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 |
4,779.50 |
4,777.75 |
-1.75 |
0.0% |
4,799.50 |
High |
4,810.75 |
4,799.50 |
-11.25 |
-0.2% |
4,829.50 |
Low |
4,752.00 |
4,768.75 |
16.75 |
0.4% |
4,752.00 |
Close |
4,779.75 |
4,787.50 |
7.75 |
0.2% |
4,779.75 |
Range |
58.75 |
30.75 |
-28.00 |
-47.7% |
77.50 |
ATR |
37.72 |
37.23 |
-0.50 |
-1.3% |
0.00 |
Volume |
1,139 |
1,021 |
-118 |
-10.4% |
3,611 |
|
Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,877.50 |
4,863.25 |
4,804.50 |
|
R3 |
4,846.75 |
4,832.50 |
4,796.00 |
|
R2 |
4,816.00 |
4,816.00 |
4,793.25 |
|
R1 |
4,801.75 |
4,801.75 |
4,790.25 |
4,809.00 |
PP |
4,785.25 |
4,785.25 |
4,785.25 |
4,788.75 |
S1 |
4,771.00 |
4,771.00 |
4,784.75 |
4,778.00 |
S2 |
4,754.50 |
4,754.50 |
4,781.75 |
|
S3 |
4,723.75 |
4,740.25 |
4,779.00 |
|
S4 |
4,693.00 |
4,709.50 |
4,770.50 |
|
|
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% |
38.50 |
0.8% |
46% |
False |
False |
875 |
10 |
4,829.50 |
4,752.00 |
77.50 |
1.6% |
33.75 |
0.7% |
46% |
False |
False |
529 |
20 |
4,829.50 |
4,674.50 |
155.00 |
3.2% |
34.50 |
0.7% |
73% |
False |
False |
376 |
40 |
4,829.50 |
4,358.25 |
471.25 |
9.8% |
38.00 |
0.8% |
91% |
False |
False |
231 |
60 |
4,829.50 |
4,164.00 |
665.50 |
13.9% |
45.50 |
1.0% |
94% |
False |
False |
170 |
80 |
4,829.50 |
4,164.00 |
665.50 |
13.9% |
40.50 |
0.8% |
94% |
False |
False |
127 |
100 |
4,829.50 |
4,164.00 |
665.50 |
13.9% |
37.25 |
0.8% |
94% |
False |
False |
102 |
120 |
4,829.50 |
4,164.00 |
665.50 |
13.9% |
34.00 |
0.7% |
94% |
False |
False |
85 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,930.25 |
2.618 |
4,880.00 |
1.618 |
4,849.25 |
1.000 |
4,830.25 |
0.618 |
4,818.50 |
HIGH |
4,799.50 |
0.618 |
4,787.75 |
0.500 |
4,784.00 |
0.382 |
4,780.50 |
LOW |
4,768.75 |
0.618 |
4,749.75 |
1.000 |
4,738.00 |
1.618 |
4,719.00 |
2.618 |
4,688.25 |
4.250 |
4,638.00 |
|
|
Fisher Pivots for day following 29-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
4,786.50 |
4,785.50 |
PP |
4,785.25 |
4,783.50 |
S1 |
4,784.00 |
4,781.50 |
|