Trading Metrics calculated at close of trading on 01-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
4,731.75 |
4,737.50 |
5.75 |
0.1% |
4,659.25 |
High |
4,736.50 |
4,760.25 |
23.75 |
0.5% |
4,736.50 |
Low |
4,709.00 |
4,721.00 |
12.00 |
0.3% |
4,641.00 |
Close |
4,726.75 |
4,744.50 |
17.75 |
0.4% |
4,726.75 |
Range |
27.50 |
39.25 |
11.75 |
42.7% |
95.50 |
ATR |
51.09 |
50.25 |
-0.85 |
-1.7% |
0.00 |
Volume |
207,360 |
199,516 |
-7,844 |
-3.8% |
1,013,687 |
|
Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,859.75 |
4,841.25 |
4,766.00 |
|
R3 |
4,820.50 |
4,802.00 |
4,755.25 |
|
R2 |
4,781.25 |
4,781.25 |
4,751.75 |
|
R1 |
4,762.75 |
4,762.75 |
4,748.00 |
4,772.00 |
PP |
4,742.00 |
4,742.00 |
4,742.00 |
4,746.50 |
S1 |
4,723.50 |
4,723.50 |
4,741.00 |
4,732.75 |
S2 |
4,702.75 |
4,702.75 |
4,737.25 |
|
S3 |
4,663.50 |
4,684.25 |
4,733.75 |
|
S4 |
4,624.25 |
4,645.00 |
4,723.00 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,988.00 |
4,952.75 |
4,779.25 |
|
R3 |
4,892.50 |
4,857.25 |
4,753.00 |
|
R2 |
4,797.00 |
4,797.00 |
4,744.25 |
|
R1 |
4,761.75 |
4,761.75 |
4,735.50 |
4,779.50 |
PP |
4,701.50 |
4,701.50 |
4,701.50 |
4,710.25 |
S1 |
4,666.25 |
4,666.25 |
4,718.00 |
4,684.00 |
S2 |
4,606.00 |
4,606.00 |
4,709.25 |
|
S3 |
4,510.50 |
4,570.75 |
4,700.50 |
|
S4 |
4,415.00 |
4,475.25 |
4,674.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,760.25 |
4,641.00 |
119.25 |
2.5% |
38.75 |
0.8% |
87% |
True |
False |
213,409 |
10 |
4,760.25 |
4,588.25 |
172.00 |
3.6% |
37.50 |
0.8% |
91% |
True |
False |
189,562 |
20 |
4,760.25 |
4,365.75 |
394.50 |
8.3% |
45.50 |
1.0% |
96% |
True |
False |
193,948 |
40 |
4,760.25 |
4,167.75 |
592.50 |
12.5% |
57.00 |
1.2% |
97% |
True |
False |
207,304 |
60 |
4,760.25 |
4,167.75 |
592.50 |
12.5% |
56.50 |
1.2% |
97% |
True |
False |
138,382 |
80 |
4,760.25 |
4,167.75 |
592.50 |
12.5% |
57.00 |
1.2% |
97% |
True |
False |
103,809 |
100 |
4,760.25 |
4,167.75 |
592.50 |
12.5% |
55.50 |
1.2% |
97% |
True |
False |
83,063 |
120 |
4,760.25 |
3,902.00 |
858.25 |
18.1% |
51.50 |
1.1% |
98% |
True |
False |
69,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,927.00 |
2.618 |
4,863.00 |
1.618 |
4,823.75 |
1.000 |
4,799.50 |
0.618 |
4,784.50 |
HIGH |
4,760.25 |
0.618 |
4,745.25 |
0.500 |
4,740.50 |
0.382 |
4,736.00 |
LOW |
4,721.00 |
0.618 |
4,696.75 |
1.000 |
4,681.75 |
1.618 |
4,657.50 |
2.618 |
4,618.25 |
4.250 |
4,554.25 |
|
|
Fisher Pivots for day following 01-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
4,743.25 |
4,738.00 |
PP |
4,742.00 |
4,731.50 |
S1 |
4,740.50 |
4,725.00 |
|