Trading Metrics calculated at close of trading on 24-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,343.6 |
1,342.2 |
-1.4 |
-0.1% |
1,343.6 |
High |
1,348.8 |
1,344.1 |
-4.7 |
-0.3% |
1,364.3 |
Low |
1,338.9 |
1,327.0 |
-11.9 |
-0.9% |
1,340.5 |
Close |
1,346.1 |
1,329.7 |
-16.4 |
-1.2% |
1,346.2 |
Range |
9.9 |
17.1 |
7.2 |
72.7% |
23.8 |
ATR |
16.7 |
16.9 |
0.2 |
1.0% |
0.0 |
Volume |
132,030 |
225,487 |
93,457 |
70.8% |
866,625 |
|
Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,384.9 |
1,374.4 |
1,339.1 |
|
R3 |
1,367.8 |
1,357.3 |
1,334.4 |
|
R2 |
1,350.7 |
1,350.7 |
1,332.8 |
|
R1 |
1,340.2 |
1,340.2 |
1,331.3 |
1,336.9 |
PP |
1,333.6 |
1,333.6 |
1,333.6 |
1,332.0 |
S1 |
1,323.1 |
1,323.1 |
1,328.1 |
1,319.8 |
S2 |
1,316.5 |
1,316.5 |
1,326.6 |
|
S3 |
1,299.4 |
1,306.0 |
1,325.0 |
|
S4 |
1,282.3 |
1,288.9 |
1,320.3 |
|
|
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 |
1,361.5 |
1,327.0 |
34.5 |
2.6% |
12.7 |
1.0% |
8% |
False |
True |
173,910 |
10 |
1,364.3 |
1,327.0 |
37.3 |
2.8% |
15.0 |
1.1% |
7% |
False |
True |
177,572 |
20 |
1,374.2 |
1,327.0 |
47.2 |
3.5% |
15.9 |
1.2% |
6% |
False |
True |
172,962 |
40 |
1,384.4 |
1,318.5 |
65.9 |
5.0% |
17.9 |
1.3% |
17% |
False |
False |
108,211 |
60 |
1,384.4 |
1,214.0 |
170.4 |
12.8% |
19.6 |
1.5% |
68% |
False |
False |
75,165 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
18.9 |
1.4% |
69% |
False |
False |
57,863 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
18.6 |
1.4% |
69% |
False |
False |
46,811 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.3% |
18.9 |
1.4% |
69% |
False |
False |
39,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,416.8 |
2.618 |
1,388.9 |
1.618 |
1,371.8 |
1.000 |
1,361.2 |
0.618 |
1,354.7 |
HIGH |
1,344.1 |
0.618 |
1,337.6 |
0.500 |
1,335.6 |
0.382 |
1,333.5 |
LOW |
1,327.0 |
0.618 |
1,316.4 |
1.000 |
1,309.9 |
1.618 |
1,299.3 |
2.618 |
1,282.2 |
4.250 |
1,254.3 |
|
|
Fisher Pivots for day following 24-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,335.6 |
1,337.9 |
PP |
1,333.6 |
1,335.2 |
S1 |
1,331.7 |
1,332.4 |
|