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 |
4,726.50 |
4,745.00 |
18.50 |
0.4% |
4,737.50 |
High |
4,747.00 |
4,797.75 |
50.75 |
1.1% |
4,797.75 |
Low |
4,715.00 |
4,742.50 |
27.50 |
0.6% |
4,681.75 |
Close |
4,743.75 |
4,783.00 |
39.25 |
0.8% |
4,783.00 |
Range |
32.00 |
55.25 |
23.25 |
72.7% |
116.00 |
ATR |
49.38 |
49.80 |
0.42 |
0.8% |
0.00 |
Volume |
167,881 |
180,947 |
13,066 |
7.8% |
980,203 |
|
Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,940.25 |
4,916.75 |
4,813.50 |
|
R3 |
4,885.00 |
4,861.50 |
4,798.25 |
|
R2 |
4,829.75 |
4,829.75 |
4,793.25 |
|
R1 |
4,806.25 |
4,806.25 |
4,788.00 |
4,818.00 |
PP |
4,774.50 |
4,774.50 |
4,774.50 |
4,780.25 |
S1 |
4,751.00 |
4,751.00 |
4,778.00 |
4,762.75 |
S2 |
4,719.25 |
4,719.25 |
4,772.75 |
|
S3 |
4,664.00 |
4,695.75 |
4,767.75 |
|
S4 |
4,608.75 |
4,640.50 |
4,752.50 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,102.25 |
5,058.50 |
4,846.75 |
|
R3 |
4,986.25 |
4,942.50 |
4,815.00 |
|
R2 |
4,870.25 |
4,870.25 |
4,804.25 |
|
R1 |
4,826.50 |
4,826.50 |
4,793.75 |
4,848.50 |
PP |
4,754.25 |
4,754.25 |
4,754.25 |
4,765.00 |
S1 |
4,710.50 |
4,710.50 |
4,772.25 |
4,732.50 |
S2 |
4,638.25 |
4,638.25 |
4,761.75 |
|
S3 |
4,522.25 |
4,594.50 |
4,751.00 |
|
S4 |
4,406.25 |
4,478.50 |
4,719.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,797.75 |
4,681.75 |
116.00 |
2.4% |
47.00 |
1.0% |
87% |
True |
False |
196,040 |
10 |
4,797.75 |
4,641.00 |
156.75 |
3.3% |
41.50 |
0.9% |
91% |
True |
False |
199,389 |
20 |
4,797.75 |
4,515.75 |
282.00 |
5.9% |
42.00 |
0.9% |
95% |
True |
False |
189,285 |
40 |
4,797.75 |
4,167.75 |
630.00 |
13.2% |
59.00 |
1.2% |
98% |
True |
False |
224,673 |
60 |
4,797.75 |
4,167.75 |
630.00 |
13.2% |
56.00 |
1.2% |
98% |
True |
False |
151,382 |
80 |
4,797.75 |
4,167.75 |
630.00 |
13.2% |
56.25 |
1.2% |
98% |
True |
False |
113,565 |
100 |
4,797.75 |
4,167.75 |
630.00 |
13.2% |
56.00 |
1.2% |
98% |
True |
False |
90,868 |
120 |
4,797.75 |
4,101.75 |
696.00 |
14.6% |
52.50 |
1.1% |
98% |
True |
False |
75,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,032.50 |
2.618 |
4,942.50 |
1.618 |
4,887.25 |
1.000 |
4,853.00 |
0.618 |
4,832.00 |
HIGH |
4,797.75 |
0.618 |
4,776.75 |
0.500 |
4,770.00 |
0.382 |
4,763.50 |
LOW |
4,742.50 |
0.618 |
4,708.25 |
1.000 |
4,687.25 |
1.618 |
4,653.00 |
2.618 |
4,597.75 |
4.250 |
4,507.75 |
|
|
Fisher Pivots for day following 05-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
4,778.75 |
4,771.25 |
PP |
4,774.50 |
4,759.50 |
S1 |
4,770.00 |
4,748.00 |
|