Trading Metrics calculated at close of trading on 05-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,354.4 |
1,357.6 |
3.2 |
0.2% |
1,348.8 |
High |
1,361.6 |
1,360.8 |
-0.8 |
-0.1% |
1,366.1 |
Low |
1,347.0 |
1,333.7 |
-13.3 |
-1.0% |
1,333.7 |
Close |
1,358.8 |
1,336.4 |
-22.4 |
-1.6% |
1,336.4 |
Range |
14.6 |
27.1 |
12.5 |
85.6% |
32.4 |
ATR |
19.1 |
19.7 |
0.6 |
3.0% |
0.0 |
Volume |
381 |
1,107 |
726 |
190.6% |
6,401 |
|
Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,424.9 |
1,407.8 |
1,351.3 |
|
R3 |
1,397.8 |
1,380.7 |
1,343.9 |
|
R2 |
1,370.7 |
1,370.7 |
1,341.4 |
|
R1 |
1,353.6 |
1,353.6 |
1,338.9 |
1,348.6 |
PP |
1,343.6 |
1,343.6 |
1,343.6 |
1,341.2 |
S1 |
1,326.5 |
1,326.5 |
1,333.9 |
1,321.5 |
S2 |
1,316.5 |
1,316.5 |
1,331.4 |
|
S3 |
1,289.4 |
1,299.4 |
1,328.9 |
|
S4 |
1,262.3 |
1,272.3 |
1,321.5 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,442.6 |
1,421.9 |
1,354.2 |
|
R3 |
1,410.2 |
1,389.5 |
1,345.3 |
|
R2 |
1,377.8 |
1,377.8 |
1,342.3 |
|
R1 |
1,357.1 |
1,357.1 |
1,339.4 |
1,351.3 |
PP |
1,345.4 |
1,345.4 |
1,345.4 |
1,342.5 |
S1 |
1,324.7 |
1,324.7 |
1,333.4 |
1,318.9 |
S2 |
1,313.0 |
1,313.0 |
1,330.5 |
|
S3 |
1,280.6 |
1,292.3 |
1,327.5 |
|
S4 |
1,248.2 |
1,259.9 |
1,318.6 |
|
|
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 |
1,333.7 |
32.4 |
2.4% |
16.1 |
1.2% |
8% |
False |
True |
1,280 |
10 |
1,366.1 |
1,311.1 |
55.0 |
4.1% |
17.2 |
1.3% |
46% |
False |
False |
75,184 |
20 |
1,376.5 |
1,310.7 |
65.8 |
4.9% |
18.7 |
1.4% |
39% |
False |
False |
146,258 |
40 |
1,377.5 |
1,252.8 |
124.7 |
9.3% |
21.9 |
1.6% |
67% |
False |
False |
191,646 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
20.3 |
1.5% |
77% |
False |
False |
165,822 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
20.0 |
1.5% |
77% |
False |
False |
128,047 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
19.7 |
1.5% |
77% |
False |
False |
103,282 |
120 |
1,377.5 |
1,198.1 |
179.4 |
13.4% |
20.2 |
1.5% |
77% |
False |
False |
86,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,476.0 |
2.618 |
1,431.7 |
1.618 |
1,404.6 |
1.000 |
1,387.9 |
0.618 |
1,377.5 |
HIGH |
1,360.8 |
0.618 |
1,350.4 |
0.500 |
1,347.3 |
0.382 |
1,344.1 |
LOW |
1,333.7 |
0.618 |
1,317.0 |
1.000 |
1,306.6 |
1.618 |
1,289.9 |
2.618 |
1,262.8 |
4.250 |
1,218.5 |
|
|
Fisher Pivots for day following 05-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,347.3 |
1,349.2 |
PP |
1,343.6 |
1,344.9 |
S1 |
1,340.0 |
1,340.7 |
|