Trading Metrics calculated at close of trading on 01-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
5,519.0 |
5,531.0 |
12.0 |
0.2% |
5,474.0 |
High |
5,527.0 |
5,569.0 |
42.0 |
0.8% |
5,527.0 |
Low |
5,491.0 |
5,520.0 |
29.0 |
0.5% |
5,453.0 |
Close |
5,519.0 |
5,546.0 |
27.0 |
0.5% |
5,519.0 |
Range |
36.0 |
49.0 |
13.0 |
36.1% |
74.0 |
ATR |
51.3 |
51.2 |
-0.1 |
-0.2% |
0.0 |
Volume |
37,258 |
23,732 |
-13,526 |
-36.3% |
114,074 |
|
Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,692.0 |
5,668.0 |
5,573.0 |
|
R3 |
5,643.0 |
5,619.0 |
5,559.5 |
|
R2 |
5,594.0 |
5,594.0 |
5,555.0 |
|
R1 |
5,570.0 |
5,570.0 |
5,550.5 |
5,582.0 |
PP |
5,545.0 |
5,545.0 |
5,545.0 |
5,551.0 |
S1 |
5,521.0 |
5,521.0 |
5,541.5 |
5,533.0 |
S2 |
5,496.0 |
5,496.0 |
5,537.0 |
|
S3 |
5,447.0 |
5,472.0 |
5,532.5 |
|
S4 |
5,398.0 |
5,423.0 |
5,519.1 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,721.7 |
5,694.3 |
5,559.7 |
|
R3 |
5,647.7 |
5,620.3 |
5,539.4 |
|
R2 |
5,573.7 |
5,573.7 |
5,532.6 |
|
R1 |
5,546.3 |
5,546.3 |
5,525.8 |
5,560.0 |
PP |
5,499.7 |
5,499.7 |
5,499.7 |
5,506.5 |
S1 |
5,472.3 |
5,472.3 |
5,512.2 |
5,486.0 |
S2 |
5,425.7 |
5,425.7 |
5,505.4 |
|
S3 |
5,351.7 |
5,398.3 |
5,498.7 |
|
S4 |
5,277.7 |
5,324.3 |
5,478.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,569.0 |
5,453.0 |
116.0 |
2.1% |
38.0 |
0.7% |
80% |
True |
False |
23,860 |
10 |
5,569.0 |
5,388.0 |
181.0 |
3.3% |
38.6 |
0.7% |
87% |
True |
False |
23,291 |
20 |
5,569.0 |
5,101.0 |
468.0 |
8.4% |
41.7 |
0.8% |
95% |
True |
False |
24,076 |
40 |
5,569.0 |
4,993.0 |
576.0 |
10.4% |
52.3 |
0.9% |
96% |
True |
False |
29,473 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.4% |
44.3 |
0.8% |
96% |
True |
False |
19,682 |
80 |
5,569.0 |
4,852.0 |
717.0 |
12.9% |
37.0 |
0.7% |
97% |
True |
False |
14,788 |
100 |
5,569.0 |
4,836.0 |
733.0 |
13.2% |
33.5 |
0.6% |
97% |
True |
False |
11,835 |
120 |
5,569.0 |
4,600.0 |
969.0 |
17.5% |
28.6 |
0.5% |
98% |
True |
False |
9,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,777.3 |
2.618 |
5,697.3 |
1.618 |
5,648.3 |
1.000 |
5,618.0 |
0.618 |
5,599.3 |
HIGH |
5,569.0 |
0.618 |
5,550.3 |
0.500 |
5,544.5 |
0.382 |
5,538.7 |
LOW |
5,520.0 |
0.618 |
5,489.7 |
1.000 |
5,471.0 |
1.618 |
5,440.7 |
2.618 |
5,391.7 |
4.250 |
5,311.8 |
|
|
Fisher Pivots for day following 01-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
5,545.5 |
5,540.7 |
PP |
5,545.0 |
5,535.3 |
S1 |
5,544.5 |
5,530.0 |
|