Trading Metrics calculated at close of trading on 10-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,331.8 |
1,344.8 |
13.0 |
1.0% |
1,348.8 |
High |
1,339.4 |
1,354.2 |
14.8 |
1.1% |
1,366.1 |
Low |
1,328.5 |
1,344.3 |
15.8 |
1.2% |
1,333.7 |
Close |
1,339.0 |
1,344.3 |
5.3 |
0.4% |
1,336.4 |
Range |
10.9 |
9.9 |
-1.0 |
-9.2% |
32.4 |
ATR |
18.3 |
18.1 |
-0.2 |
-1.2% |
0.0 |
Volume |
620 |
110 |
-510 |
-82.3% |
6,401 |
|
Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,377.3 |
1,370.7 |
1,349.7 |
|
R3 |
1,367.4 |
1,360.8 |
1,347.0 |
|
R2 |
1,357.5 |
1,357.5 |
1,346.1 |
|
R1 |
1,350.9 |
1,350.9 |
1,345.2 |
1,349.3 |
PP |
1,347.6 |
1,347.6 |
1,347.6 |
1,346.8 |
S1 |
1,341.0 |
1,341.0 |
1,343.4 |
1,339.4 |
S2 |
1,337.7 |
1,337.7 |
1,342.5 |
|
S3 |
1,327.8 |
1,331.1 |
1,341.6 |
|
S4 |
1,317.9 |
1,321.2 |
1,338.9 |
|
|
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 |
1,361.6 |
1,327.8 |
33.8 |
2.5% |
14.0 |
1.0% |
49% |
False |
False |
561 |
10 |
1,366.1 |
1,325.8 |
40.3 |
3.0% |
15.1 |
1.1% |
46% |
False |
False |
7,070 |
20 |
1,366.1 |
1,310.7 |
55.4 |
4.1% |
16.6 |
1.2% |
61% |
False |
False |
111,693 |
40 |
1,377.5 |
1,252.8 |
124.7 |
9.3% |
21.5 |
1.6% |
73% |
False |
False |
177,762 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
19.9 |
1.5% |
81% |
False |
False |
164,564 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
19.8 |
1.5% |
81% |
False |
False |
127,890 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
19.3 |
1.4% |
81% |
False |
False |
103,208 |
120 |
1,377.5 |
1,201.5 |
176.0 |
13.1% |
19.9 |
1.5% |
81% |
False |
False |
86,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.3 |
2.618 |
1,380.1 |
1.618 |
1,370.2 |
1.000 |
1,364.1 |
0.618 |
1,360.3 |
HIGH |
1,354.2 |
0.618 |
1,350.4 |
0.500 |
1,349.3 |
0.382 |
1,348.1 |
LOW |
1,344.3 |
0.618 |
1,338.2 |
1.000 |
1,334.4 |
1.618 |
1,328.3 |
2.618 |
1,318.4 |
4.250 |
1,302.2 |
|
|
Fisher Pivots for day following 10-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,349.3 |
1,343.2 |
PP |
1,347.6 |
1,342.1 |
S1 |
1,346.0 |
1,341.0 |
|