Trading Metrics calculated at close of trading on 26-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,327.4 |
1,324.8 |
-2.6 |
-0.2% |
1,345.0 |
High |
1,330.2 |
1,346.0 |
15.8 |
1.2% |
1,348.8 |
Low |
1,321.0 |
1,321.2 |
0.2 |
0.0% |
1,321.0 |
Close |
1,324.6 |
1,325.9 |
1.3 |
0.1% |
1,325.9 |
Range |
9.2 |
24.8 |
15.6 |
169.6% |
27.8 |
ATR |
16.3 |
16.9 |
0.6 |
3.7% |
0.0 |
Volume |
167,657 |
300,050 |
132,393 |
79.0% |
981,671 |
|
Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,405.4 |
1,390.5 |
1,339.5 |
|
R3 |
1,380.6 |
1,365.7 |
1,332.7 |
|
R2 |
1,355.8 |
1,355.8 |
1,330.4 |
|
R1 |
1,340.9 |
1,340.9 |
1,328.2 |
1,348.4 |
PP |
1,331.0 |
1,331.0 |
1,331.0 |
1,334.8 |
S1 |
1,316.1 |
1,316.1 |
1,323.6 |
1,323.6 |
S2 |
1,306.2 |
1,306.2 |
1,321.4 |
|
S3 |
1,281.4 |
1,291.3 |
1,319.1 |
|
S4 |
1,256.6 |
1,266.5 |
1,312.3 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,415.3 |
1,398.4 |
1,341.2 |
|
R3 |
1,387.5 |
1,370.6 |
1,333.5 |
|
R2 |
1,359.7 |
1,359.7 |
1,331.0 |
|
R1 |
1,342.8 |
1,342.8 |
1,328.4 |
1,337.4 |
PP |
1,331.9 |
1,331.9 |
1,331.9 |
1,329.2 |
S1 |
1,315.0 |
1,315.0 |
1,323.4 |
1,309.6 |
S2 |
1,304.1 |
1,304.1 |
1,320.8 |
|
S3 |
1,276.3 |
1,287.2 |
1,318.3 |
|
S4 |
1,248.5 |
1,259.4 |
1,310.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,348.8 |
1,321.0 |
27.8 |
2.1% |
14.3 |
1.1% |
18% |
False |
False |
196,334 |
10 |
1,364.3 |
1,321.0 |
43.3 |
3.3% |
14.2 |
1.1% |
11% |
False |
False |
184,829 |
20 |
1,374.2 |
1,321.0 |
53.2 |
4.0% |
15.6 |
1.2% |
9% |
False |
False |
175,147 |
40 |
1,384.4 |
1,318.5 |
65.9 |
5.0% |
18.1 |
1.4% |
11% |
False |
False |
119,362 |
60 |
1,384.4 |
1,214.9 |
169.5 |
12.8% |
19.8 |
1.5% |
65% |
False |
False |
82,865 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
18.9 |
1.4% |
67% |
False |
False |
63,618 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
18.6 |
1.4% |
67% |
False |
False |
51,462 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
19.0 |
1.4% |
67% |
False |
False |
43,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,451.4 |
2.618 |
1,410.9 |
1.618 |
1,386.1 |
1.000 |
1,370.8 |
0.618 |
1,361.3 |
HIGH |
1,346.0 |
0.618 |
1,336.5 |
0.500 |
1,333.6 |
0.382 |
1,330.7 |
LOW |
1,321.2 |
0.618 |
1,305.9 |
1.000 |
1,296.4 |
1.618 |
1,281.1 |
2.618 |
1,256.3 |
4.250 |
1,215.8 |
|
|
Fisher Pivots for day following 26-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,333.6 |
1,333.5 |
PP |
1,331.0 |
1,331.0 |
S1 |
1,328.5 |
1,328.4 |
|