Trading Metrics calculated at close of trading on 03-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
5,534.0 |
5,454.0 |
-80.0 |
-1.4% |
5,474.0 |
High |
5,548.0 |
5,462.0 |
-86.0 |
-1.6% |
5,527.0 |
Low |
5,488.0 |
5,415.0 |
-73.0 |
-1.3% |
5,453.0 |
Close |
5,500.0 |
5,419.0 |
-81.0 |
-1.5% |
5,519.0 |
Range |
60.0 |
47.0 |
-13.0 |
-21.7% |
74.0 |
ATR |
51.8 |
54.2 |
2.4 |
4.6% |
0.0 |
Volume |
28,187 |
25,359 |
-2,828 |
-10.0% |
114,074 |
|
Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,573.0 |
5,543.0 |
5,444.9 |
|
R3 |
5,526.0 |
5,496.0 |
5,431.9 |
|
R2 |
5,479.0 |
5,479.0 |
5,427.6 |
|
R1 |
5,449.0 |
5,449.0 |
5,423.3 |
5,440.5 |
PP |
5,432.0 |
5,432.0 |
5,432.0 |
5,427.8 |
S1 |
5,402.0 |
5,402.0 |
5,414.7 |
5,393.5 |
S2 |
5,385.0 |
5,385.0 |
5,410.4 |
|
S3 |
5,338.0 |
5,355.0 |
5,406.1 |
|
S4 |
5,291.0 |
5,308.0 |
5,393.2 |
|
|
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 |
5,415.0 |
154.0 |
2.8% |
42.6 |
0.8% |
3% |
False |
True |
26,765 |
10 |
5,569.0 |
5,415.0 |
154.0 |
2.8% |
41.0 |
0.8% |
3% |
False |
True |
23,680 |
20 |
5,569.0 |
5,163.0 |
406.0 |
7.5% |
40.1 |
0.7% |
63% |
False |
False |
23,624 |
40 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
53.1 |
1.0% |
74% |
False |
False |
30,787 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
45.8 |
0.8% |
74% |
False |
False |
20,564 |
80 |
5,569.0 |
4,852.0 |
717.0 |
13.2% |
38.4 |
0.7% |
79% |
False |
False |
15,454 |
100 |
5,569.0 |
4,836.0 |
733.0 |
13.5% |
34.6 |
0.6% |
80% |
False |
False |
12,370 |
120 |
5,569.0 |
4,633.0 |
936.0 |
17.3% |
28.9 |
0.5% |
84% |
False |
False |
10,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,661.8 |
2.618 |
5,585.0 |
1.618 |
5,538.0 |
1.000 |
5,509.0 |
0.618 |
5,491.0 |
HIGH |
5,462.0 |
0.618 |
5,444.0 |
0.500 |
5,438.5 |
0.382 |
5,433.0 |
LOW |
5,415.0 |
0.618 |
5,386.0 |
1.000 |
5,368.0 |
1.618 |
5,339.0 |
2.618 |
5,292.0 |
4.250 |
5,215.3 |
|
|
Fisher Pivots for day following 03-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
5,438.5 |
5,492.0 |
PP |
5,432.0 |
5,467.7 |
S1 |
5,425.5 |
5,443.3 |
|