Trading Metrics calculated at close of trading on 17-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,348.9 |
1,354.9 |
6.0 |
0.4% |
1,343.1 |
High |
1,368.0 |
1,360.4 |
-7.6 |
-0.6% |
1,367.6 |
Low |
1,348.7 |
1,344.8 |
-3.9 |
-0.3% |
1,339.6 |
Close |
1,360.8 |
1,352.6 |
-8.2 |
-0.6% |
1,347.2 |
Range |
19.3 |
15.6 |
-3.7 |
-19.2% |
28.0 |
ATR |
17.2 |
17.1 |
-0.1 |
-0.5% |
0.0 |
Volume |
1,678 |
5,124 |
3,446 |
205.4% |
27,478 |
|
Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,399.4 |
1,391.6 |
1,361.2 |
|
R3 |
1,383.8 |
1,376.0 |
1,356.9 |
|
R2 |
1,368.2 |
1,368.2 |
1,355.5 |
|
R1 |
1,360.4 |
1,360.4 |
1,354.0 |
1,356.5 |
PP |
1,352.6 |
1,352.6 |
1,352.6 |
1,350.7 |
S1 |
1,344.8 |
1,344.8 |
1,351.2 |
1,340.9 |
S2 |
1,337.0 |
1,337.0 |
1,349.7 |
|
S3 |
1,321.4 |
1,329.2 |
1,348.3 |
|
S4 |
1,305.8 |
1,313.6 |
1,344.0 |
|
|
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 |
1,368.0 |
1,343.6 |
24.4 |
1.8% |
16.6 |
1.2% |
37% |
False |
False |
4,927 |
10 |
1,375.6 |
1,339.6 |
36.0 |
2.7% |
16.8 |
1.2% |
36% |
False |
False |
5,017 |
20 |
1,378.1 |
1,322.3 |
55.8 |
4.1% |
16.4 |
1.2% |
54% |
False |
False |
3,988 |
40 |
1,387.1 |
1,267.8 |
119.3 |
8.8% |
18.3 |
1.3% |
71% |
False |
False |
2,578 |
60 |
1,387.1 |
1,210.0 |
177.1 |
13.1% |
16.8 |
1.2% |
81% |
False |
False |
2,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,426.7 |
2.618 |
1,401.2 |
1.618 |
1,385.6 |
1.000 |
1,376.0 |
0.618 |
1,370.0 |
HIGH |
1,360.4 |
0.618 |
1,354.4 |
0.500 |
1,352.6 |
0.382 |
1,350.8 |
LOW |
1,344.8 |
0.618 |
1,335.2 |
1.000 |
1,329.2 |
1.618 |
1,319.6 |
2.618 |
1,304.0 |
4.250 |
1,278.5 |
|
|
Fisher Pivots for day following 17-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,352.6 |
1,356.4 |
PP |
1,352.6 |
1,355.1 |
S1 |
1,352.6 |
1,353.9 |
|