Trading Metrics calculated at close of trading on 23-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
4,809.25 |
4,809.25 |
0.00 |
0.0% |
4,806.75 |
High |
4,818.00 |
4,836.75 |
18.75 |
0.4% |
4,835.25 |
Low |
4,789.50 |
4,807.75 |
18.25 |
0.4% |
4,772.00 |
Close |
4,811.75 |
4,817.00 |
5.25 |
0.1% |
4,807.00 |
Range |
28.50 |
29.00 |
0.50 |
1.8% |
63.25 |
ATR |
38.65 |
37.96 |
-0.69 |
-1.8% |
0.00 |
Volume |
196,397 |
160,448 |
-35,949 |
-18.3% |
827,634 |
|
Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,907.50 |
4,891.25 |
4,833.00 |
|
R3 |
4,878.50 |
4,862.25 |
4,825.00 |
|
R2 |
4,849.50 |
4,849.50 |
4,822.25 |
|
R1 |
4,833.25 |
4,833.25 |
4,819.75 |
4,841.50 |
PP |
4,820.50 |
4,820.50 |
4,820.50 |
4,824.50 |
S1 |
4,804.25 |
4,804.25 |
4,814.25 |
4,812.50 |
S2 |
4,791.50 |
4,791.50 |
4,811.75 |
|
S3 |
4,762.50 |
4,775.25 |
4,809.00 |
|
S4 |
4,733.50 |
4,746.25 |
4,801.00 |
|
|
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 |
4,836.75 |
4,772.00 |
64.75 |
1.3% |
29.75 |
0.6% |
69% |
True |
False |
179,649 |
10 |
4,836.75 |
4,767.25 |
69.50 |
1.4% |
29.50 |
0.6% |
72% |
True |
False |
160,553 |
20 |
4,836.75 |
4,676.75 |
160.00 |
3.3% |
35.00 |
0.7% |
88% |
True |
False |
175,501 |
40 |
4,836.75 |
4,176.00 |
660.75 |
13.7% |
45.50 |
0.9% |
97% |
True |
False |
186,740 |
60 |
4,836.75 |
4,167.75 |
669.00 |
13.9% |
50.25 |
1.0% |
97% |
True |
False |
182,516 |
80 |
4,836.75 |
4,167.75 |
669.00 |
13.9% |
52.00 |
1.1% |
97% |
True |
False |
136,951 |
100 |
4,836.75 |
4,167.75 |
669.00 |
13.9% |
53.50 |
1.1% |
97% |
True |
False |
109,577 |
120 |
4,836.75 |
4,167.75 |
669.00 |
13.9% |
51.75 |
1.1% |
97% |
True |
False |
91,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,960.00 |
2.618 |
4,912.75 |
1.618 |
4,883.75 |
1.000 |
4,865.75 |
0.618 |
4,854.75 |
HIGH |
4,836.75 |
0.618 |
4,825.75 |
0.500 |
4,822.25 |
0.382 |
4,818.75 |
LOW |
4,807.75 |
0.618 |
4,789.75 |
1.000 |
4,778.75 |
1.618 |
4,760.75 |
2.618 |
4,731.75 |
4.250 |
4,684.50 |
|
|
Fisher Pivots for day following 23-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
4,822.25 |
4,815.00 |
PP |
4,820.50 |
4,813.00 |
S1 |
4,818.75 |
4,811.00 |
|