Trading Metrics calculated at close of trading on 31-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
4,795.00 |
4,778.25 |
-16.75 |
-0.3% |
4,809.25 |
High |
4,798.50 |
4,779.25 |
-19.25 |
-0.4% |
4,836.75 |
Low |
4,759.75 |
4,751.50 |
-8.25 |
-0.2% |
4,757.25 |
Close |
4,776.00 |
4,773.75 |
-2.25 |
0.0% |
4,785.75 |
Range |
38.75 |
27.75 |
-11.00 |
-28.4% |
79.50 |
ATR |
39.07 |
38.26 |
-0.81 |
-2.1% |
0.00 |
Volume |
186,259 |
198,477 |
12,218 |
6.6% |
1,022,972 |
|
Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,851.50 |
4,840.25 |
4,789.00 |
|
R3 |
4,823.75 |
4,812.50 |
4,781.50 |
|
R2 |
4,796.00 |
4,796.00 |
4,778.75 |
|
R1 |
4,784.75 |
4,784.75 |
4,776.25 |
4,776.50 |
PP |
4,768.25 |
4,768.25 |
4,768.25 |
4,764.00 |
S1 |
4,757.00 |
4,757.00 |
4,771.25 |
4,748.75 |
S2 |
4,740.50 |
4,740.50 |
4,768.75 |
|
S3 |
4,712.75 |
4,729.25 |
4,766.00 |
|
S4 |
4,685.00 |
4,701.50 |
4,758.50 |
|
|
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 |
4,817.50 |
4,751.50 |
66.00 |
1.4% |
36.75 |
0.8% |
34% |
False |
True |
201,463 |
10 |
4,836.75 |
4,751.50 |
85.25 |
1.8% |
34.75 |
0.7% |
26% |
False |
True |
189,825 |
20 |
4,836.75 |
4,715.00 |
121.75 |
2.6% |
34.25 |
0.7% |
48% |
False |
False |
170,933 |
40 |
4,836.75 |
4,427.50 |
409.25 |
8.6% |
39.00 |
0.8% |
85% |
False |
False |
181,876 |
60 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
50.25 |
1.1% |
91% |
False |
False |
202,247 |
80 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
51.00 |
1.1% |
91% |
False |
False |
151,912 |
100 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
52.25 |
1.1% |
91% |
False |
False |
121,552 |
120 |
4,836.75 |
4,167.75 |
669.00 |
14.0% |
52.00 |
1.1% |
91% |
False |
False |
101,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,897.25 |
2.618 |
4,852.00 |
1.618 |
4,824.25 |
1.000 |
4,807.00 |
0.618 |
4,796.50 |
HIGH |
4,779.25 |
0.618 |
4,768.75 |
0.500 |
4,765.50 |
0.382 |
4,762.00 |
LOW |
4,751.50 |
0.618 |
4,734.25 |
1.000 |
4,723.75 |
1.618 |
4,706.50 |
2.618 |
4,678.75 |
4.250 |
4,633.50 |
|
|
Fisher Pivots for day following 31-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
4,771.00 |
4,778.50 |
PP |
4,768.25 |
4,777.00 |
S1 |
4,765.50 |
4,775.50 |
|