Trading Metrics calculated at close of trading on 25-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,342.2 |
1,327.4 |
-14.8 |
-1.1% |
1,343.6 |
High |
1,344.1 |
1,330.2 |
-13.9 |
-1.0% |
1,364.3 |
Low |
1,327.0 |
1,321.0 |
-6.0 |
-0.5% |
1,340.5 |
Close |
1,329.7 |
1,324.6 |
-5.1 |
-0.4% |
1,346.2 |
Range |
17.1 |
9.2 |
-7.9 |
-46.2% |
23.8 |
ATR |
16.9 |
16.3 |
-0.5 |
-3.2% |
0.0 |
Volume |
225,487 |
167,657 |
-57,830 |
-25.6% |
866,625 |
|
Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.9 |
1,347.9 |
1,329.7 |
|
R3 |
1,343.7 |
1,338.7 |
1,327.1 |
|
R2 |
1,334.5 |
1,334.5 |
1,326.3 |
|
R1 |
1,329.5 |
1,329.5 |
1,325.4 |
1,327.4 |
PP |
1,325.3 |
1,325.3 |
1,325.3 |
1,324.2 |
S1 |
1,320.3 |
1,320.3 |
1,323.8 |
1,318.2 |
S2 |
1,316.1 |
1,316.1 |
1,322.9 |
|
S3 |
1,306.9 |
1,311.1 |
1,322.1 |
|
S4 |
1,297.7 |
1,301.9 |
1,319.5 |
|
|
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 |
1,357.9 |
1,321.0 |
36.9 |
2.8% |
12.5 |
0.9% |
10% |
False |
True |
173,330 |
10 |
1,364.3 |
1,321.0 |
43.3 |
3.3% |
14.1 |
1.1% |
8% |
False |
True |
178,780 |
20 |
1,374.2 |
1,321.0 |
53.2 |
4.0% |
15.7 |
1.2% |
7% |
False |
True |
171,607 |
40 |
1,384.4 |
1,318.5 |
65.9 |
5.0% |
17.7 |
1.3% |
9% |
False |
False |
112,195 |
60 |
1,384.4 |
1,214.9 |
169.5 |
12.8% |
19.5 |
1.5% |
65% |
False |
False |
77,909 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
18.8 |
1.4% |
66% |
False |
False |
59,910 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
18.5 |
1.4% |
66% |
False |
False |
48,470 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
18.9 |
1.4% |
66% |
False |
False |
40,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,369.3 |
2.618 |
1,354.3 |
1.618 |
1,345.1 |
1.000 |
1,339.4 |
0.618 |
1,335.9 |
HIGH |
1,330.2 |
0.618 |
1,326.7 |
0.500 |
1,325.6 |
0.382 |
1,324.5 |
LOW |
1,321.0 |
0.618 |
1,315.3 |
1.000 |
1,311.8 |
1.618 |
1,306.1 |
2.618 |
1,296.9 |
4.250 |
1,281.9 |
|
|
Fisher Pivots for day following 25-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,325.6 |
1,334.9 |
PP |
1,325.3 |
1,331.5 |
S1 |
1,324.9 |
1,328.0 |
|