Trading Metrics calculated at close of trading on 12-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,353.2 |
1,344.7 |
-8.5 |
-0.6% |
1,341.2 |
High |
1,359.4 |
1,362.5 |
3.1 |
0.2% |
1,363.6 |
Low |
1,341.4 |
1,338.3 |
-3.1 |
-0.2% |
1,335.3 |
Close |
1,350.0 |
1,343.2 |
-6.8 |
-0.5% |
1,343.2 |
Range |
18.0 |
24.2 |
6.2 |
34.4% |
28.3 |
ATR |
18.7 |
19.1 |
0.4 |
2.1% |
0.0 |
Volume |
155,585 |
239,554 |
83,969 |
54.0% |
848,480 |
|
Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.6 |
1,406.1 |
1,356.5 |
|
R3 |
1,396.4 |
1,381.9 |
1,349.9 |
|
R2 |
1,372.2 |
1,372.2 |
1,347.6 |
|
R1 |
1,357.7 |
1,357.7 |
1,345.4 |
1,352.9 |
PP |
1,348.0 |
1,348.0 |
1,348.0 |
1,345.6 |
S1 |
1,333.5 |
1,333.5 |
1,341.0 |
1,328.7 |
S2 |
1,323.8 |
1,323.8 |
1,338.8 |
|
S3 |
1,299.6 |
1,309.3 |
1,336.5 |
|
S4 |
1,275.4 |
1,285.1 |
1,329.9 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,432.3 |
1,416.0 |
1,358.8 |
|
R3 |
1,404.0 |
1,387.7 |
1,351.0 |
|
R2 |
1,375.7 |
1,375.7 |
1,348.4 |
|
R1 |
1,359.4 |
1,359.4 |
1,345.8 |
1,367.6 |
PP |
1,347.4 |
1,347.4 |
1,347.4 |
1,351.4 |
S1 |
1,331.1 |
1,331.1 |
1,340.6 |
1,339.3 |
S2 |
1,319.1 |
1,319.1 |
1,338.0 |
|
S3 |
1,290.8 |
1,302.8 |
1,335.4 |
|
S4 |
1,262.5 |
1,274.5 |
1,327.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,363.6 |
1,335.3 |
28.3 |
2.1% |
16.2 |
1.2% |
28% |
False |
False |
169,696 |
10 |
1,374.2 |
1,335.3 |
38.9 |
2.9% |
17.0 |
1.3% |
20% |
False |
False |
165,465 |
20 |
1,374.2 |
1,318.5 |
55.7 |
4.1% |
17.3 |
1.3% |
44% |
False |
False |
133,726 |
40 |
1,384.4 |
1,259.1 |
125.3 |
9.3% |
21.3 |
1.6% |
67% |
False |
False |
76,237 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.9 |
1.5% |
77% |
False |
False |
53,177 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.5 |
1.5% |
77% |
False |
False |
40,884 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.0 |
1.4% |
77% |
False |
False |
33,130 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.7 |
1.5% |
77% |
False |
False |
27,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,465.4 |
2.618 |
1,425.9 |
1.618 |
1,401.7 |
1.000 |
1,386.7 |
0.618 |
1,377.5 |
HIGH |
1,362.5 |
0.618 |
1,353.3 |
0.500 |
1,350.4 |
0.382 |
1,347.5 |
LOW |
1,338.3 |
0.618 |
1,323.3 |
1.000 |
1,314.1 |
1.618 |
1,299.1 |
2.618 |
1,274.9 |
4.250 |
1,235.5 |
|
|
Fisher Pivots for day following 12-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,350.4 |
1,351.0 |
PP |
1,348.0 |
1,348.4 |
S1 |
1,345.6 |
1,345.8 |
|