Trading Metrics calculated at close of trading on 09-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
4,784.75 |
4,780.50 |
-4.25 |
-0.1% |
4,737.50 |
High |
4,800.75 |
4,807.75 |
7.00 |
0.1% |
4,797.75 |
Low |
4,766.25 |
4,777.50 |
11.25 |
0.2% |
4,681.75 |
Close |
4,779.25 |
4,791.75 |
12.50 |
0.3% |
4,783.00 |
Range |
34.50 |
30.25 |
-4.25 |
-12.3% |
116.00 |
ATR |
48.70 |
47.39 |
-1.32 |
-2.7% |
0.00 |
Volume |
132,186 |
134,336 |
2,150 |
1.6% |
980,203 |
|
Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,883.00 |
4,867.75 |
4,808.50 |
|
R3 |
4,852.75 |
4,837.50 |
4,800.00 |
|
R2 |
4,822.50 |
4,822.50 |
4,797.25 |
|
R1 |
4,807.25 |
4,807.25 |
4,794.50 |
4,815.00 |
PP |
4,792.25 |
4,792.25 |
4,792.25 |
4,796.25 |
S1 |
4,777.00 |
4,777.00 |
4,789.00 |
4,784.50 |
S2 |
4,762.00 |
4,762.00 |
4,786.25 |
|
S3 |
4,731.75 |
4,746.75 |
4,783.50 |
|
S4 |
4,701.50 |
4,716.50 |
4,775.00 |
|
|
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 |
4,807.75 |
4,698.00 |
109.75 |
2.3% |
36.75 |
0.8% |
85% |
True |
False |
157,189 |
10 |
4,807.75 |
4,676.75 |
131.00 |
2.7% |
40.75 |
0.9% |
88% |
True |
False |
190,449 |
20 |
4,807.75 |
4,542.00 |
265.75 |
5.5% |
41.25 |
0.9% |
94% |
True |
False |
183,985 |
40 |
4,807.75 |
4,167.75 |
640.00 |
13.4% |
58.00 |
1.2% |
98% |
True |
False |
217,144 |
60 |
4,807.75 |
4,167.75 |
640.00 |
13.4% |
55.00 |
1.1% |
98% |
True |
False |
155,820 |
80 |
4,807.75 |
4,167.75 |
640.00 |
13.4% |
56.50 |
1.2% |
98% |
True |
False |
116,895 |
100 |
4,807.75 |
4,167.75 |
640.00 |
13.4% |
55.50 |
1.2% |
98% |
True |
False |
93,533 |
120 |
4,807.75 |
4,101.75 |
706.00 |
14.7% |
52.75 |
1.1% |
98% |
True |
False |
77,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,936.25 |
2.618 |
4,887.00 |
1.618 |
4,856.75 |
1.000 |
4,838.00 |
0.618 |
4,826.50 |
HIGH |
4,807.75 |
0.618 |
4,796.25 |
0.500 |
4,792.50 |
0.382 |
4,789.00 |
LOW |
4,777.50 |
0.618 |
4,758.75 |
1.000 |
4,747.25 |
1.618 |
4,728.50 |
2.618 |
4,698.25 |
4.250 |
4,649.00 |
|
|
Fisher Pivots for day following 09-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
4,792.50 |
4,786.25 |
PP |
4,792.25 |
4,780.75 |
S1 |
4,792.00 |
4,775.00 |
|