Trading Metrics calculated at close of trading on 29-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
5,508.0 |
5,495.0 |
-13.0 |
-0.2% |
5,492.0 |
High |
5,518.0 |
5,498.0 |
-20.0 |
-0.4% |
5,552.0 |
Low |
5,480.0 |
5,433.0 |
-47.0 |
-0.9% |
5,475.0 |
Close |
5,486.0 |
5,451.0 |
-35.0 |
-0.6% |
5,486.0 |
Range |
38.0 |
65.0 |
27.0 |
71.1% |
77.0 |
ATR |
44.5 |
46.0 |
1.5 |
3.3% |
0.0 |
Volume |
21,130 |
22,242 |
1,112 |
5.3% |
115,075 |
|
Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,655.7 |
5,618.3 |
5,486.8 |
|
R3 |
5,590.7 |
5,553.3 |
5,468.9 |
|
R2 |
5,525.7 |
5,525.7 |
5,462.9 |
|
R1 |
5,488.3 |
5,488.3 |
5,457.0 |
5,474.5 |
PP |
5,460.7 |
5,460.7 |
5,460.7 |
5,453.8 |
S1 |
5,423.3 |
5,423.3 |
5,445.0 |
5,409.5 |
S2 |
5,395.7 |
5,395.7 |
5,439.1 |
|
S3 |
5,330.7 |
5,358.3 |
5,433.1 |
|
S4 |
5,265.7 |
5,293.3 |
5,415.3 |
|
|
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 |
5,433.0 |
119.0 |
2.2% |
41.4 |
0.8% |
15% |
False |
True |
23,379 |
10 |
5,552.0 |
5,433.0 |
119.0 |
2.2% |
40.4 |
0.7% |
15% |
False |
True |
23,586 |
20 |
5,552.0 |
5,415.0 |
137.0 |
2.5% |
39.6 |
0.7% |
26% |
False |
False |
23,142 |
40 |
5,569.0 |
5,101.0 |
468.0 |
8.6% |
40.7 |
0.7% |
75% |
False |
False |
23,609 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
48.0 |
0.9% |
80% |
False |
False |
27,363 |
80 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
43.1 |
0.8% |
80% |
False |
False |
20,547 |
100 |
5,569.0 |
4,852.0 |
717.0 |
13.2% |
37.6 |
0.7% |
84% |
False |
False |
16,459 |
120 |
5,569.0 |
4,836.0 |
733.0 |
13.4% |
34.5 |
0.6% |
84% |
False |
False |
13,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,774.3 |
2.618 |
5,668.2 |
1.618 |
5,603.2 |
1.000 |
5,563.0 |
0.618 |
5,538.2 |
HIGH |
5,498.0 |
0.618 |
5,473.2 |
0.500 |
5,465.5 |
0.382 |
5,457.8 |
LOW |
5,433.0 |
0.618 |
5,392.8 |
1.000 |
5,368.0 |
1.618 |
5,327.8 |
2.618 |
5,262.8 |
4.250 |
5,156.8 |
|
|
Fisher Pivots for day following 29-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
5,465.5 |
5,487.5 |
PP |
5,460.7 |
5,475.3 |
S1 |
5,455.8 |
5,463.2 |
|