Trading Metrics calculated at close of trading on 10-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
4,780.50 |
4,793.50 |
13.00 |
0.3% |
4,737.50 |
High |
4,807.75 |
4,800.25 |
-7.50 |
-0.2% |
4,797.75 |
Low |
4,777.50 |
4,767.25 |
-10.25 |
-0.2% |
4,681.75 |
Close |
4,791.75 |
4,781.50 |
-10.25 |
-0.2% |
4,783.00 |
Range |
30.25 |
33.00 |
2.75 |
9.1% |
116.00 |
ATR |
47.39 |
46.36 |
-1.03 |
-2.2% |
0.00 |
Volume |
134,336 |
141,495 |
7,159 |
5.3% |
980,203 |
|
Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,882.00 |
4,864.75 |
4,799.75 |
|
R3 |
4,849.00 |
4,831.75 |
4,790.50 |
|
R2 |
4,816.00 |
4,816.00 |
4,787.50 |
|
R1 |
4,798.75 |
4,798.75 |
4,784.50 |
4,791.00 |
PP |
4,783.00 |
4,783.00 |
4,783.00 |
4,779.00 |
S1 |
4,765.75 |
4,765.75 |
4,778.50 |
4,758.00 |
S2 |
4,750.00 |
4,750.00 |
4,775.50 |
|
S3 |
4,717.00 |
4,732.75 |
4,772.50 |
|
S4 |
4,684.00 |
4,699.75 |
4,763.25 |
|
|
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 |
4,807.75 |
4,715.00 |
92.75 |
1.9% |
37.00 |
0.8% |
72% |
False |
False |
151,369 |
10 |
4,807.75 |
4,681.75 |
126.00 |
2.6% |
40.25 |
0.8% |
79% |
False |
False |
181,558 |
20 |
4,807.75 |
4,542.00 |
265.75 |
5.6% |
41.50 |
0.9% |
90% |
False |
False |
181,558 |
40 |
4,807.75 |
4,167.75 |
640.00 |
13.4% |
57.50 |
1.2% |
96% |
False |
False |
212,602 |
60 |
4,807.75 |
4,167.75 |
640.00 |
13.4% |
54.00 |
1.1% |
96% |
False |
False |
158,175 |
80 |
4,807.75 |
4,167.75 |
640.00 |
13.4% |
56.00 |
1.2% |
96% |
False |
False |
118,663 |
100 |
4,807.75 |
4,167.75 |
640.00 |
13.4% |
55.50 |
1.2% |
96% |
False |
False |
94,947 |
120 |
4,807.75 |
4,101.75 |
706.00 |
14.8% |
53.00 |
1.1% |
96% |
False |
False |
79,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,940.50 |
2.618 |
4,886.75 |
1.618 |
4,853.75 |
1.000 |
4,833.25 |
0.618 |
4,820.75 |
HIGH |
4,800.25 |
0.618 |
4,787.75 |
0.500 |
4,783.75 |
0.382 |
4,779.75 |
LOW |
4,767.25 |
0.618 |
4,746.75 |
1.000 |
4,734.25 |
1.618 |
4,713.75 |
2.618 |
4,680.75 |
4.250 |
4,627.00 |
|
|
Fisher Pivots for day following 10-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
4,783.75 |
4,787.00 |
PP |
4,783.00 |
4,785.25 |
S1 |
4,782.25 |
4,783.25 |
|