Trading Metrics calculated at close of trading on 30-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,323.8 |
1,327.0 |
3.2 |
0.2% |
1,345.0 |
High |
1,328.5 |
1,328.9 |
0.4 |
0.0% |
1,348.8 |
Low |
1,317.2 |
1,312.0 |
-5.2 |
-0.4% |
1,321.0 |
Close |
1,327.1 |
1,316.5 |
-10.6 |
-0.8% |
1,325.9 |
Range |
11.3 |
16.9 |
5.6 |
49.6% |
27.8 |
ATR |
16.5 |
16.6 |
0.0 |
0.2% |
0.0 |
Volume |
142,232 |
159,325 |
17,093 |
12.0% |
981,671 |
|
Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.8 |
1,360.1 |
1,325.8 |
|
R3 |
1,352.9 |
1,343.2 |
1,321.1 |
|
R2 |
1,336.0 |
1,336.0 |
1,319.6 |
|
R1 |
1,326.3 |
1,326.3 |
1,318.0 |
1,322.7 |
PP |
1,319.1 |
1,319.1 |
1,319.1 |
1,317.4 |
S1 |
1,309.4 |
1,309.4 |
1,315.0 |
1,305.8 |
S2 |
1,302.2 |
1,302.2 |
1,313.4 |
|
S3 |
1,285.3 |
1,292.5 |
1,311.9 |
|
S4 |
1,268.4 |
1,275.6 |
1,307.2 |
|
|
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 |
1,346.0 |
1,312.0 |
34.0 |
2.6% |
15.9 |
1.2% |
13% |
False |
True |
198,950 |
10 |
1,361.5 |
1,312.0 |
49.5 |
3.8% |
14.2 |
1.1% |
9% |
False |
True |
180,797 |
20 |
1,373.4 |
1,312.0 |
61.4 |
4.7% |
15.5 |
1.2% |
7% |
False |
True |
176,503 |
40 |
1,384.4 |
1,312.0 |
72.4 |
5.5% |
17.6 |
1.3% |
6% |
False |
True |
125,798 |
60 |
1,384.4 |
1,242.7 |
141.7 |
10.8% |
19.5 |
1.5% |
52% |
False |
False |
87,689 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
18.8 |
1.4% |
62% |
False |
False |
67,312 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
18.6 |
1.4% |
62% |
False |
False |
54,401 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
18.7 |
1.4% |
62% |
False |
False |
45,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,400.7 |
2.618 |
1,373.1 |
1.618 |
1,356.2 |
1.000 |
1,345.8 |
0.618 |
1,339.3 |
HIGH |
1,328.9 |
0.618 |
1,322.4 |
0.500 |
1,320.5 |
0.382 |
1,318.5 |
LOW |
1,312.0 |
0.618 |
1,301.6 |
1.000 |
1,295.1 |
1.618 |
1,284.7 |
2.618 |
1,267.8 |
4.250 |
1,240.2 |
|
|
Fisher Pivots for day following 30-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,320.5 |
1,329.0 |
PP |
1,319.1 |
1,324.8 |
S1 |
1,317.8 |
1,320.7 |
|