Trading Metrics calculated at close of trading on 31-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
5,478.0 |
5,468.0 |
-10.0 |
-0.2% |
5,492.0 |
High |
5,502.0 |
5,468.0 |
-34.0 |
-0.6% |
5,552.0 |
Low |
5,454.0 |
5,394.0 |
-60.0 |
-1.1% |
5,475.0 |
Close |
5,459.0 |
5,410.0 |
-49.0 |
-0.9% |
5,486.0 |
Range |
48.0 |
74.0 |
26.0 |
54.2% |
77.0 |
ATR |
46.3 |
48.3 |
2.0 |
4.3% |
0.0 |
Volume |
26,693 |
36,959 |
10,266 |
38.5% |
115,075 |
|
Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,646.0 |
5,602.0 |
5,450.7 |
|
R3 |
5,572.0 |
5,528.0 |
5,430.4 |
|
R2 |
5,498.0 |
5,498.0 |
5,423.6 |
|
R1 |
5,454.0 |
5,454.0 |
5,416.8 |
5,439.0 |
PP |
5,424.0 |
5,424.0 |
5,424.0 |
5,416.5 |
S1 |
5,380.0 |
5,380.0 |
5,403.2 |
5,365.0 |
S2 |
5,350.0 |
5,350.0 |
5,396.4 |
|
S3 |
5,276.0 |
5,306.0 |
5,389.7 |
|
S4 |
5,202.0 |
5,232.0 |
5,369.3 |
|
|
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 |
5,542.0 |
5,394.0 |
148.0 |
2.7% |
52.0 |
1.0% |
11% |
False |
True |
26,237 |
10 |
5,552.0 |
5,394.0 |
158.0 |
2.9% |
45.6 |
0.8% |
10% |
False |
True |
24,798 |
20 |
5,552.0 |
5,394.0 |
158.0 |
2.9% |
40.4 |
0.7% |
10% |
False |
True |
23,647 |
40 |
5,569.0 |
5,163.0 |
406.0 |
7.5% |
40.2 |
0.7% |
61% |
False |
False |
23,635 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
48.8 |
0.9% |
72% |
False |
False |
28,407 |
80 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
44.5 |
0.8% |
72% |
False |
False |
21,335 |
100 |
5,569.0 |
4,852.0 |
717.0 |
13.3% |
38.8 |
0.7% |
78% |
False |
False |
17,093 |
120 |
5,569.0 |
4,836.0 |
733.0 |
13.5% |
35.5 |
0.7% |
78% |
False |
False |
14,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,782.5 |
2.618 |
5,661.7 |
1.618 |
5,587.7 |
1.000 |
5,542.0 |
0.618 |
5,513.7 |
HIGH |
5,468.0 |
0.618 |
5,439.7 |
0.500 |
5,431.0 |
0.382 |
5,422.3 |
LOW |
5,394.0 |
0.618 |
5,348.3 |
1.000 |
5,320.0 |
1.618 |
5,274.3 |
2.618 |
5,200.3 |
4.250 |
5,079.5 |
|
|
Fisher Pivots for day following 31-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
5,431.0 |
5,448.0 |
PP |
5,424.0 |
5,435.3 |
S1 |
5,417.0 |
5,422.7 |
|