Trading Metrics calculated at close of trading on 19-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
5,507.0 |
5,494.0 |
-13.0 |
-0.2% |
5,481.0 |
High |
5,526.0 |
5,505.0 |
-21.0 |
-0.4% |
5,526.0 |
Low |
5,465.0 |
5,472.0 |
7.0 |
0.1% |
5,465.0 |
Close |
5,476.0 |
5,496.0 |
20.0 |
0.4% |
5,496.0 |
Range |
61.0 |
33.0 |
-28.0 |
-45.9% |
61.0 |
ATR |
47.7 |
46.7 |
-1.1 |
-2.2% |
0.0 |
Volume |
27,939 |
19,079 |
-8,860 |
-31.7% |
116,201 |
|
Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,590.0 |
5,576.0 |
5,514.2 |
|
R3 |
5,557.0 |
5,543.0 |
5,505.1 |
|
R2 |
5,524.0 |
5,524.0 |
5,502.1 |
|
R1 |
5,510.0 |
5,510.0 |
5,499.0 |
5,517.0 |
PP |
5,491.0 |
5,491.0 |
5,491.0 |
5,494.5 |
S1 |
5,477.0 |
5,477.0 |
5,493.0 |
5,484.0 |
S2 |
5,458.0 |
5,458.0 |
5,490.0 |
|
S3 |
5,425.0 |
5,444.0 |
5,486.9 |
|
S4 |
5,392.0 |
5,411.0 |
5,477.9 |
|
|
Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,678.7 |
5,648.3 |
5,529.6 |
|
R3 |
5,617.7 |
5,587.3 |
5,512.8 |
|
R2 |
5,556.7 |
5,556.7 |
5,507.2 |
|
R1 |
5,526.3 |
5,526.3 |
5,501.6 |
5,541.5 |
PP |
5,495.7 |
5,495.7 |
5,495.7 |
5,503.3 |
S1 |
5,465.3 |
5,465.3 |
5,490.4 |
5,480.5 |
S2 |
5,434.7 |
5,434.7 |
5,484.8 |
|
S3 |
5,373.7 |
5,404.3 |
5,479.2 |
|
S4 |
5,312.7 |
5,343.3 |
5,462.5 |
|
|
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 |
5,465.0 |
61.0 |
1.1% |
39.8 |
0.7% |
51% |
False |
False |
23,240 |
10 |
5,526.0 |
5,432.0 |
94.0 |
1.7% |
38.8 |
0.7% |
68% |
False |
False |
23,560 |
20 |
5,569.0 |
5,415.0 |
154.0 |
2.8% |
39.0 |
0.7% |
53% |
False |
False |
23,166 |
40 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
45.0 |
0.8% |
87% |
False |
False |
25,024 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
46.6 |
0.8% |
87% |
False |
False |
25,082 |
80 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
41.3 |
0.8% |
87% |
False |
False |
18,832 |
100 |
5,569.0 |
4,836.0 |
733.0 |
13.3% |
37.9 |
0.7% |
90% |
False |
False |
15,087 |
120 |
5,569.0 |
4,826.0 |
743.0 |
13.5% |
32.5 |
0.6% |
90% |
False |
False |
12,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,645.3 |
2.618 |
5,591.4 |
1.618 |
5,558.4 |
1.000 |
5,538.0 |
0.618 |
5,525.4 |
HIGH |
5,505.0 |
0.618 |
5,492.4 |
0.500 |
5,488.5 |
0.382 |
5,484.6 |
LOW |
5,472.0 |
0.618 |
5,451.6 |
1.000 |
5,439.0 |
1.618 |
5,418.6 |
2.618 |
5,385.6 |
4.250 |
5,331.8 |
|
|
Fisher Pivots for day following 19-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
5,493.5 |
5,495.8 |
PP |
5,491.0 |
5,495.7 |
S1 |
5,488.5 |
5,495.5 |
|