Trading Metrics calculated at close of trading on 25-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
4,818.50 |
4,786.50 |
-32.00 |
-0.7% |
4,806.75 |
High |
4,823.50 |
4,794.00 |
-29.50 |
-0.6% |
4,835.25 |
Low |
4,770.75 |
4,768.25 |
-2.50 |
-0.1% |
4,772.00 |
Close |
4,786.25 |
4,782.25 |
-4.00 |
-0.1% |
4,807.00 |
Range |
52.75 |
25.75 |
-27.00 |
-51.2% |
63.25 |
ATR |
39.02 |
38.07 |
-0.95 |
-2.4% |
0.00 |
Volume |
190,472 |
194,394 |
3,922 |
2.1% |
827,634 |
|
Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,858.75 |
4,846.25 |
4,796.50 |
|
R3 |
4,833.00 |
4,820.50 |
4,789.25 |
|
R2 |
4,807.25 |
4,807.25 |
4,787.00 |
|
R1 |
4,794.75 |
4,794.75 |
4,784.50 |
4,788.00 |
PP |
4,781.50 |
4,781.50 |
4,781.50 |
4,778.25 |
S1 |
4,769.00 |
4,769.00 |
4,780.00 |
4,762.50 |
S2 |
4,755.75 |
4,755.75 |
4,777.50 |
|
S3 |
4,730.00 |
4,743.25 |
4,775.25 |
|
S4 |
4,704.25 |
4,717.50 |
4,768.00 |
|
|
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 |
4,768.25 |
68.50 |
1.4% |
33.50 |
0.7% |
20% |
False |
True |
187,266 |
10 |
4,836.75 |
4,768.25 |
68.50 |
1.4% |
30.50 |
0.6% |
20% |
False |
True |
170,130 |
20 |
4,836.75 |
4,681.75 |
155.00 |
3.2% |
35.00 |
0.7% |
65% |
False |
False |
172,224 |
40 |
4,836.75 |
4,338.50 |
498.25 |
10.4% |
42.00 |
0.9% |
89% |
False |
False |
183,404 |
60 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
50.50 |
1.1% |
92% |
False |
False |
188,881 |
80 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
51.50 |
1.1% |
92% |
False |
False |
141,759 |
100 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
53.50 |
1.1% |
92% |
False |
False |
113,424 |
120 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
52.00 |
1.1% |
92% |
False |
False |
94,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,903.50 |
2.618 |
4,861.50 |
1.618 |
4,835.75 |
1.000 |
4,819.75 |
0.618 |
4,810.00 |
HIGH |
4,794.00 |
0.618 |
4,784.25 |
0.500 |
4,781.00 |
0.382 |
4,778.00 |
LOW |
4,768.25 |
0.618 |
4,752.25 |
1.000 |
4,742.50 |
1.618 |
4,726.50 |
2.618 |
4,700.75 |
4.250 |
4,658.75 |
|
|
Fisher Pivots for day following 25-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
4,782.00 |
4,802.50 |
PP |
4,781.50 |
4,795.75 |
S1 |
4,781.00 |
4,789.00 |
|