00 |
Close |
4,807.00 |
4,811.75 |
4.75 |
0.1% |
4,807.00 |
Range |
31.75 |
28.50 |
-3.25 |
-10.2% |
63.25 |
ATR |
39.43 |
38.65 |
-0.78 |
-2.0% |
0.00 |
Volume |
194,623 |
196,397 |
1,774 |
0.9% |
827,634 |
|
Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,892.00 |
4,880.25 |
4,827.50 |
|
R3 |
4,863.50 |
4,851.75 |
4,819.50 |
|
R2 |
4,835.00 |
4,835.00 |
4,817.00 |
|
R1 |
4,823.25 |
4,823.25 |
4,814.25 |
4,829.00 |
PP |
4,806.50 |
4,806.50 |
4,806.50 |
4,809.25 |
S1 |
4,794.75 |
4,794.75 |
4,809.25 |
4,800.50 |
S2 |
4,778.00 |
4,778.00 |
4,806.50 |
|
S3 |
4,749.50 |
4,766.25 |
4,804.00 |
|
S4 |
4,721.00 |
4,737.75 |
4,796.00 |
|
|
Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,994.50 |
4,964.00 |
4,841.75 |
|
R3 |
4,931.25 |
4,900.75 |
4,824.50 |
|
R2 |
4,868.00 |
4,868.00 |
4,818.50 |
|
R1 |
4,837.50 |
4,837.50 |
4,812.75 |
4,852.75 |
PP |
4,804.75 |
4,804.75 |
4,804.75 |
4,812.50 |
S1 |
4,774.25 |
4,774.25 |
4,801.25 |
4,789.50 |
S2 |
4,741.50 |
4,741.50 |
4,795.50 |
|
S3 |
4,678.25 |
4,711.00 |
4,789.50 |
|
S4 |
4,615.00 |
4,647.75 |
4,772.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,824.50 |
4,772.00 |
52.50 |
1.1% |
29.50 |
0.6% |
76% |
False |
False |
178,772 |
10 |
4,835.25 |
4,767.25 |
68.00 |
1.4% |
29.50 |
0.6% |
65% |
False |
False |
157,942 |
20 |
4,835.25 |
4,641.00 |
194.25 |
4.0% |
36.00 |
0.7% |
88% |
False |
False |
177,967 |
40 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
47.25 |
1.0% |
96% |
False |
False |
193,060 |
60 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
50.00 |
1.0% |
96% |
False |
False |
179,848 |
80 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
52.75 |
1.1% |
96% |
False |
False |
134,947 |
100 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
54.00 |
1.1% |
96% |
False |
False |
107,975 |
120 |
4,835.25 |
4,167.75 |
667.50 |
13.9% |
51.75 |
1.1% |
96% |
False |
False |
89,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,939.00 |
2.618 |
4,892.50 |
1.618 |
4,864.00 |
1.000 |
4,846.50 |
0.618 |
4,835.50 |
HIGH |
4,818.00 |
0.618 |
4,807.00 |
0.500 |
4,803.75 |
0.382 |
4,800.50 |
LOW |
4,789.50 |
0.618 |
4,772.00 |
1.000 |
4,761.00 |
1.618 |
4,743.50 |
2.618 |
4,715.00 |
4.250 |
4,668.50 |
|
|
Fisher Pivots for day following 22-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
4,809.00 |
4,808.25 |
PP |
4,806.50 |
4,805.00 |
S1 |
4,803.75 |
4,801.50 |
|