Trading Metrics calculated at close of trading on 02-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
5,531.0 |
5,534.0 |
3.0 |
0.1% |
5,474.0 |
High |
5,569.0 |
5,548.0 |
-21.0 |
-0.4% |
5,527.0 |
Low |
5,520.0 |
5,488.0 |
-32.0 |
-0.6% |
5,453.0 |
Close |
5,546.0 |
5,500.0 |
-46.0 |
-0.8% |
5,519.0 |
Range |
49.0 |
60.0 |
11.0 |
22.4% |
74.0 |
ATR |
51.2 |
51.8 |
0.6 |
1.2% |
0.0 |
Volume |
23,732 |
28,187 |
4,455 |
18.8% |
114,074 |
|
Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,692.0 |
5,656.0 |
5,533.0 |
|
R3 |
5,632.0 |
5,596.0 |
5,516.5 |
|
R2 |
5,572.0 |
5,572.0 |
5,511.0 |
|
R1 |
5,536.0 |
5,536.0 |
5,505.5 |
5,524.0 |
PP |
5,512.0 |
5,512.0 |
5,512.0 |
5,506.0 |
S1 |
5,476.0 |
5,476.0 |
5,494.5 |
5,464.0 |
S2 |
5,452.0 |
5,452.0 |
5,489.0 |
|
S3 |
5,392.0 |
5,416.0 |
5,483.5 |
|
S4 |
5,332.0 |
5,356.0 |
5,467.0 |
|
|
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 |
5,485.0 |
84.0 |
1.5% |
41.4 |
0.8% |
18% |
False |
False |
25,796 |
10 |
5,569.0 |
5,404.0 |
165.0 |
3.0% |
40.9 |
0.7% |
58% |
False |
False |
24,070 |
20 |
5,569.0 |
5,101.0 |
468.0 |
8.5% |
40.9 |
0.7% |
85% |
False |
False |
24,150 |
40 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
52.6 |
1.0% |
88% |
False |
False |
30,177 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
45.3 |
0.8% |
88% |
False |
False |
20,149 |
80 |
5,569.0 |
4,852.0 |
717.0 |
13.0% |
37.8 |
0.7% |
90% |
False |
False |
15,138 |
100 |
5,569.0 |
4,836.0 |
733.0 |
13.3% |
34.1 |
0.6% |
91% |
False |
False |
12,117 |
120 |
5,569.0 |
4,633.0 |
936.0 |
17.0% |
28.7 |
0.5% |
93% |
False |
False |
10,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,803.0 |
2.618 |
5,705.1 |
1.618 |
5,645.1 |
1.000 |
5,608.0 |
0.618 |
5,585.1 |
HIGH |
5,548.0 |
0.618 |
5,525.1 |
0.500 |
5,518.0 |
0.382 |
5,510.9 |
LOW |
5,488.0 |
0.618 |
5,450.9 |
1.000 |
5,428.0 |
1.618 |
5,390.9 |
2.618 |
5,330.9 |
4.250 |
5,233.0 |
|
|
Fisher Pivots for day following 02-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
5,518.0 |
5,528.5 |
PP |
5,512.0 |
5,519.0 |
S1 |
5,506.0 |
5,509.5 |
|