Trading Metrics calculated at close of trading on 30-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
5,495.0 |
5,478.0 |
-17.0 |
-0.3% |
5,492.0 |
High |
5,498.0 |
5,502.0 |
4.0 |
0.1% |
5,552.0 |
Low |
5,433.0 |
5,454.0 |
21.0 |
0.4% |
5,475.0 |
Close |
5,451.0 |
5,459.0 |
8.0 |
0.1% |
5,486.0 |
Range |
65.0 |
48.0 |
-17.0 |
-26.2% |
77.0 |
ATR |
46.0 |
46.3 |
0.4 |
0.8% |
0.0 |
Volume |
22,242 |
26,693 |
4,451 |
20.0% |
115,075 |
|
Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,615.7 |
5,585.3 |
5,485.4 |
|
R3 |
5,567.7 |
5,537.3 |
5,472.2 |
|
R2 |
5,519.7 |
5,519.7 |
5,467.8 |
|
R1 |
5,489.3 |
5,489.3 |
5,463.4 |
5,480.5 |
PP |
5,471.7 |
5,471.7 |
5,471.7 |
5,467.3 |
S1 |
5,441.3 |
5,441.3 |
5,454.6 |
5,432.5 |
S2 |
5,423.7 |
5,423.7 |
5,450.2 |
|
S3 |
5,375.7 |
5,393.3 |
5,445.8 |
|
S4 |
5,327.7 |
5,345.3 |
5,432.6 |
|
|
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% |
40.8 |
0.7% |
22% |
False |
False |
22,947 |
10 |
5,552.0 |
5,433.0 |
119.0 |
2.2% |
42.4 |
0.8% |
22% |
False |
False |
24,146 |
20 |
5,552.0 |
5,415.0 |
137.0 |
2.5% |
39.0 |
0.7% |
32% |
False |
False |
23,067 |
40 |
5,569.0 |
5,101.0 |
468.0 |
8.6% |
40.0 |
0.7% |
76% |
False |
False |
23,608 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
48.0 |
0.9% |
81% |
False |
False |
27,807 |
80 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
43.7 |
0.8% |
81% |
False |
False |
20,879 |
100 |
5,569.0 |
4,852.0 |
717.0 |
13.1% |
38.0 |
0.7% |
85% |
False |
False |
16,724 |
120 |
5,569.0 |
4,836.0 |
733.0 |
13.4% |
34.9 |
0.6% |
85% |
False |
False |
13,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,706.0 |
2.618 |
5,627.7 |
1.618 |
5,579.7 |
1.000 |
5,550.0 |
0.618 |
5,531.7 |
HIGH |
5,502.0 |
0.618 |
5,483.7 |
0.500 |
5,478.0 |
0.382 |
5,472.3 |
LOW |
5,454.0 |
0.618 |
5,424.3 |
1.000 |
5,406.0 |
1.618 |
5,376.3 |
2.618 |
5,328.3 |
4.250 |
5,250.0 |
|
|
Fisher Pivots for day following 30-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
5,478.0 |
5,475.5 |
PP |
5,471.7 |
5,470.0 |
S1 |
5,465.3 |
5,464.5 |
|