Trading Metrics calculated at close of trading on 26-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
4,786.50 |
4,783.50 |
-3.00 |
-0.1% |
4,809.25 |
High |
4,794.00 |
4,817.50 |
23.50 |
0.5% |
4,836.75 |
Low |
4,768.25 |
4,757.25 |
-11.00 |
-0.2% |
4,757.25 |
Close |
4,782.25 |
4,785.75 |
3.50 |
0.1% |
4,785.75 |
Range |
25.75 |
60.25 |
34.50 |
134.0% |
79.50 |
ATR |
38.07 |
39.66 |
1.58 |
4.2% |
0.00 |
Volume |
194,394 |
281,261 |
86,867 |
44.7% |
1,022,972 |
|
Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,967.50 |
4,937.00 |
4,819.00 |
|
R3 |
4,907.25 |
4,876.75 |
4,802.25 |
|
R2 |
4,847.00 |
4,847.00 |
4,796.75 |
|
R1 |
4,816.50 |
4,816.50 |
4,791.25 |
4,831.75 |
PP |
4,786.75 |
4,786.75 |
4,786.75 |
4,794.50 |
S1 |
4,756.25 |
4,756.25 |
4,780.25 |
4,771.50 |
S2 |
4,726.50 |
4,726.50 |
4,774.75 |
|
S3 |
4,666.25 |
4,696.00 |
4,769.25 |
|
S4 |
4,606.00 |
4,635.75 |
4,752.50 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,031.75 |
4,988.25 |
4,829.50 |
|
R3 |
4,952.25 |
4,908.75 |
4,807.50 |
|
R2 |
4,872.75 |
4,872.75 |
4,800.25 |
|
R1 |
4,829.25 |
4,829.25 |
4,793.00 |
4,811.25 |
PP |
4,793.25 |
4,793.25 |
4,793.25 |
4,784.25 |
S1 |
4,749.75 |
4,749.75 |
4,778.50 |
4,731.75 |
S2 |
4,713.75 |
4,713.75 |
4,771.25 |
|
S3 |
4,634.25 |
4,670.25 |
4,764.00 |
|
S4 |
4,554.75 |
4,590.75 |
4,742.00 |
|
|
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 |
4,757.25 |
79.50 |
1.7% |
39.25 |
0.8% |
36% |
False |
True |
204,594 |
10 |
4,836.75 |
4,757.25 |
79.50 |
1.7% |
34.50 |
0.7% |
36% |
False |
True |
185,060 |
20 |
4,836.75 |
4,681.75 |
155.00 |
3.2% |
36.75 |
0.8% |
67% |
False |
False |
175,919 |
40 |
4,836.75 |
4,365.75 |
471.00 |
9.8% |
41.75 |
0.9% |
89% |
False |
False |
184,362 |
60 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
50.50 |
1.1% |
92% |
False |
False |
193,542 |
80 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
51.75 |
1.1% |
92% |
False |
False |
145,274 |
100 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
53.50 |
1.1% |
92% |
False |
False |
116,237 |
120 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
52.25 |
1.1% |
92% |
False |
False |
96,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,073.50 |
2.618 |
4,975.25 |
1.618 |
4,915.00 |
1.000 |
4,877.75 |
0.618 |
4,854.75 |
HIGH |
4,817.50 |
0.618 |
4,794.50 |
0.500 |
4,787.50 |
0.382 |
4,780.25 |
LOW |
4,757.25 |
0.618 |
4,720.00 |
1.000 |
4,697.00 |
1.618 |
4,659.75 |
2.618 |
4,599.50 |
4.250 |
4,501.25 |
|
|
Fisher Pivots for day following 26-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
4,787.50 |
4,790.50 |
PP |
4,786.75 |
4,788.75 |
S1 |
4,786.25 |
4,787.25 |
|