Trading Metrics calculated at close of trading on 29-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,324.8 |
1,323.8 |
-1.0 |
-0.1% |
1,345.0 |
High |
1,346.0 |
1,328.5 |
-17.5 |
-1.3% |
1,348.8 |
Low |
1,321.2 |
1,317.2 |
-4.0 |
-0.3% |
1,321.0 |
Close |
1,325.9 |
1,327.1 |
1.2 |
0.1% |
1,325.9 |
Range |
24.8 |
11.3 |
-13.5 |
-54.4% |
27.8 |
ATR |
16.9 |
16.5 |
-0.4 |
-2.4% |
0.0 |
Volume |
300,050 |
142,232 |
-157,818 |
-52.6% |
981,671 |
|
Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,358.2 |
1,353.9 |
1,333.3 |
|
R3 |
1,346.9 |
1,342.6 |
1,330.2 |
|
R2 |
1,335.6 |
1,335.6 |
1,329.2 |
|
R1 |
1,331.3 |
1,331.3 |
1,328.1 |
1,333.5 |
PP |
1,324.3 |
1,324.3 |
1,324.3 |
1,325.3 |
S1 |
1,320.0 |
1,320.0 |
1,326.1 |
1,322.2 |
S2 |
1,313.0 |
1,313.0 |
1,325.0 |
|
S3 |
1,301.7 |
1,308.7 |
1,324.0 |
|
S4 |
1,290.4 |
1,297.4 |
1,320.9 |
|
|
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 |
1,317.2 |
31.6 |
2.4% |
14.5 |
1.1% |
31% |
False |
True |
193,491 |
10 |
1,364.3 |
1,317.2 |
47.1 |
3.5% |
14.5 |
1.1% |
21% |
False |
True |
187,037 |
20 |
1,374.2 |
1,317.2 |
57.0 |
4.3% |
15.7 |
1.2% |
17% |
False |
True |
176,626 |
40 |
1,384.4 |
1,317.2 |
67.2 |
5.1% |
17.7 |
1.3% |
15% |
False |
True |
122,430 |
60 |
1,384.4 |
1,242.7 |
141.7 |
10.7% |
19.3 |
1.5% |
60% |
False |
False |
85,121 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
18.8 |
1.4% |
68% |
False |
False |
65,365 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
18.5 |
1.4% |
68% |
False |
False |
52,847 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.4% |
18.9 |
1.4% |
68% |
False |
False |
44,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.5 |
2.618 |
1,358.1 |
1.618 |
1,346.8 |
1.000 |
1,339.8 |
0.618 |
1,335.5 |
HIGH |
1,328.5 |
0.618 |
1,324.2 |
0.500 |
1,322.9 |
0.382 |
1,321.5 |
LOW |
1,317.2 |
0.618 |
1,310.2 |
1.000 |
1,305.9 |
1.618 |
1,298.9 |
2.618 |
1,287.6 |
4.250 |
1,269.2 |
|
|
Fisher Pivots for day following 29-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,325.7 |
1,331.6 |
PP |
1,324.3 |
1,330.1 |
S1 |
1,322.9 |
1,328.6 |
|