Trading Metrics calculated at close of trading on 26-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
5,530.0 |
5,508.0 |
-22.0 |
-0.4% |
5,492.0 |
High |
5,542.0 |
5,518.0 |
-24.0 |
-0.4% |
5,552.0 |
Low |
5,507.0 |
5,480.0 |
-27.0 |
-0.5% |
5,475.0 |
Close |
5,513.0 |
5,486.0 |
-27.0 |
-0.5% |
5,486.0 |
Range |
35.0 |
38.0 |
3.0 |
8.6% |
77.0 |
ATR |
45.0 |
44.5 |
-0.5 |
-1.1% |
0.0 |
Volume |
24,162 |
21,130 |
-3,032 |
-12.5% |
115,075 |
|
Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,608.7 |
5,585.3 |
5,506.9 |
|
R3 |
5,570.7 |
5,547.3 |
5,496.5 |
|
R2 |
5,532.7 |
5,532.7 |
5,493.0 |
|
R1 |
5,509.3 |
5,509.3 |
5,489.5 |
5,502.0 |
PP |
5,494.7 |
5,494.7 |
5,494.7 |
5,491.0 |
S1 |
5,471.3 |
5,471.3 |
5,482.5 |
5,464.0 |
S2 |
5,456.7 |
5,456.7 |
5,479.0 |
|
S3 |
5,418.7 |
5,433.3 |
5,475.6 |
|
S4 |
5,380.7 |
5,395.3 |
5,465.1 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,735.3 |
5,687.7 |
5,528.4 |
|
R3 |
5,658.3 |
5,610.7 |
5,507.2 |
|
R2 |
5,581.3 |
5,581.3 |
5,500.1 |
|
R1 |
5,533.7 |
5,533.7 |
5,493.1 |
5,519.0 |
PP |
5,504.3 |
5,504.3 |
5,504.3 |
5,497.0 |
S1 |
5,456.7 |
5,456.7 |
5,478.9 |
5,442.0 |
S2 |
5,427.3 |
5,427.3 |
5,471.9 |
|
S3 |
5,350.3 |
5,379.7 |
5,464.8 |
|
S4 |
5,273.3 |
5,302.7 |
5,443.7 |
|
|
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 |
5,475.0 |
77.0 |
1.4% |
35.0 |
0.6% |
14% |
False |
False |
23,015 |
10 |
5,552.0 |
5,465.0 |
87.0 |
1.6% |
37.4 |
0.7% |
24% |
False |
False |
23,127 |
20 |
5,569.0 |
5,415.0 |
154.0 |
2.8% |
38.8 |
0.7% |
46% |
False |
False |
23,216 |
40 |
5,569.0 |
5,101.0 |
468.0 |
8.5% |
41.0 |
0.7% |
82% |
False |
False |
23,610 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
47.1 |
0.9% |
86% |
False |
False |
26,993 |
80 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
42.5 |
0.8% |
86% |
False |
False |
20,269 |
100 |
5,569.0 |
4,852.0 |
717.0 |
13.1% |
37.3 |
0.7% |
88% |
False |
False |
16,237 |
120 |
5,569.0 |
4,836.0 |
733.0 |
13.4% |
34.0 |
0.6% |
89% |
False |
False |
13,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,679.5 |
2.618 |
5,617.5 |
1.618 |
5,579.5 |
1.000 |
5,556.0 |
0.618 |
5,541.5 |
HIGH |
5,518.0 |
0.618 |
5,503.5 |
0.500 |
5,499.0 |
0.382 |
5,494.5 |
LOW |
5,480.0 |
0.618 |
5,456.5 |
1.000 |
5,442.0 |
1.618 |
5,418.5 |
2.618 |
5,380.5 |
4.250 |
5,318.5 |
|
|
Fisher Pivots for day following 26-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
5,499.0 |
5,516.0 |
PP |
5,494.7 |
5,506.0 |
S1 |
5,490.3 |
5,496.0 |
|