Trading Metrics calculated at close of trading on 04-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
5,454.0 |
5,447.0 |
-7.0 |
-0.1% |
5,474.0 |
High |
5,462.0 |
5,460.0 |
-2.0 |
0.0% |
5,527.0 |
Low |
5,415.0 |
5,426.0 |
11.0 |
0.2% |
5,453.0 |
Close |
5,419.0 |
5,435.0 |
16.0 |
0.3% |
5,519.0 |
Range |
47.0 |
34.0 |
-13.0 |
-27.7% |
74.0 |
ATR |
54.2 |
53.3 |
-0.9 |
-1.7% |
0.0 |
Volume |
25,359 |
19,642 |
-5,717 |
-22.5% |
114,074 |
|
Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,542.3 |
5,522.7 |
5,453.7 |
|
R3 |
5,508.3 |
5,488.7 |
5,444.4 |
|
R2 |
5,474.3 |
5,474.3 |
5,441.2 |
|
R1 |
5,454.7 |
5,454.7 |
5,438.1 |
5,447.5 |
PP |
5,440.3 |
5,440.3 |
5,440.3 |
5,436.8 |
S1 |
5,420.7 |
5,420.7 |
5,431.9 |
5,413.5 |
S2 |
5,406.3 |
5,406.3 |
5,428.8 |
|
S3 |
5,372.3 |
5,386.7 |
5,425.7 |
|
S4 |
5,338.3 |
5,352.7 |
5,416.3 |
|
|
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% |
45.2 |
0.8% |
13% |
False |
False |
26,835 |
10 |
5,569.0 |
5,415.0 |
154.0 |
2.8% |
40.5 |
0.7% |
13% |
False |
False |
22,781 |
20 |
5,569.0 |
5,164.0 |
405.0 |
7.5% |
39.9 |
0.7% |
67% |
False |
False |
23,458 |
40 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
53.1 |
1.0% |
77% |
False |
False |
31,258 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
45.4 |
0.8% |
77% |
False |
False |
20,890 |
80 |
5,569.0 |
4,962.0 |
607.0 |
11.2% |
38.1 |
0.7% |
78% |
False |
False |
15,695 |
100 |
5,569.0 |
4,836.0 |
733.0 |
13.5% |
34.9 |
0.6% |
82% |
False |
False |
12,567 |
120 |
5,569.0 |
4,720.0 |
849.0 |
15.6% |
29.2 |
0.5% |
84% |
False |
False |
10,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,604.5 |
2.618 |
5,549.0 |
1.618 |
5,515.0 |
1.000 |
5,494.0 |
0.618 |
5,481.0 |
HIGH |
5,460.0 |
0.618 |
5,447.0 |
0.500 |
5,443.0 |
0.382 |
5,439.0 |
LOW |
5,426.0 |
0.618 |
5,405.0 |
1.000 |
5,392.0 |
1.618 |
5,371.0 |
2.618 |
5,337.0 |
4.250 |
5,281.5 |
|
|
Fisher Pivots for day following 04-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
5,443.0 |
5,481.5 |
PP |
5,440.3 |
5,466.0 |
S1 |
5,437.7 |
5,450.5 |
|