Trading Metrics calculated at close of trading on 22-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,357.1 |
1,345.0 |
-12.1 |
-0.9% |
1,343.6 |
High |
1,357.9 |
1,345.7 |
-12.2 |
-0.9% |
1,364.3 |
Low |
1,342.0 |
1,335.4 |
-6.6 |
-0.5% |
1,340.5 |
Close |
1,346.2 |
1,343.4 |
-2.8 |
-0.2% |
1,346.2 |
Range |
15.9 |
10.3 |
-5.6 |
-35.2% |
23.8 |
ATR |
17.7 |
17.2 |
-0.5 |
-2.8% |
0.0 |
Volume |
185,033 |
156,447 |
-28,586 |
-15.4% |
866,625 |
|
Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,372.4 |
1,368.2 |
1,349.1 |
|
R3 |
1,362.1 |
1,357.9 |
1,346.2 |
|
R2 |
1,351.8 |
1,351.8 |
1,345.3 |
|
R1 |
1,347.6 |
1,347.6 |
1,344.3 |
1,344.6 |
PP |
1,341.5 |
1,341.5 |
1,341.5 |
1,340.0 |
S1 |
1,337.3 |
1,337.3 |
1,342.5 |
1,334.3 |
S2 |
1,331.2 |
1,331.2 |
1,341.5 |
|
S3 |
1,320.9 |
1,327.0 |
1,340.6 |
|
S4 |
1,310.6 |
1,316.7 |
1,337.7 |
|
|
Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,421.7 |
1,407.8 |
1,359.3 |
|
R3 |
1,397.9 |
1,384.0 |
1,352.7 |
|
R2 |
1,374.1 |
1,374.1 |
1,350.6 |
|
R1 |
1,360.2 |
1,360.2 |
1,348.4 |
1,367.2 |
PP |
1,350.3 |
1,350.3 |
1,350.3 |
1,353.8 |
S1 |
1,336.4 |
1,336.4 |
1,344.0 |
1,343.4 |
S2 |
1,326.5 |
1,326.5 |
1,341.8 |
|
S3 |
1,302.7 |
1,312.6 |
1,339.7 |
|
S4 |
1,278.9 |
1,288.8 |
1,333.1 |
|
|
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 |
1,335.4 |
28.9 |
2.2% |
14.5 |
1.1% |
28% |
False |
True |
180,584 |
10 |
1,364.3 |
1,335.4 |
28.9 |
2.2% |
15.3 |
1.1% |
28% |
False |
True |
173,401 |
20 |
1,374.2 |
1,321.3 |
52.9 |
3.9% |
16.4 |
1.2% |
42% |
False |
False |
168,113 |
40 |
1,384.4 |
1,314.8 |
69.6 |
5.2% |
18.2 |
1.4% |
41% |
False |
False |
99,995 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.7 |
1.5% |
77% |
False |
False |
69,399 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.1 |
1.4% |
77% |
False |
False |
53,525 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
18.6 |
1.4% |
77% |
False |
False |
43,282 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.2 |
1.4% |
77% |
False |
False |
36,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,389.5 |
2.618 |
1,372.7 |
1.618 |
1,362.4 |
1.000 |
1,356.0 |
0.618 |
1,352.1 |
HIGH |
1,345.7 |
0.618 |
1,341.8 |
0.500 |
1,340.6 |
0.382 |
1,339.3 |
LOW |
1,335.4 |
0.618 |
1,329.0 |
1.000 |
1,325.1 |
1.618 |
1,318.7 |
2.618 |
1,308.4 |
4.250 |
1,291.6 |
|
|
Fisher Pivots for day following 22-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,342.5 |
1,348.5 |
PP |
1,341.5 |
1,346.8 |
S1 |
1,340.6 |
1,345.1 |
|