Trading Metrics calculated at close of trading on 18-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
5,479.0 |
5,507.0 |
28.0 |
0.5% |
5,486.0 |
High |
5,515.0 |
5,526.0 |
11.0 |
0.2% |
5,511.0 |
Low |
5,473.0 |
5,465.0 |
-8.0 |
-0.1% |
5,432.0 |
Close |
5,511.0 |
5,476.0 |
-35.0 |
-0.6% |
5,485.0 |
Range |
42.0 |
61.0 |
19.0 |
45.2% |
79.0 |
ATR |
46.7 |
47.7 |
1.0 |
2.2% |
0.0 |
Volume |
30,440 |
27,939 |
-2,501 |
-8.2% |
119,408 |
|
Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,672.0 |
5,635.0 |
5,509.6 |
|
R3 |
5,611.0 |
5,574.0 |
5,492.8 |
|
R2 |
5,550.0 |
5,550.0 |
5,487.2 |
|
R1 |
5,513.0 |
5,513.0 |
5,481.6 |
5,501.0 |
PP |
5,489.0 |
5,489.0 |
5,489.0 |
5,483.0 |
S1 |
5,452.0 |
5,452.0 |
5,470.4 |
5,440.0 |
S2 |
5,428.0 |
5,428.0 |
5,464.8 |
|
S3 |
5,367.0 |
5,391.0 |
5,459.2 |
|
S4 |
5,306.0 |
5,330.0 |
5,442.5 |
|
|
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 |
5,526.0 |
5,460.0 |
66.0 |
1.2% |
43.4 |
0.8% |
24% |
True |
False |
24,665 |
10 |
5,526.0 |
5,432.0 |
94.0 |
1.7% |
37.8 |
0.7% |
47% |
True |
False |
23,325 |
20 |
5,569.0 |
5,415.0 |
154.0 |
2.8% |
39.2 |
0.7% |
40% |
False |
False |
23,053 |
40 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
50.5 |
0.9% |
84% |
False |
False |
26,183 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
46.4 |
0.8% |
84% |
False |
False |
24,766 |
80 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
41.2 |
0.8% |
84% |
False |
False |
18,593 |
100 |
5,569.0 |
4,836.0 |
733.0 |
13.4% |
37.5 |
0.7% |
87% |
False |
False |
14,897 |
120 |
5,569.0 |
4,810.0 |
759.0 |
13.9% |
32.2 |
0.6% |
88% |
False |
False |
12,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,785.3 |
2.618 |
5,685.7 |
1.618 |
5,624.7 |
1.000 |
5,587.0 |
0.618 |
5,563.7 |
HIGH |
5,526.0 |
0.618 |
5,502.7 |
0.500 |
5,495.5 |
0.382 |
5,488.3 |
LOW |
5,465.0 |
0.618 |
5,427.3 |
1.000 |
5,404.0 |
1.618 |
5,366.3 |
2.618 |
5,305.3 |
4.250 |
5,205.8 |
|
|
Fisher Pivots for day following 18-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
5,495.5 |
5,495.5 |
PP |
5,489.0 |
5,489.0 |
S1 |
5,482.5 |
5,482.5 |
|