Trading Metrics calculated at close of trading on 22-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
5,494.0 |
5,492.0 |
-2.0 |
0.0% |
5,481.0 |
High |
5,505.0 |
5,508.0 |
3.0 |
0.1% |
5,526.0 |
Low |
5,472.0 |
5,475.0 |
3.0 |
0.1% |
5,465.0 |
Close |
5,496.0 |
5,491.0 |
-5.0 |
-0.1% |
5,496.0 |
Range |
33.0 |
33.0 |
0.0 |
0.0% |
61.0 |
ATR |
46.7 |
45.7 |
-1.0 |
-2.1% |
0.0 |
Volume |
19,079 |
20,422 |
1,343 |
7.0% |
116,201 |
|
Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,590.3 |
5,573.7 |
5,509.2 |
|
R3 |
5,557.3 |
5,540.7 |
5,500.1 |
|
R2 |
5,524.3 |
5,524.3 |
5,497.1 |
|
R1 |
5,507.7 |
5,507.7 |
5,494.0 |
5,499.5 |
PP |
5,491.3 |
5,491.3 |
5,491.3 |
5,487.3 |
S1 |
5,474.7 |
5,474.7 |
5,488.0 |
5,466.5 |
S2 |
5,458.3 |
5,458.3 |
5,485.0 |
|
S3 |
5,425.3 |
5,441.7 |
5,481.9 |
|
S4 |
5,392.3 |
5,408.7 |
5,472.9 |
|
|
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% |
39.4 |
0.7% |
43% |
False |
False |
23,793 |
10 |
5,526.0 |
5,432.0 |
94.0 |
1.7% |
39.8 |
0.7% |
63% |
False |
False |
23,637 |
20 |
5,569.0 |
5,415.0 |
154.0 |
2.8% |
38.8 |
0.7% |
49% |
False |
False |
23,262 |
40 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
43.6 |
0.8% |
86% |
False |
False |
24,707 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
47.0 |
0.9% |
86% |
False |
False |
25,421 |
80 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
41.8 |
0.8% |
86% |
False |
False |
19,087 |
100 |
5,569.0 |
4,836.0 |
733.0 |
13.3% |
38.2 |
0.7% |
89% |
False |
False |
15,291 |
120 |
5,569.0 |
4,836.0 |
733.0 |
13.3% |
32.8 |
0.6% |
89% |
False |
False |
12,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,648.3 |
2.618 |
5,594.4 |
1.618 |
5,561.4 |
1.000 |
5,541.0 |
0.618 |
5,528.4 |
HIGH |
5,508.0 |
0.618 |
5,495.4 |
0.500 |
5,491.5 |
0.382 |
5,487.6 |
LOW |
5,475.0 |
0.618 |
5,454.6 |
1.000 |
5,442.0 |
1.618 |
5,421.6 |
2.618 |
5,388.6 |
4.250 |
5,334.8 |
|
|
Fisher Pivots for day following 22-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
5,491.5 |
5,495.5 |
PP |
5,491.3 |
5,494.0 |
S1 |
5,491.2 |
5,492.5 |
|