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 |
4,777.00 |
4,779.50 |
2.50 |
0.1% |
4,799.50 |
High |
4,787.00 |
4,810.75 |
23.75 |
0.5% |
4,829.50 |
Low |
4,762.75 |
4,752.00 |
-10.75 |
-0.2% |
4,752.00 |
Close |
4,776.25 |
4,779.75 |
3.50 |
0.1% |
4,779.75 |
Range |
24.25 |
58.75 |
34.50 |
142.3% |
77.50 |
ATR |
36.11 |
37.72 |
1.62 |
4.5% |
0.00 |
Volume |
574 |
1,139 |
565 |
98.4% |
3,611 |
|
Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,957.00 |
4,927.25 |
4,812.00 |
|
R3 |
4,898.25 |
4,868.50 |
4,796.00 |
|
R2 |
4,839.50 |
4,839.50 |
4,790.50 |
|
R1 |
4,809.75 |
4,809.75 |
4,785.25 |
4,824.50 |
PP |
4,780.75 |
4,780.75 |
4,780.75 |
4,788.25 |
S1 |
4,751.00 |
4,751.00 |
4,774.25 |
4,766.00 |
S2 |
4,722.00 |
4,722.00 |
4,769.00 |
|
S3 |
4,663.25 |
4,692.25 |
4,763.50 |
|
S4 |
4,604.50 |
4,633.50 |
4,747.50 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,019.50 |
4,977.25 |
4,822.50 |
|
R3 |
4,942.00 |
4,899.75 |
4,801.00 |
|
R2 |
4,864.50 |
4,864.50 |
4,794.00 |
|
R1 |
4,822.25 |
4,822.25 |
4,786.75 |
4,804.50 |
PP |
4,787.00 |
4,787.00 |
4,787.00 |
4,778.25 |
S1 |
4,744.75 |
4,744.75 |
4,772.75 |
4,727.00 |
S2 |
4,709.50 |
4,709.50 |
4,765.50 |
|
S3 |
4,632.00 |
4,667.25 |
4,758.50 |
|
S4 |
4,554.50 |
4,589.75 |
4,737.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,829.50 |
4,752.00 |
77.50 |
1.6% |
37.75 |
0.8% |
36% |
False |
True |
722 |
10 |
4,829.50 |
4,752.00 |
77.50 |
1.6% |
33.25 |
0.7% |
36% |
False |
True |
438 |
20 |
4,829.50 |
4,674.50 |
155.00 |
3.2% |
35.00 |
0.7% |
68% |
False |
False |
335 |
40 |
4,829.50 |
4,358.25 |
471.25 |
9.9% |
38.50 |
0.8% |
89% |
False |
False |
208 |
60 |
4,829.50 |
4,164.00 |
665.50 |
13.9% |
45.50 |
1.0% |
93% |
False |
False |
153 |
80 |
4,829.50 |
4,164.00 |
665.50 |
13.9% |
40.50 |
0.8% |
93% |
False |
False |
115 |
100 |
4,829.50 |
4,164.00 |
665.50 |
13.9% |
37.00 |
0.8% |
93% |
False |
False |
92 |
120 |
4,829.50 |
4,164.00 |
665.50 |
13.9% |
33.75 |
0.7% |
93% |
False |
False |
77 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,060.50 |
2.618 |
4,964.50 |
1.618 |
4,905.75 |
1.000 |
4,869.50 |
0.618 |
4,847.00 |
HIGH |
4,810.75 |
0.618 |
4,788.25 |
0.500 |
4,781.50 |
0.382 |
4,774.50 |
LOW |
4,752.00 |
0.618 |
4,715.75 |
1.000 |
4,693.25 |
1.618 |
4,657.00 |
2.618 |
4,598.25 |
4.250 |
4,502.25 |
|
|
Fisher Pivots for day following 26-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
4,781.50 |
4,784.50 |
PP |
4,780.75 |
4,782.75 |
S1 |
4,780.25 |
4,781.25 |
|