Trading Metrics calculated at close of trading on 08-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
4,745.00 |
4,784.75 |
39.75 |
0.8% |
4,737.50 |
High |
4,797.75 |
4,800.75 |
3.00 |
0.1% |
4,797.75 |
Low |
4,742.50 |
4,766.25 |
23.75 |
0.5% |
4,681.75 |
Close |
4,783.00 |
4,779.25 |
-3.75 |
-0.1% |
4,783.00 |
Range |
55.25 |
34.50 |
-20.75 |
-37.6% |
116.00 |
ATR |
49.80 |
48.70 |
-1.09 |
-2.2% |
0.00 |
Volume |
180,947 |
132,186 |
-48,761 |
-26.9% |
980,203 |
|
Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,885.50 |
4,867.00 |
4,798.25 |
|
R3 |
4,851.00 |
4,832.50 |
4,788.75 |
|
R2 |
4,816.50 |
4,816.50 |
4,785.50 |
|
R1 |
4,798.00 |
4,798.00 |
4,782.50 |
4,790.00 |
PP |
4,782.00 |
4,782.00 |
4,782.00 |
4,778.00 |
S1 |
4,763.50 |
4,763.50 |
4,776.00 |
4,755.50 |
S2 |
4,747.50 |
4,747.50 |
4,773.00 |
|
S3 |
4,713.00 |
4,729.00 |
4,769.75 |
|
S4 |
4,678.50 |
4,694.50 |
4,760.25 |
|
|
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 |
4,800.75 |
4,681.75 |
119.00 |
2.5% |
46.25 |
1.0% |
82% |
True |
False |
182,574 |
10 |
4,800.75 |
4,641.00 |
159.75 |
3.3% |
42.50 |
0.9% |
87% |
True |
False |
197,992 |
20 |
4,800.75 |
4,542.00 |
258.75 |
5.4% |
41.50 |
0.9% |
92% |
True |
False |
186,773 |
40 |
4,800.75 |
4,167.75 |
633.00 |
13.2% |
58.25 |
1.2% |
97% |
True |
False |
221,744 |
60 |
4,800.75 |
4,167.75 |
633.00 |
13.2% |
55.50 |
1.2% |
97% |
True |
False |
153,583 |
80 |
4,800.75 |
4,167.75 |
633.00 |
13.2% |
56.50 |
1.2% |
97% |
True |
False |
115,216 |
100 |
4,800.75 |
4,167.75 |
633.00 |
13.2% |
55.75 |
1.2% |
97% |
True |
False |
92,190 |
120 |
4,800.75 |
4,101.75 |
699.00 |
14.6% |
52.50 |
1.1% |
97% |
True |
False |
76,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,947.50 |
2.618 |
4,891.00 |
1.618 |
4,856.50 |
1.000 |
4,835.25 |
0.618 |
4,822.00 |
HIGH |
4,800.75 |
0.618 |
4,787.50 |
0.500 |
4,783.50 |
0.382 |
4,779.50 |
LOW |
4,766.25 |
0.618 |
4,745.00 |
1.000 |
4,731.75 |
1.618 |
4,710.50 |
2.618 |
4,676.00 |
4.250 |
4,619.50 |
|
|
Fisher Pivots for day following 08-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
4,783.50 |
4,772.00 |
PP |
4,782.00 |
4,765.00 |
S1 |
4,780.75 |
4,758.00 |
|