Trading Metrics calculated at close of trading on 11-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
4,793.50 |
4,782.25 |
-11.25 |
-0.2% |
4,737.50 |
High |
4,800.25 |
4,811.00 |
10.75 |
0.2% |
4,797.75 |
Low |
4,767.25 |
4,775.75 |
8.50 |
0.2% |
4,681.75 |
Close |
4,781.50 |
4,800.00 |
18.50 |
0.4% |
4,783.00 |
Range |
33.00 |
35.25 |
2.25 |
6.8% |
116.00 |
ATR |
46.36 |
45.57 |
-0.79 |
-1.7% |
0.00 |
Volume |
141,495 |
147,601 |
6,106 |
4.3% |
980,203 |
|
Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,901.25 |
4,886.00 |
4,819.50 |
|
R3 |
4,866.00 |
4,850.75 |
4,809.75 |
|
R2 |
4,830.75 |
4,830.75 |
4,806.50 |
|
R1 |
4,815.50 |
4,815.50 |
4,803.25 |
4,823.00 |
PP |
4,795.50 |
4,795.50 |
4,795.50 |
4,799.50 |
S1 |
4,780.25 |
4,780.25 |
4,796.75 |
4,788.00 |
S2 |
4,760.25 |
4,760.25 |
4,793.50 |
|
S3 |
4,725.00 |
4,745.00 |
4,790.25 |
|
S4 |
4,689.75 |
4,709.75 |
4,780.50 |
|
|
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 |
4,811.00 |
4,742.50 |
68.50 |
1.4% |
37.75 |
0.8% |
84% |
True |
False |
147,313 |
10 |
4,811.00 |
4,681.75 |
129.25 |
2.7% |
39.50 |
0.8% |
91% |
True |
False |
174,318 |
20 |
4,811.00 |
4,542.00 |
269.00 |
5.6% |
40.50 |
0.8% |
96% |
True |
False |
179,345 |
40 |
4,811.00 |
4,167.75 |
643.25 |
13.4% |
57.50 |
1.2% |
98% |
True |
False |
210,153 |
60 |
4,811.00 |
4,167.75 |
643.25 |
13.4% |
53.25 |
1.1% |
98% |
True |
False |
160,631 |
80 |
4,811.00 |
4,167.75 |
643.25 |
13.4% |
55.50 |
1.2% |
98% |
True |
False |
120,506 |
100 |
4,811.00 |
4,167.75 |
643.25 |
13.4% |
55.50 |
1.2% |
98% |
True |
False |
96,423 |
120 |
4,811.00 |
4,101.75 |
709.25 |
14.8% |
53.00 |
1.1% |
98% |
True |
False |
80,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,960.75 |
2.618 |
4,903.25 |
1.618 |
4,868.00 |
1.000 |
4,846.25 |
0.618 |
4,832.75 |
HIGH |
4,811.00 |
0.618 |
4,797.50 |
0.500 |
4,793.50 |
0.382 |
4,789.25 |
LOW |
4,775.75 |
0.618 |
4,754.00 |
1.000 |
4,740.50 |
1.618 |
4,718.75 |
2.618 |
4,683.50 |
4.250 |
4,626.00 |
|
|
Fisher Pivots for day following 11-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
4,797.75 |
4,796.50 |
PP |
4,795.50 |
4,792.75 |
S1 |
4,793.50 |
4,789.00 |
|