Trading Metrics calculated at close of trading on 16-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
5,481.0 |
5,512.0 |
31.0 |
0.6% |
5,486.0 |
High |
5,502.0 |
5,512.0 |
10.0 |
0.2% |
5,511.0 |
Low |
5,467.0 |
5,484.0 |
17.0 |
0.3% |
5,432.0 |
Close |
5,495.0 |
5,488.0 |
-7.0 |
-0.1% |
5,485.0 |
Range |
35.0 |
28.0 |
-7.0 |
-20.0% |
79.0 |
ATR |
48.5 |
47.1 |
-1.5 |
-3.0% |
0.0 |
Volume |
17,657 |
21,086 |
3,429 |
19.4% |
119,408 |
|
Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,578.7 |
5,561.3 |
5,503.4 |
|
R3 |
5,550.7 |
5,533.3 |
5,495.7 |
|
R2 |
5,522.7 |
5,522.7 |
5,493.1 |
|
R1 |
5,505.3 |
5,505.3 |
5,490.6 |
5,500.0 |
PP |
5,494.7 |
5,494.7 |
5,494.7 |
5,492.0 |
S1 |
5,477.3 |
5,477.3 |
5,485.4 |
5,472.0 |
S2 |
5,466.7 |
5,466.7 |
5,482.9 |
|
S3 |
5,438.7 |
5,449.3 |
5,480.3 |
|
S4 |
5,410.7 |
5,421.3 |
5,472.6 |
|
|
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 |
5,512.0 |
5,432.0 |
80.0 |
1.5% |
41.4 |
0.8% |
70% |
True |
False |
24,099 |
10 |
5,512.0 |
5,415.0 |
97.0 |
1.8% |
35.6 |
0.6% |
75% |
True |
False |
21,987 |
20 |
5,569.0 |
5,404.0 |
165.0 |
3.0% |
38.3 |
0.7% |
51% |
False |
False |
23,029 |
40 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
49.8 |
0.9% |
86% |
False |
False |
25,741 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
46.6 |
0.8% |
86% |
False |
False |
23,795 |
80 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
40.8 |
0.7% |
86% |
False |
False |
17,869 |
100 |
5,569.0 |
4,836.0 |
733.0 |
13.4% |
36.6 |
0.7% |
89% |
False |
False |
14,313 |
120 |
5,569.0 |
4,775.0 |
794.0 |
14.5% |
31.5 |
0.6% |
90% |
False |
False |
11,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,631.0 |
2.618 |
5,585.3 |
1.618 |
5,557.3 |
1.000 |
5,540.0 |
0.618 |
5,529.3 |
HIGH |
5,512.0 |
0.618 |
5,501.3 |
0.500 |
5,498.0 |
0.382 |
5,494.7 |
LOW |
5,484.0 |
0.618 |
5,466.7 |
1.000 |
5,456.0 |
1.618 |
5,438.7 |
2.618 |
5,410.7 |
4.250 |
5,365.0 |
|
|
Fisher Pivots for day following 16-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
5,498.0 |
5,487.3 |
PP |
5,494.7 |
5,486.7 |
S1 |
5,491.3 |
5,486.0 |
|