Trading Metrics calculated at close of trading on 16-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,343.6 |
1,345.2 |
1.6 |
0.1% |
1,341.2 |
High |
1,349.1 |
1,364.3 |
15.2 |
1.1% |
1,363.6 |
Low |
1,340.9 |
1,344.8 |
3.9 |
0.3% |
1,335.3 |
Close |
1,347.5 |
1,356.9 |
9.4 |
0.7% |
1,343.2 |
Range |
8.2 |
19.5 |
11.3 |
137.8% |
28.3 |
ATR |
18.3 |
18.4 |
0.1 |
0.5% |
0.0 |
Volume |
120,152 |
221,723 |
101,571 |
84.5% |
848,480 |
|
Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,413.8 |
1,404.9 |
1,367.6 |
|
R3 |
1,394.3 |
1,385.4 |
1,362.3 |
|
R2 |
1,374.8 |
1,374.8 |
1,360.5 |
|
R1 |
1,365.9 |
1,365.9 |
1,358.7 |
1,370.4 |
PP |
1,355.3 |
1,355.3 |
1,355.3 |
1,357.6 |
S1 |
1,346.4 |
1,346.4 |
1,355.1 |
1,350.9 |
S2 |
1,335.8 |
1,335.8 |
1,353.3 |
|
S3 |
1,316.3 |
1,326.9 |
1,351.5 |
|
S4 |
1,296.8 |
1,307.4 |
1,346.2 |
|
|
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 |
1,364.3 |
1,338.3 |
26.0 |
1.9% |
17.6 |
1.3% |
72% |
True |
False |
185,667 |
10 |
1,373.4 |
1,335.3 |
38.1 |
2.8% |
16.9 |
1.2% |
57% |
False |
False |
172,208 |
20 |
1,374.2 |
1,318.5 |
55.7 |
4.1% |
17.6 |
1.3% |
69% |
False |
False |
148,170 |
40 |
1,384.4 |
1,259.1 |
125.3 |
9.2% |
21.1 |
1.6% |
78% |
False |
False |
84,339 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
19.9 |
1.5% |
84% |
False |
False |
58,492 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
19.3 |
1.4% |
84% |
False |
False |
45,100 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
18.9 |
1.4% |
84% |
False |
False |
36,508 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
19.5 |
1.4% |
84% |
False |
False |
30,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,447.2 |
2.618 |
1,415.4 |
1.618 |
1,395.9 |
1.000 |
1,383.8 |
0.618 |
1,376.4 |
HIGH |
1,364.3 |
0.618 |
1,356.9 |
0.500 |
1,354.6 |
0.382 |
1,352.2 |
LOW |
1,344.8 |
0.618 |
1,332.7 |
1.000 |
1,325.3 |
1.618 |
1,313.2 |
2.618 |
1,293.7 |
4.250 |
1,261.9 |
|
|
Fisher Pivots for day following 16-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,356.1 |
1,355.0 |
PP |
1,355.3 |
1,353.2 |
S1 |
1,354.6 |
1,351.3 |
|