Trading Metrics calculated at close of trading on 24-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
5,505.0 |
5,540.0 |
35.0 |
0.6% |
5,481.0 |
High |
5,546.0 |
5,552.0 |
6.0 |
0.1% |
5,526.0 |
Low |
5,495.0 |
5,534.0 |
39.0 |
0.7% |
5,465.0 |
Close |
5,515.0 |
5,543.0 |
28.0 |
0.5% |
5,496.0 |
Range |
51.0 |
18.0 |
-33.0 |
-64.7% |
61.0 |
ATR |
46.4 |
45.7 |
-0.7 |
-1.4% |
0.0 |
Volume |
28,851 |
20,510 |
-8,341 |
-28.9% |
116,201 |
|
Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,597.0 |
5,588.0 |
5,552.9 |
|
R3 |
5,579.0 |
5,570.0 |
5,548.0 |
|
R2 |
5,561.0 |
5,561.0 |
5,546.3 |
|
R1 |
5,552.0 |
5,552.0 |
5,544.7 |
5,556.5 |
PP |
5,543.0 |
5,543.0 |
5,543.0 |
5,545.3 |
S1 |
5,534.0 |
5,534.0 |
5,541.4 |
5,538.5 |
S2 |
5,525.0 |
5,525.0 |
5,539.7 |
|
S3 |
5,507.0 |
5,516.0 |
5,538.1 |
|
S4 |
5,489.0 |
5,498.0 |
5,533.1 |
|
|
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 |
5,552.0 |
5,465.0 |
87.0 |
1.6% |
39.2 |
0.7% |
90% |
True |
False |
23,360 |
10 |
5,552.0 |
5,432.0 |
120.0 |
2.2% |
39.8 |
0.7% |
93% |
True |
False |
24,285 |
20 |
5,569.0 |
5,415.0 |
154.0 |
2.8% |
38.0 |
0.7% |
83% |
False |
False |
23,779 |
40 |
5,569.0 |
5,101.0 |
468.0 |
8.4% |
42.2 |
0.8% |
94% |
False |
False |
24,087 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.4% |
47.4 |
0.9% |
95% |
False |
False |
26,239 |
80 |
5,569.0 |
4,993.0 |
576.0 |
10.4% |
42.1 |
0.8% |
95% |
False |
False |
19,702 |
100 |
5,569.0 |
4,836.0 |
733.0 |
13.2% |
38.0 |
0.7% |
96% |
False |
False |
15,784 |
120 |
5,569.0 |
4,836.0 |
733.0 |
13.2% |
33.4 |
0.6% |
96% |
False |
False |
13,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,628.5 |
2.618 |
5,599.1 |
1.618 |
5,581.1 |
1.000 |
5,570.0 |
0.618 |
5,563.1 |
HIGH |
5,552.0 |
0.618 |
5,545.1 |
0.500 |
5,543.0 |
0.382 |
5,540.9 |
LOW |
5,534.0 |
0.618 |
5,522.9 |
1.000 |
5,516.0 |
1.618 |
5,504.9 |
2.618 |
5,486.9 |
4.250 |
5,457.5 |
|
|
Fisher Pivots for day following 24-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
5,543.0 |
5,533.2 |
PP |
5,543.0 |
5,523.3 |
S1 |
5,543.0 |
5,513.5 |
|