Trading Metrics calculated at close of trading on 15-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
5,494.0 |
5,481.0 |
-13.0 |
-0.2% |
5,486.0 |
High |
5,511.0 |
5,502.0 |
-9.0 |
-0.2% |
5,511.0 |
Low |
5,460.0 |
5,467.0 |
7.0 |
0.1% |
5,432.0 |
Close |
5,485.0 |
5,495.0 |
10.0 |
0.2% |
5,485.0 |
Range |
51.0 |
35.0 |
-16.0 |
-31.4% |
79.0 |
ATR |
49.6 |
48.5 |
-1.0 |
-2.1% |
0.0 |
Volume |
26,206 |
17,657 |
-8,549 |
-32.6% |
119,408 |
|
Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,593.0 |
5,579.0 |
5,514.3 |
|
R3 |
5,558.0 |
5,544.0 |
5,504.6 |
|
R2 |
5,523.0 |
5,523.0 |
5,501.4 |
|
R1 |
5,509.0 |
5,509.0 |
5,498.2 |
5,516.0 |
PP |
5,488.0 |
5,488.0 |
5,488.0 |
5,491.5 |
S1 |
5,474.0 |
5,474.0 |
5,491.8 |
5,481.0 |
S2 |
5,453.0 |
5,453.0 |
5,488.6 |
|
S3 |
5,418.0 |
5,439.0 |
5,485.4 |
|
S4 |
5,383.0 |
5,404.0 |
5,475.8 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,713.0 |
5,678.0 |
5,528.5 |
|
R3 |
5,634.0 |
5,599.0 |
5,506.7 |
|
R2 |
5,555.0 |
5,555.0 |
5,499.5 |
|
R1 |
5,520.0 |
5,520.0 |
5,492.2 |
5,498.0 |
PP |
5,476.0 |
5,476.0 |
5,476.0 |
5,465.0 |
S1 |
5,441.0 |
5,441.0 |
5,477.8 |
5,419.0 |
S2 |
5,397.0 |
5,397.0 |
5,470.5 |
|
S3 |
5,318.0 |
5,362.0 |
5,463.3 |
|
S4 |
5,239.0 |
5,283.0 |
5,441.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,511.0 |
5,432.0 |
79.0 |
1.4% |
40.2 |
0.7% |
80% |
False |
False |
23,482 |
10 |
5,548.0 |
5,415.0 |
133.0 |
2.4% |
38.8 |
0.7% |
60% |
False |
False |
22,698 |
20 |
5,569.0 |
5,388.0 |
181.0 |
3.3% |
38.7 |
0.7% |
59% |
False |
False |
22,994 |
40 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
50.2 |
0.9% |
87% |
False |
False |
25,829 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
46.7 |
0.8% |
87% |
False |
False |
23,443 |
80 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
40.6 |
0.7% |
87% |
False |
False |
17,606 |
100 |
5,569.0 |
4,836.0 |
733.0 |
13.3% |
36.6 |
0.7% |
90% |
False |
False |
14,102 |
120 |
5,569.0 |
4,775.0 |
794.0 |
14.4% |
31.2 |
0.6% |
91% |
False |
False |
11,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,650.8 |
2.618 |
5,593.6 |
1.618 |
5,558.6 |
1.000 |
5,537.0 |
0.618 |
5,523.6 |
HIGH |
5,502.0 |
0.618 |
5,488.6 |
0.500 |
5,484.5 |
0.382 |
5,480.4 |
LOW |
5,467.0 |
0.618 |
5,445.4 |
1.000 |
5,432.0 |
1.618 |
5,410.4 |
2.618 |
5,375.4 |
4.250 |
5,318.3 |
|
|
Fisher Pivots for day following 15-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
5,491.5 |
5,487.2 |
PP |
5,488.0 |
5,479.3 |
S1 |
5,484.5 |
5,471.5 |
|