Trading Metrics calculated at close of trading on 15-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,348.3 |
1,347.3 |
-1.0 |
-0.1% |
1,343.1 |
High |
1,366.2 |
1,352.9 |
-13.3 |
-1.0% |
1,367.6 |
Low |
1,343.6 |
1,345.0 |
1.4 |
0.1% |
1,339.6 |
Close |
1,347.2 |
1,351.4 |
4.2 |
0.3% |
1,347.2 |
Range |
22.6 |
7.9 |
-14.7 |
-65.0% |
28.0 |
ATR |
17.8 |
17.1 |
-0.7 |
-4.0% |
0.0 |
Volume |
7,188 |
5,080 |
-2,108 |
-29.3% |
27,478 |
|
Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,373.5 |
1,370.3 |
1,355.7 |
|
R3 |
1,365.6 |
1,362.4 |
1,353.6 |
|
R2 |
1,357.7 |
1,357.7 |
1,352.8 |
|
R1 |
1,354.5 |
1,354.5 |
1,352.1 |
1,356.1 |
PP |
1,349.8 |
1,349.8 |
1,349.8 |
1,350.6 |
S1 |
1,346.6 |
1,346.6 |
1,350.7 |
1,348.2 |
S2 |
1,341.9 |
1,341.9 |
1,350.0 |
|
S3 |
1,334.0 |
1,338.7 |
1,349.2 |
|
S4 |
1,326.1 |
1,330.8 |
1,347.1 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,435.5 |
1,419.3 |
1,362.6 |
|
R3 |
1,407.5 |
1,391.3 |
1,354.9 |
|
R2 |
1,379.5 |
1,379.5 |
1,352.3 |
|
R1 |
1,363.3 |
1,363.3 |
1,349.8 |
1,371.4 |
PP |
1,351.5 |
1,351.5 |
1,351.5 |
1,355.5 |
S1 |
1,335.3 |
1,335.3 |
1,344.6 |
1,343.4 |
S2 |
1,323.5 |
1,323.5 |
1,342.1 |
|
S3 |
1,295.5 |
1,307.3 |
1,339.5 |
|
S4 |
1,267.5 |
1,279.3 |
1,331.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,367.6 |
1,340.3 |
27.3 |
2.0% |
15.5 |
1.1% |
41% |
False |
False |
5,600 |
10 |
1,378.1 |
1,339.6 |
38.5 |
2.8% |
16.6 |
1.2% |
31% |
False |
False |
5,001 |
20 |
1,378.1 |
1,322.3 |
55.8 |
4.1% |
16.1 |
1.2% |
52% |
False |
False |
3,723 |
40 |
1,387.1 |
1,267.8 |
119.3 |
8.8% |
18.3 |
1.4% |
70% |
False |
False |
2,553 |
60 |
1,387.1 |
1,210.0 |
177.1 |
13.1% |
16.5 |
1.2% |
80% |
False |
False |
2,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,386.5 |
2.618 |
1,373.6 |
1.618 |
1,365.7 |
1.000 |
1,360.8 |
0.618 |
1,357.8 |
HIGH |
1,352.9 |
0.618 |
1,349.9 |
0.500 |
1,349.0 |
0.382 |
1,348.0 |
LOW |
1,345.0 |
0.618 |
1,340.1 |
1.000 |
1,337.1 |
1.618 |
1,332.2 |
2.618 |
1,324.3 |
4.250 |
1,311.4 |
|
|
Fisher Pivots for day following 15-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,350.6 |
1,354.9 |
PP |
1,349.8 |
1,353.7 |
S1 |
1,349.0 |
1,352.6 |
|