Trading Metrics calculated at close of trading on 15-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,344.7 |
1,343.6 |
-1.1 |
-0.1% |
1,341.2 |
High |
1,362.5 |
1,349.1 |
-13.4 |
-1.0% |
1,363.6 |
Low |
1,338.3 |
1,340.9 |
2.6 |
0.2% |
1,335.3 |
Close |
1,343.2 |
1,347.5 |
4.3 |
0.3% |
1,343.2 |
Range |
24.2 |
8.2 |
-16.0 |
-66.1% |
28.3 |
ATR |
19.1 |
18.3 |
-0.8 |
-4.1% |
0.0 |
Volume |
239,554 |
120,152 |
-119,402 |
-49.8% |
848,480 |
|
Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.4 |
1,367.2 |
1,352.0 |
|
R3 |
1,362.2 |
1,359.0 |
1,349.8 |
|
R2 |
1,354.0 |
1,354.0 |
1,349.0 |
|
R1 |
1,350.8 |
1,350.8 |
1,348.3 |
1,352.4 |
PP |
1,345.8 |
1,345.8 |
1,345.8 |
1,346.7 |
S1 |
1,342.6 |
1,342.6 |
1,346.7 |
1,344.2 |
S2 |
1,337.6 |
1,337.6 |
1,346.0 |
|
S3 |
1,329.4 |
1,334.4 |
1,345.2 |
|
S4 |
1,321.2 |
1,326.2 |
1,343.0 |
|
|
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 |
1,336.0 |
27.6 |
2.0% |
16.2 |
1.2% |
42% |
False |
False |
166,218 |
10 |
1,374.2 |
1,335.3 |
38.9 |
2.9% |
17.0 |
1.3% |
31% |
False |
False |
166,214 |
20 |
1,374.2 |
1,318.5 |
55.7 |
4.1% |
17.1 |
1.3% |
52% |
False |
False |
138,376 |
40 |
1,384.4 |
1,259.1 |
125.3 |
9.3% |
20.9 |
1.6% |
71% |
False |
False |
78,959 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.7 |
1.5% |
79% |
False |
False |
54,916 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.3 |
1.4% |
79% |
False |
False |
42,351 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
18.8 |
1.4% |
79% |
False |
False |
34,308 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.5 |
1.4% |
79% |
False |
False |
28,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,384.0 |
2.618 |
1,370.6 |
1.618 |
1,362.4 |
1.000 |
1,357.3 |
0.618 |
1,354.2 |
HIGH |
1,349.1 |
0.618 |
1,346.0 |
0.500 |
1,345.0 |
0.382 |
1,344.0 |
LOW |
1,340.9 |
0.618 |
1,335.8 |
1.000 |
1,332.7 |
1.618 |
1,327.6 |
2.618 |
1,319.4 |
4.250 |
1,306.1 |
|
|
Fisher Pivots for day following 15-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,346.7 |
1,350.4 |
PP |
1,345.8 |
1,349.4 |
S1 |
1,345.0 |
1,348.5 |
|