Trading Metrics calculated at close of trading on 23-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
5,492.0 |
5,505.0 |
13.0 |
0.2% |
5,481.0 |
High |
5,508.0 |
5,546.0 |
38.0 |
0.7% |
5,526.0 |
Low |
5,475.0 |
5,495.0 |
20.0 |
0.4% |
5,465.0 |
Close |
5,491.0 |
5,515.0 |
24.0 |
0.4% |
5,496.0 |
Range |
33.0 |
51.0 |
18.0 |
54.5% |
61.0 |
ATR |
45.7 |
46.4 |
0.7 |
1.5% |
0.0 |
Volume |
20,422 |
28,851 |
8,429 |
41.3% |
116,201 |
|
Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,671.7 |
5,644.3 |
5,543.1 |
|
R3 |
5,620.7 |
5,593.3 |
5,529.0 |
|
R2 |
5,569.7 |
5,569.7 |
5,524.4 |
|
R1 |
5,542.3 |
5,542.3 |
5,519.7 |
5,556.0 |
PP |
5,518.7 |
5,518.7 |
5,518.7 |
5,525.5 |
S1 |
5,491.3 |
5,491.3 |
5,510.3 |
5,505.0 |
S2 |
5,467.7 |
5,467.7 |
5,505.7 |
|
S3 |
5,416.7 |
5,440.3 |
5,501.0 |
|
S4 |
5,365.7 |
5,389.3 |
5,487.0 |
|
|
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 |
5,546.0 |
5,465.0 |
81.0 |
1.5% |
44.0 |
0.8% |
62% |
True |
False |
25,346 |
10 |
5,546.0 |
5,432.0 |
114.0 |
2.1% |
42.7 |
0.8% |
73% |
True |
False |
24,722 |
20 |
5,569.0 |
5,415.0 |
154.0 |
2.8% |
39.2 |
0.7% |
65% |
False |
False |
23,779 |
40 |
5,569.0 |
5,072.0 |
497.0 |
9.0% |
43.1 |
0.8% |
89% |
False |
False |
24,387 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.4% |
47.6 |
0.9% |
91% |
False |
False |
25,897 |
80 |
5,569.0 |
4,993.0 |
576.0 |
10.4% |
41.9 |
0.8% |
91% |
False |
False |
19,446 |
100 |
5,569.0 |
4,836.0 |
733.0 |
13.3% |
37.8 |
0.7% |
93% |
False |
False |
15,579 |
120 |
5,569.0 |
4,836.0 |
733.0 |
13.3% |
33.2 |
0.6% |
93% |
False |
False |
12,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,762.8 |
2.618 |
5,679.5 |
1.618 |
5,628.5 |
1.000 |
5,597.0 |
0.618 |
5,577.5 |
HIGH |
5,546.0 |
0.618 |
5,526.5 |
0.500 |
5,520.5 |
0.382 |
5,514.5 |
LOW |
5,495.0 |
0.618 |
5,463.5 |
1.000 |
5,444.0 |
1.618 |
5,412.5 |
2.618 |
5,361.5 |
4.250 |
5,278.3 |
|
|
Fisher Pivots for day following 23-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
5,520.5 |
5,513.0 |
PP |
5,518.7 |
5,511.0 |
S1 |
5,516.8 |
5,509.0 |
|