Trading Metrics calculated at close of trading on 22-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
218.31 |
218.26 |
-0.05 |
0.0% |
218.89 |
High |
218.75 |
218.80 |
0.05 |
0.0% |
219.50 |
Low |
217.74 |
217.83 |
0.09 |
0.0% |
217.02 |
Close |
218.54 |
218.53 |
-0.01 |
0.0% |
218.54 |
Range |
1.01 |
0.97 |
-0.04 |
-4.0% |
2.48 |
ATR |
1.41 |
1.37 |
-0.03 |
-2.2% |
0.00 |
Volume |
75,442,896 |
61,368,700 |
-14,074,196 |
-18.7% |
306,593,296 |
|
Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
221.30 |
220.88 |
219.06 |
|
R3 |
220.33 |
219.91 |
218.80 |
|
R2 |
219.36 |
219.36 |
218.71 |
|
R1 |
218.94 |
218.94 |
218.62 |
219.15 |
PP |
218.39 |
218.39 |
218.39 |
218.49 |
S1 |
217.97 |
217.97 |
218.44 |
218.18 |
S2 |
217.42 |
217.42 |
218.35 |
|
S3 |
216.45 |
217.00 |
218.26 |
|
S4 |
215.48 |
216.03 |
218.00 |
|
|
Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
225.79 |
224.65 |
219.90 |
|
R3 |
223.31 |
222.17 |
219.22 |
|
R2 |
220.83 |
220.83 |
218.99 |
|
R1 |
219.69 |
219.69 |
218.77 |
219.02 |
PP |
218.35 |
218.35 |
218.35 |
218.02 |
S1 |
217.21 |
217.21 |
218.31 |
216.54 |
S2 |
215.87 |
215.87 |
218.09 |
|
S3 |
213.39 |
214.73 |
217.86 |
|
S4 |
210.91 |
212.25 |
217.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
218.90 |
217.02 |
1.88 |
0.9% |
0.98 |
0.4% |
80% |
False |
False |
63,629,719 |
10 |
219.50 |
217.02 |
2.48 |
1.1% |
0.94 |
0.4% |
61% |
False |
False |
61,097,129 |
20 |
219.50 |
214.25 |
5.25 |
2.4% |
1.21 |
0.6% |
82% |
False |
False |
64,383,744 |
40 |
219.50 |
198.65 |
20.85 |
9.5% |
1.43 |
0.7% |
95% |
False |
False |
83,703,234 |
60 |
219.50 |
198.65 |
20.85 |
9.5% |
1.57 |
0.7% |
95% |
False |
False |
90,701,933 |
80 |
219.50 |
198.65 |
20.85 |
9.5% |
1.63 |
0.7% |
95% |
False |
False |
90,562,639 |
100 |
219.50 |
198.65 |
20.85 |
9.5% |
1.67 |
0.8% |
95% |
False |
False |
90,132,213 |
120 |
219.50 |
197.38 |
22.12 |
10.1% |
1.69 |
0.8% |
96% |
False |
False |
92,435,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
222.92 |
2.618 |
221.34 |
1.618 |
220.37 |
1.000 |
219.77 |
0.618 |
219.40 |
HIGH |
218.80 |
0.618 |
218.43 |
0.500 |
218.32 |
0.382 |
218.20 |
LOW |
217.83 |
0.618 |
217.23 |
1.000 |
216.86 |
1.618 |
216.26 |
2.618 |
215.29 |
4.250 |
213.71 |
|
|
Fisher Pivots for day following 22-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
218.46 |
218.46 |
PP |
218.39 |
218.39 |
S1 |
218.32 |
218.32 |
|