Trading Metrics calculated at close of trading on 29-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
4,783.50 |
4,786.00 |
2.50 |
0.1% |
4,809.25 |
High |
4,817.50 |
4,805.75 |
-11.75 |
-0.2% |
4,836.75 |
Low |
4,757.25 |
4,774.00 |
16.75 |
0.4% |
4,757.25 |
Close |
4,785.75 |
4,793.25 |
7.50 |
0.2% |
4,785.75 |
Range |
60.25 |
31.75 |
-28.50 |
-47.3% |
79.50 |
ATR |
39.66 |
39.09 |
-0.56 |
-1.4% |
0.00 |
Volume |
281,261 |
146,925 |
-134,336 |
-47.8% |
1,022,972 |
|
Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,886.25 |
4,871.50 |
4,810.75 |
|
R3 |
4,854.50 |
4,839.75 |
4,802.00 |
|
R2 |
4,822.75 |
4,822.75 |
4,799.00 |
|
R1 |
4,808.00 |
4,808.00 |
4,796.25 |
4,815.50 |
PP |
4,791.00 |
4,791.00 |
4,791.00 |
4,794.75 |
S1 |
4,776.25 |
4,776.25 |
4,790.25 |
4,783.50 |
S2 |
4,759.25 |
4,759.25 |
4,787.50 |
|
S3 |
4,727.50 |
4,744.50 |
4,784.50 |
|
S4 |
4,695.75 |
4,712.75 |
4,775.75 |
|
|
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% |
40.00 |
0.8% |
45% |
False |
False |
194,700 |
10 |
4,836.75 |
4,757.25 |
79.50 |
1.7% |
34.75 |
0.7% |
45% |
False |
False |
186,736 |
20 |
4,836.75 |
4,681.75 |
155.00 |
3.2% |
36.25 |
0.8% |
72% |
False |
False |
173,289 |
40 |
4,836.75 |
4,365.75 |
471.00 |
9.8% |
41.00 |
0.9% |
91% |
False |
False |
183,618 |
60 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
50.25 |
1.0% |
93% |
False |
False |
195,966 |
80 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
51.50 |
1.1% |
93% |
False |
False |
147,109 |
100 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
52.75 |
1.1% |
93% |
False |
False |
117,705 |
120 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
52.25 |
1.1% |
93% |
False |
False |
98,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,940.75 |
2.618 |
4,888.75 |
1.618 |
4,857.00 |
1.000 |
4,837.50 |
0.618 |
4,825.25 |
HIGH |
4,805.75 |
0.618 |
4,793.50 |
0.500 |
4,790.00 |
0.382 |
4,786.25 |
LOW |
4,774.00 |
0.618 |
4,754.50 |
1.000 |
4,742.25 |
1.618 |
4,722.75 |
2.618 |
4,691.00 |
4.250 |
4,639.00 |
|
|
Fisher Pivots for day following 29-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
4,792.00 |
4,791.25 |
PP |
4,791.00 |
4,789.25 |
S1 |
4,790.00 |
4,787.50 |
|