Trading Metrics calculated at close of trading on 17-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,345.2 |
1,351.3 |
6.1 |
0.5% |
1,341.2 |
High |
1,364.3 |
1,356.8 |
-7.5 |
-0.5% |
1,363.6 |
Low |
1,344.8 |
1,340.5 |
-4.3 |
-0.3% |
1,335.3 |
Close |
1,356.9 |
1,348.8 |
-8.1 |
-0.6% |
1,343.2 |
Range |
19.5 |
16.3 |
-3.2 |
-16.4% |
28.3 |
ATR |
18.4 |
18.3 |
-0.1 |
-0.8% |
0.0 |
Volume |
221,723 |
169,160 |
-52,563 |
-23.7% |
848,480 |
|
Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.6 |
1,389.5 |
1,357.8 |
|
R3 |
1,381.3 |
1,373.2 |
1,353.3 |
|
R2 |
1,365.0 |
1,365.0 |
1,351.8 |
|
R1 |
1,356.9 |
1,356.9 |
1,350.3 |
1,352.8 |
PP |
1,348.7 |
1,348.7 |
1,348.7 |
1,346.7 |
S1 |
1,340.6 |
1,340.6 |
1,347.3 |
1,336.5 |
S2 |
1,332.4 |
1,332.4 |
1,345.8 |
|
S3 |
1,316.1 |
1,324.3 |
1,344.3 |
|
S4 |
1,299.8 |
1,308.0 |
1,339.8 |
|
|
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% |
17.2 |
1.3% |
40% |
False |
False |
181,234 |
10 |
1,371.4 |
1,335.3 |
36.1 |
2.7% |
17.2 |
1.3% |
37% |
False |
False |
175,266 |
20 |
1,374.2 |
1,318.5 |
55.7 |
4.1% |
17.1 |
1.3% |
54% |
False |
False |
155,182 |
40 |
1,384.4 |
1,259.1 |
125.3 |
9.3% |
20.7 |
1.5% |
72% |
False |
False |
88,330 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.9 |
1.5% |
80% |
False |
False |
61,238 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.4 |
1.4% |
80% |
False |
False |
47,201 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
18.9 |
1.4% |
80% |
False |
False |
38,190 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.4 |
1.4% |
80% |
False |
False |
32,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,426.1 |
2.618 |
1,399.5 |
1.618 |
1,383.2 |
1.000 |
1,373.1 |
0.618 |
1,366.9 |
HIGH |
1,356.8 |
0.618 |
1,350.6 |
0.500 |
1,348.7 |
0.382 |
1,346.7 |
LOW |
1,340.5 |
0.618 |
1,330.4 |
1.000 |
1,324.2 |
1.618 |
1,314.1 |
2.618 |
1,297.8 |
4.250 |
1,271.2 |
|
|
Fisher Pivots for day following 17-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,348.8 |
1,352.4 |
PP |
1,348.7 |
1,351.2 |
S1 |
1,348.7 |
1,350.0 |
|