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 |
1,330.3 |
1,328.3 |
-2.0 |
-0.2% |
1,346.1 |
High |
1,333.4 |
1,349.0 |
15.6 |
1.2% |
1,352.7 |
Low |
1,324.5 |
1,324.6 |
0.1 |
0.0% |
1,324.5 |
Close |
1,327.9 |
1,329.0 |
1.1 |
0.1% |
1,329.0 |
Range |
8.9 |
24.4 |
15.5 |
174.2% |
28.2 |
ATR |
15.6 |
16.2 |
0.6 |
4.1% |
0.0 |
Volume |
8,802 |
11,487 |
2,685 |
30.5% |
33,506 |
|
Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.4 |
1,392.6 |
1,342.4 |
|
R3 |
1,383.0 |
1,368.2 |
1,335.7 |
|
R2 |
1,358.6 |
1,358.6 |
1,333.5 |
|
R1 |
1,343.8 |
1,343.8 |
1,331.2 |
1,351.2 |
PP |
1,334.2 |
1,334.2 |
1,334.2 |
1,337.9 |
S1 |
1,319.4 |
1,319.4 |
1,326.8 |
1,326.8 |
S2 |
1,309.8 |
1,309.8 |
1,324.5 |
|
S3 |
1,285.4 |
1,295.0 |
1,322.3 |
|
S4 |
1,261.0 |
1,270.6 |
1,315.6 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.0 |
1,402.7 |
1,344.5 |
|
R3 |
1,391.8 |
1,374.5 |
1,336.8 |
|
R2 |
1,363.6 |
1,363.6 |
1,334.2 |
|
R1 |
1,346.3 |
1,346.3 |
1,331.6 |
1,340.9 |
PP |
1,335.4 |
1,335.4 |
1,335.4 |
1,332.7 |
S1 |
1,318.1 |
1,318.1 |
1,326.4 |
1,312.7 |
S2 |
1,307.2 |
1,307.2 |
1,323.8 |
|
S3 |
1,279.0 |
1,289.9 |
1,321.2 |
|
S4 |
1,250.8 |
1,261.7 |
1,313.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,352.7 |
1,324.5 |
28.2 |
2.1% |
13.7 |
1.0% |
16% |
False |
False |
6,701 |
10 |
1,368.0 |
1,324.5 |
43.5 |
3.3% |
13.7 |
1.0% |
10% |
False |
False |
4,766 |
20 |
1,378.1 |
1,324.5 |
53.6 |
4.0% |
15.1 |
1.1% |
8% |
False |
False |
4,745 |
40 |
1,387.1 |
1,322.3 |
64.8 |
4.9% |
16.5 |
1.2% |
10% |
False |
False |
3,174 |
60 |
1,387.1 |
1,235.0 |
152.1 |
11.4% |
17.0 |
1.3% |
62% |
False |
False |
2,771 |
80 |
1,387.1 |
1,210.0 |
177.1 |
13.3% |
15.6 |
1.2% |
67% |
False |
False |
2,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,452.7 |
2.618 |
1,412.9 |
1.618 |
1,388.5 |
1.000 |
1,373.4 |
0.618 |
1,364.1 |
HIGH |
1,349.0 |
0.618 |
1,339.7 |
0.500 |
1,336.8 |
0.382 |
1,333.9 |
LOW |
1,324.6 |
0.618 |
1,309.5 |
1.000 |
1,300.2 |
1.618 |
1,285.1 |
2.618 |
1,260.7 |
4.250 |
1,220.9 |
|
|
Fisher Pivots for day following 26-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,336.8 |
1,336.8 |
PP |
1,334.2 |
1,334.2 |
S1 |
1,331.6 |
1,331.6 |
|