Trading Metrics calculated at close of trading on 18-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,351.3 |
1,353.8 |
2.5 |
0.2% |
1,341.2 |
High |
1,356.8 |
1,361.5 |
4.7 |
0.3% |
1,363.6 |
Low |
1,340.5 |
1,351.2 |
10.7 |
0.8% |
1,335.3 |
Close |
1,348.8 |
1,357.2 |
8.4 |
0.6% |
1,343.2 |
Range |
16.3 |
10.3 |
-6.0 |
-36.8% |
28.3 |
ATR |
18.3 |
17.9 |
-0.4 |
-2.2% |
0.0 |
Volume |
169,160 |
170,557 |
1,397 |
0.8% |
848,480 |
|
Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,387.5 |
1,382.7 |
1,362.9 |
|
R3 |
1,377.2 |
1,372.4 |
1,360.0 |
|
R2 |
1,366.9 |
1,366.9 |
1,359.1 |
|
R1 |
1,362.1 |
1,362.1 |
1,358.1 |
1,364.5 |
PP |
1,356.6 |
1,356.6 |
1,356.6 |
1,357.9 |
S1 |
1,351.8 |
1,351.8 |
1,356.3 |
1,354.2 |
S2 |
1,346.3 |
1,346.3 |
1,355.3 |
|
S3 |
1,336.0 |
1,341.5 |
1,354.4 |
|
S4 |
1,325.7 |
1,331.2 |
1,351.5 |
|
|
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% |
15.7 |
1.2% |
73% |
False |
False |
184,229 |
10 |
1,371.0 |
1,335.3 |
35.7 |
2.6% |
16.6 |
1.2% |
61% |
False |
False |
175,321 |
20 |
1,374.2 |
1,319.3 |
54.9 |
4.0% |
16.4 |
1.2% |
69% |
False |
False |
160,676 |
40 |
1,384.4 |
1,259.1 |
125.3 |
9.2% |
20.8 |
1.5% |
78% |
False |
False |
92,492 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
19.7 |
1.5% |
85% |
False |
False |
63,918 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
19.3 |
1.4% |
85% |
False |
False |
49,314 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
18.7 |
1.4% |
85% |
False |
False |
39,886 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
19.3 |
1.4% |
85% |
False |
False |
33,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,405.3 |
2.618 |
1,388.5 |
1.618 |
1,378.2 |
1.000 |
1,371.8 |
0.618 |
1,367.9 |
HIGH |
1,361.5 |
0.618 |
1,357.6 |
0.500 |
1,356.4 |
0.382 |
1,355.1 |
LOW |
1,351.2 |
0.618 |
1,344.8 |
1.000 |
1,340.9 |
1.618 |
1,334.5 |
2.618 |
1,324.2 |
4.250 |
1,307.4 |
|
|
Fisher Pivots for day following 18-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,356.9 |
1,355.6 |
PP |
1,356.6 |
1,354.0 |
S1 |
1,356.4 |
1,352.4 |
|