Trading Metrics calculated at close of trading on 02-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,348.8 |
1,352.1 |
3.3 |
0.2% |
1,322.7 |
High |
1,353.5 |
1,366.1 |
12.6 |
0.9% |
1,353.3 |
Low |
1,345.6 |
1,346.6 |
1.0 |
0.1% |
1,311.1 |
Close |
1,351.4 |
1,364.4 |
13.0 |
1.0% |
1,349.0 |
Range |
7.9 |
19.5 |
11.6 |
146.8% |
42.2 |
ATR |
20.1 |
20.1 |
0.0 |
-0.2% |
0.0 |
Volume |
1,257 |
2,941 |
1,684 |
134.0% |
745,442 |
|
Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.5 |
1,410.5 |
1,375.1 |
|
R3 |
1,398.0 |
1,391.0 |
1,369.8 |
|
R2 |
1,378.5 |
1,378.5 |
1,368.0 |
|
R1 |
1,371.5 |
1,371.5 |
1,366.2 |
1,375.0 |
PP |
1,359.0 |
1,359.0 |
1,359.0 |
1,360.8 |
S1 |
1,352.0 |
1,352.0 |
1,362.6 |
1,355.5 |
S2 |
1,339.5 |
1,339.5 |
1,360.8 |
|
S3 |
1,320.0 |
1,332.5 |
1,359.0 |
|
S4 |
1,300.5 |
1,313.0 |
1,353.7 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,464.4 |
1,448.9 |
1,372.2 |
|
R3 |
1,422.2 |
1,406.7 |
1,360.6 |
|
R2 |
1,380.0 |
1,380.0 |
1,356.7 |
|
R1 |
1,364.5 |
1,364.5 |
1,352.9 |
1,372.3 |
PP |
1,337.8 |
1,337.8 |
1,337.8 |
1,341.7 |
S1 |
1,322.3 |
1,322.3 |
1,345.1 |
1,330.1 |
S2 |
1,295.6 |
1,295.6 |
1,341.3 |
|
S3 |
1,253.4 |
1,280.1 |
1,337.4 |
|
S4 |
1,211.2 |
1,237.9 |
1,325.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,366.1 |
1,315.6 |
50.5 |
3.7% |
19.2 |
1.4% |
97% |
True |
False |
56,514 |
10 |
1,366.1 |
1,310.7 |
55.4 |
4.1% |
18.3 |
1.3% |
97% |
True |
False |
146,035 |
20 |
1,377.5 |
1,310.7 |
66.8 |
4.9% |
19.9 |
1.5% |
80% |
False |
False |
183,984 |
40 |
1,377.5 |
1,236.9 |
140.6 |
10.3% |
21.8 |
1.6% |
91% |
False |
False |
202,978 |
60 |
1,377.5 |
1,201.5 |
176.0 |
12.9% |
20.3 |
1.5% |
93% |
False |
False |
167,729 |
80 |
1,377.5 |
1,201.5 |
176.0 |
12.9% |
19.9 |
1.5% |
93% |
False |
False |
128,223 |
100 |
1,377.5 |
1,201.5 |
176.0 |
12.9% |
19.9 |
1.5% |
93% |
False |
False |
103,386 |
120 |
1,377.5 |
1,193.2 |
184.3 |
13.5% |
20.7 |
1.5% |
93% |
False |
False |
86,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,449.0 |
2.618 |
1,417.2 |
1.618 |
1,397.7 |
1.000 |
1,385.6 |
0.618 |
1,378.2 |
HIGH |
1,366.1 |
0.618 |
1,358.7 |
0.500 |
1,356.4 |
0.382 |
1,354.0 |
LOW |
1,346.6 |
0.618 |
1,334.5 |
1.000 |
1,327.1 |
1.618 |
1,315.0 |
2.618 |
1,295.5 |
4.250 |
1,263.7 |
|
|
Fisher Pivots for day following 02-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,361.7 |
1,358.3 |
PP |
1,359.0 |
1,352.1 |
S1 |
1,356.4 |
1,346.0 |
|