Trading Metrics calculated at close of trading on 31-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,327.0 |
1,314.7 |
-12.3 |
-0.9% |
1,345.0 |
High |
1,328.9 |
1,319.2 |
-9.7 |
-0.7% |
1,348.8 |
Low |
1,312.0 |
1,306.9 |
-5.1 |
-0.4% |
1,321.0 |
Close |
1,316.5 |
1,311.4 |
-5.1 |
-0.4% |
1,325.9 |
Range |
16.9 |
12.3 |
-4.6 |
-27.2% |
27.8 |
ATR |
16.6 |
16.2 |
-0.3 |
-1.8% |
0.0 |
Volume |
159,325 |
179,946 |
20,621 |
12.9% |
981,671 |
|
Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.4 |
1,342.7 |
1,318.2 |
|
R3 |
1,337.1 |
1,330.4 |
1,314.8 |
|
R2 |
1,324.8 |
1,324.8 |
1,313.7 |
|
R1 |
1,318.1 |
1,318.1 |
1,312.5 |
1,315.3 |
PP |
1,312.5 |
1,312.5 |
1,312.5 |
1,311.1 |
S1 |
1,305.8 |
1,305.8 |
1,310.3 |
1,303.0 |
S2 |
1,300.2 |
1,300.2 |
1,309.1 |
|
S3 |
1,287.9 |
1,293.5 |
1,308.0 |
|
S4 |
1,275.6 |
1,281.2 |
1,304.6 |
|
|
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 |
1,306.9 |
39.1 |
3.0% |
14.9 |
1.1% |
12% |
False |
True |
189,842 |
10 |
1,361.5 |
1,306.9 |
54.6 |
4.2% |
13.8 |
1.1% |
8% |
False |
True |
181,876 |
20 |
1,371.4 |
1,306.9 |
64.5 |
4.9% |
15.5 |
1.2% |
7% |
False |
True |
178,571 |
40 |
1,383.5 |
1,306.9 |
76.6 |
5.8% |
17.4 |
1.3% |
6% |
False |
True |
129,935 |
60 |
1,384.4 |
1,251.3 |
133.1 |
10.1% |
19.5 |
1.5% |
45% |
False |
False |
90,634 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
18.6 |
1.4% |
59% |
False |
False |
69,507 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
18.5 |
1.4% |
59% |
False |
False |
56,158 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.5% |
18.5 |
1.4% |
59% |
False |
False |
47,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,371.5 |
2.618 |
1,351.4 |
1.618 |
1,339.1 |
1.000 |
1,331.5 |
0.618 |
1,326.8 |
HIGH |
1,319.2 |
0.618 |
1,314.5 |
0.500 |
1,313.1 |
0.382 |
1,311.6 |
LOW |
1,306.9 |
0.618 |
1,299.3 |
1.000 |
1,294.6 |
1.618 |
1,287.0 |
2.618 |
1,274.7 |
4.250 |
1,254.6 |
|
|
Fisher Pivots for day following 31-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,313.1 |
1,317.9 |
PP |
1,312.5 |
1,315.7 |
S1 |
1,312.0 |
1,313.6 |
|