Trading Metrics calculated at close of trading on 30-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
4,786.00 |
4,795.00 |
9.00 |
0.2% |
4,809.25 |
High |
4,805.75 |
4,798.50 |
-7.25 |
-0.2% |
4,836.75 |
Low |
4,774.00 |
4,759.75 |
-14.25 |
-0.3% |
4,757.25 |
Close |
4,793.25 |
4,776.00 |
-17.25 |
-0.4% |
4,785.75 |
Range |
31.75 |
38.75 |
7.00 |
22.0% |
79.50 |
ATR |
39.09 |
39.07 |
-0.02 |
-0.1% |
0.00 |
Volume |
146,925 |
186,259 |
39,334 |
26.8% |
1,022,972 |
|
Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,894.25 |
4,874.00 |
4,797.25 |
|
R3 |
4,855.50 |
4,835.25 |
4,786.75 |
|
R2 |
4,816.75 |
4,816.75 |
4,783.00 |
|
R1 |
4,796.50 |
4,796.50 |
4,779.50 |
4,787.25 |
PP |
4,778.00 |
4,778.00 |
4,778.00 |
4,773.50 |
S1 |
4,757.75 |
4,757.75 |
4,772.50 |
4,748.50 |
S2 |
4,739.25 |
4,739.25 |
4,769.00 |
|
S3 |
4,700.50 |
4,719.00 |
4,765.25 |
|
S4 |
4,661.75 |
4,680.25 |
4,754.75 |
|
|
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 |
4,823.50 |
4,757.25 |
66.25 |
1.4% |
41.75 |
0.9% |
28% |
False |
False |
199,862 |
10 |
4,836.75 |
4,757.25 |
79.50 |
1.7% |
35.75 |
0.7% |
24% |
False |
False |
189,755 |
20 |
4,836.75 |
4,698.00 |
138.75 |
2.9% |
34.25 |
0.7% |
56% |
False |
False |
169,539 |
40 |
4,836.75 |
4,365.75 |
471.00 |
9.9% |
40.00 |
0.8% |
87% |
False |
False |
183,259 |
60 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
50.25 |
1.1% |
91% |
False |
False |
198,998 |
80 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
51.25 |
1.1% |
91% |
False |
False |
149,433 |
100 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
52.75 |
1.1% |
91% |
False |
False |
119,567 |
120 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
52.00 |
1.1% |
91% |
False |
False |
99,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,963.25 |
2.618 |
4,900.00 |
1.618 |
4,861.25 |
1.000 |
4,837.25 |
0.618 |
4,822.50 |
HIGH |
4,798.50 |
0.618 |
4,783.75 |
0.500 |
4,779.00 |
0.382 |
4,774.50 |
LOW |
4,759.75 |
0.618 |
4,735.75 |
1.000 |
4,721.00 |
1.618 |
4,697.00 |
2.618 |
4,658.25 |
4.250 |
4,595.00 |
|
|
Fisher Pivots for day following 30-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
4,779.00 |
4,787.50 |
PP |
4,778.00 |
4,783.50 |
S1 |
4,777.00 |
4,779.75 |
|