Trading Metrics calculated at close of trading on 17-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
5,512.0 |
5,479.0 |
-33.0 |
-0.6% |
5,486.0 |
High |
5,512.0 |
5,515.0 |
3.0 |
0.1% |
5,511.0 |
Low |
5,484.0 |
5,473.0 |
-11.0 |
-0.2% |
5,432.0 |
Close |
5,488.0 |
5,511.0 |
23.0 |
0.4% |
5,485.0 |
Range |
28.0 |
42.0 |
14.0 |
50.0% |
79.0 |
ATR |
47.1 |
46.7 |
-0.4 |
-0.8% |
0.0 |
Volume |
21,086 |
30,440 |
9,354 |
44.4% |
119,408 |
|
Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,625.7 |
5,610.3 |
5,534.1 |
|
R3 |
5,583.7 |
5,568.3 |
5,522.6 |
|
R2 |
5,541.7 |
5,541.7 |
5,518.7 |
|
R1 |
5,526.3 |
5,526.3 |
5,514.9 |
5,534.0 |
PP |
5,499.7 |
5,499.7 |
5,499.7 |
5,503.5 |
S1 |
5,484.3 |
5,484.3 |
5,507.2 |
5,492.0 |
S2 |
5,457.7 |
5,457.7 |
5,503.3 |
|
S3 |
5,415.7 |
5,442.3 |
5,499.5 |
|
S4 |
5,373.7 |
5,400.3 |
5,487.9 |
|
|
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 |
5,515.0 |
5,432.0 |
83.0 |
1.5% |
40.4 |
0.7% |
95% |
True |
False |
25,209 |
10 |
5,515.0 |
5,426.0 |
89.0 |
1.6% |
35.1 |
0.6% |
96% |
True |
False |
22,496 |
20 |
5,569.0 |
5,415.0 |
154.0 |
2.8% |
38.1 |
0.7% |
62% |
False |
False |
23,088 |
40 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
49.8 |
0.9% |
90% |
False |
False |
25,985 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
46.4 |
0.8% |
90% |
False |
False |
24,302 |
80 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
41.4 |
0.8% |
90% |
False |
False |
18,248 |
100 |
5,569.0 |
4,836.0 |
733.0 |
13.3% |
36.9 |
0.7% |
92% |
False |
False |
14,617 |
120 |
5,569.0 |
4,778.0 |
791.0 |
14.4% |
31.8 |
0.6% |
93% |
False |
False |
12,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,693.5 |
2.618 |
5,625.0 |
1.618 |
5,583.0 |
1.000 |
5,557.0 |
0.618 |
5,541.0 |
HIGH |
5,515.0 |
0.618 |
5,499.0 |
0.500 |
5,494.0 |
0.382 |
5,489.0 |
LOW |
5,473.0 |
0.618 |
5,447.0 |
1.000 |
5,431.0 |
1.618 |
5,405.0 |
2.618 |
5,363.0 |
4.250 |
5,294.5 |
|
|
Fisher Pivots for day following 17-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
5,505.3 |
5,504.3 |
PP |
5,499.7 |
5,497.7 |
S1 |
5,494.0 |
5,491.0 |
|