Trading Metrics calculated at close of trading on 24-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
4,809.25 |
4,818.50 |
9.25 |
0.2% |
4,806.75 |
High |
4,836.75 |
4,823.50 |
-13.25 |
-0.3% |
4,835.25 |
Low |
4,807.75 |
4,770.75 |
-37.00 |
-0.8% |
4,772.00 |
Close |
4,817.00 |
4,786.25 |
-30.75 |
-0.6% |
4,807.00 |
Range |
29.00 |
52.75 |
23.75 |
81.9% |
63.25 |
ATR |
37.96 |
39.02 |
1.06 |
2.8% |
0.00 |
Volume |
160,448 |
190,472 |
30,024 |
18.7% |
827,634 |
|
Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,951.75 |
4,921.75 |
4,815.25 |
|
R3 |
4,899.00 |
4,869.00 |
4,800.75 |
|
R2 |
4,846.25 |
4,846.25 |
4,796.00 |
|
R1 |
4,816.25 |
4,816.25 |
4,791.00 |
4,805.00 |
PP |
4,793.50 |
4,793.50 |
4,793.50 |
4,787.75 |
S1 |
4,763.50 |
4,763.50 |
4,781.50 |
4,752.00 |
S2 |
4,740.75 |
4,740.75 |
4,776.50 |
|
S3 |
4,688.00 |
4,710.75 |
4,771.75 |
|
S4 |
4,635.25 |
4,658.00 |
4,757.25 |
|
|
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 |
4,770.75 |
66.00 |
1.4% |
32.75 |
0.7% |
23% |
False |
True |
178,188 |
10 |
4,836.75 |
4,770.75 |
66.00 |
1.4% |
31.50 |
0.7% |
23% |
False |
True |
165,451 |
20 |
4,836.75 |
4,681.75 |
155.00 |
3.2% |
36.00 |
0.7% |
67% |
False |
False |
173,504 |
40 |
4,836.75 |
4,268.25 |
568.50 |
11.9% |
44.00 |
0.9% |
91% |
False |
False |
185,045 |
60 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
50.50 |
1.1% |
92% |
False |
False |
185,671 |
80 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
51.75 |
1.1% |
92% |
False |
False |
139,331 |
100 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
53.50 |
1.1% |
92% |
False |
False |
111,481 |
120 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
52.00 |
1.1% |
92% |
False |
False |
92,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,047.75 |
2.618 |
4,961.50 |
1.618 |
4,908.75 |
1.000 |
4,876.25 |
0.618 |
4,856.00 |
HIGH |
4,823.50 |
0.618 |
4,803.25 |
0.500 |
4,797.00 |
0.382 |
4,791.00 |
LOW |
4,770.75 |
0.618 |
4,738.25 |
1.000 |
4,718.00 |
1.618 |
4,685.50 |
2.618 |
4,632.75 |
4.250 |
4,546.50 |
|
|
Fisher Pivots for day following 24-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
4,797.00 |
4,803.75 |
PP |
4,793.50 |
4,798.00 |
S1 |
4,790.00 |
4,792.00 |
|