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 |
4,737.50 |
4,749.25 |
11.75 |
0.2% |
4,659.25 |
High |
4,760.25 |
4,759.50 |
-0.75 |
0.0% |
4,736.50 |
Low |
4,721.00 |
4,681.75 |
-39.25 |
-0.8% |
4,641.00 |
Close |
4,744.50 |
4,714.25 |
-30.25 |
-0.6% |
4,726.75 |
Range |
39.25 |
77.75 |
38.50 |
98.1% |
95.50 |
ATR |
50.25 |
52.21 |
1.96 |
3.9% |
0.00 |
Volume |
199,516 |
261,263 |
61,747 |
30.9% |
1,013,687 |
|
Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,951.75 |
4,910.75 |
4,757.00 |
|
R3 |
4,874.00 |
4,833.00 |
4,735.75 |
|
R2 |
4,796.25 |
4,796.25 |
4,728.50 |
|
R1 |
4,755.25 |
4,755.25 |
4,721.50 |
4,737.00 |
PP |
4,718.50 |
4,718.50 |
4,718.50 |
4,709.25 |
S1 |
4,677.50 |
4,677.50 |
4,707.00 |
4,659.00 |
S2 |
4,640.75 |
4,640.75 |
4,700.00 |
|
S3 |
4,563.00 |
4,599.75 |
4,692.75 |
|
S4 |
4,485.25 |
4,522.00 |
4,671.50 |
|
|
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 |
4,676.75 |
83.50 |
1.8% |
44.75 |
1.0% |
45% |
False |
False |
223,710 |
10 |
4,760.25 |
4,597.75 |
162.50 |
3.4% |
43.00 |
0.9% |
72% |
False |
False |
199,171 |
20 |
4,760.25 |
4,365.75 |
394.50 |
8.4% |
45.75 |
1.0% |
88% |
False |
False |
196,978 |
40 |
4,760.25 |
4,167.75 |
592.50 |
12.6% |
58.25 |
1.2% |
92% |
False |
False |
213,727 |
60 |
4,760.25 |
4,167.75 |
592.50 |
12.6% |
56.75 |
1.2% |
92% |
False |
False |
142,731 |
80 |
4,760.25 |
4,167.75 |
592.50 |
12.6% |
57.25 |
1.2% |
92% |
False |
False |
107,074 |
100 |
4,760.25 |
4,167.75 |
592.50 |
12.6% |
55.50 |
1.2% |
92% |
False |
False |
85,675 |
120 |
4,760.25 |
3,902.00 |
858.25 |
18.2% |
52.00 |
1.1% |
95% |
False |
False |
71,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,090.00 |
2.618 |
4,963.00 |
1.618 |
4,885.25 |
1.000 |
4,837.25 |
0.618 |
4,807.50 |
HIGH |
4,759.50 |
0.618 |
4,729.75 |
0.500 |
4,720.50 |
0.382 |
4,711.50 |
LOW |
4,681.75 |
0.618 |
4,633.75 |
1.000 |
4,604.00 |
1.618 |
4,556.00 |
2.618 |
4,478.25 |
4.250 |
4,351.25 |
|
|
Fisher Pivots for day following 02-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
4,720.50 |
4,721.00 |
PP |
4,718.50 |
4,718.75 |
S1 |
4,716.50 |
4,716.50 |
|