Trading Metrics calculated at close of trading on 03-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
4,749.25 |
4,713.25 |
-36.00 |
-0.8% |
4,659.25 |
High |
4,759.50 |
4,729.25 |
-30.25 |
-0.6% |
4,736.50 |
Low |
4,681.75 |
4,698.00 |
16.25 |
0.3% |
4,641.00 |
Close |
4,714.25 |
4,728.25 |
14.00 |
0.3% |
4,726.75 |
Range |
77.75 |
31.25 |
-46.50 |
-59.8% |
95.50 |
ATR |
52.21 |
50.71 |
-1.50 |
-2.9% |
0.00 |
Volume |
261,263 |
170,596 |
-90,667 |
-34.7% |
1,013,687 |
|
Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,812.25 |
4,801.50 |
4,745.50 |
|
R3 |
4,781.00 |
4,770.25 |
4,736.75 |
|
R2 |
4,749.75 |
4,749.75 |
4,734.00 |
|
R1 |
4,739.00 |
4,739.00 |
4,731.00 |
4,744.50 |
PP |
4,718.50 |
4,718.50 |
4,718.50 |
4,721.25 |
S1 |
4,707.75 |
4,707.75 |
4,725.50 |
4,713.00 |
S2 |
4,687.25 |
4,687.25 |
4,722.50 |
|
S3 |
4,656.00 |
4,676.50 |
4,719.75 |
|
S4 |
4,624.75 |
4,645.25 |
4,711.00 |
|
|
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 |
4,681.75 |
78.50 |
1.7% |
43.75 |
0.9% |
59% |
False |
False |
211,747 |
10 |
4,760.25 |
4,626.75 |
133.50 |
2.8% |
40.00 |
0.8% |
76% |
False |
False |
197,999 |
20 |
4,760.25 |
4,427.50 |
332.75 |
7.0% |
43.50 |
0.9% |
90% |
False |
False |
192,818 |
40 |
4,760.25 |
4,167.75 |
592.50 |
12.5% |
58.25 |
1.2% |
95% |
False |
False |
217,904 |
60 |
4,760.25 |
4,167.75 |
592.50 |
12.5% |
56.75 |
1.2% |
95% |
False |
False |
145,572 |
80 |
4,760.25 |
4,167.75 |
592.50 |
12.5% |
57.00 |
1.2% |
95% |
False |
False |
109,206 |
100 |
4,760.25 |
4,167.75 |
592.50 |
12.5% |
55.50 |
1.2% |
95% |
False |
False |
87,381 |
120 |
4,760.25 |
3,995.00 |
765.25 |
16.2% |
51.75 |
1.1% |
96% |
False |
False |
72,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,862.00 |
2.618 |
4,811.00 |
1.618 |
4,779.75 |
1.000 |
4,760.50 |
0.618 |
4,748.50 |
HIGH |
4,729.25 |
0.618 |
4,717.25 |
0.500 |
4,713.50 |
0.382 |
4,710.00 |
LOW |
4,698.00 |
0.618 |
4,678.75 |
1.000 |
4,666.75 |
1.618 |
4,647.50 |
2.618 |
4,616.25 |
4.250 |
4,565.25 |
|
|
Fisher Pivots for day following 03-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
4,723.50 |
4,725.75 |
PP |
4,718.50 |
4,723.50 |
S1 |
4,713.50 |
4,721.00 |
|