Trading Metrics calculated at close of trading on 09-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
5,486.0 |
5,494.0 |
8.0 |
0.1% |
5,531.0 |
High |
5,502.0 |
5,507.0 |
5.0 |
0.1% |
5,569.0 |
Low |
5,479.0 |
5,485.0 |
6.0 |
0.1% |
5,415.0 |
Close |
5,483.0 |
5,490.0 |
7.0 |
0.1% |
5,458.0 |
Range |
23.0 |
22.0 |
-1.0 |
-4.3% |
154.0 |
ATR |
51.1 |
49.1 |
-1.9 |
-3.8% |
0.0 |
Volume |
19,653 |
18,001 |
-1,652 |
-8.4% |
113,647 |
|
Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,560.0 |
5,547.0 |
5,502.1 |
|
R3 |
5,538.0 |
5,525.0 |
5,496.1 |
|
R2 |
5,516.0 |
5,516.0 |
5,494.0 |
|
R1 |
5,503.0 |
5,503.0 |
5,492.0 |
5,498.5 |
PP |
5,494.0 |
5,494.0 |
5,494.0 |
5,491.8 |
S1 |
5,481.0 |
5,481.0 |
5,488.0 |
5,476.5 |
S2 |
5,472.0 |
5,472.0 |
5,486.0 |
|
S3 |
5,450.0 |
5,459.0 |
5,484.0 |
|
S4 |
5,428.0 |
5,437.0 |
5,477.9 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,942.7 |
5,854.3 |
5,542.7 |
|
R3 |
5,788.7 |
5,700.3 |
5,500.4 |
|
R2 |
5,634.7 |
5,634.7 |
5,486.2 |
|
R1 |
5,546.3 |
5,546.3 |
5,472.1 |
5,513.5 |
PP |
5,480.7 |
5,480.7 |
5,480.7 |
5,464.3 |
S1 |
5,392.3 |
5,392.3 |
5,443.9 |
5,359.5 |
S2 |
5,326.7 |
5,326.7 |
5,429.8 |
|
S3 |
5,172.7 |
5,238.3 |
5,415.7 |
|
S4 |
5,018.7 |
5,084.3 |
5,373.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,507.0 |
5,415.0 |
92.0 |
1.7% |
29.8 |
0.5% |
82% |
True |
False |
19,876 |
10 |
5,569.0 |
5,415.0 |
154.0 |
2.8% |
35.6 |
0.6% |
49% |
False |
False |
22,836 |
20 |
5,569.0 |
5,322.0 |
247.0 |
4.5% |
36.6 |
0.7% |
68% |
False |
False |
22,494 |
40 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
51.4 |
0.9% |
86% |
False |
False |
27,555 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
45.8 |
0.8% |
86% |
False |
False |
21,793 |
80 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
38.6 |
0.7% |
86% |
False |
False |
16,371 |
100 |
5,569.0 |
4,836.0 |
733.0 |
13.4% |
35.1 |
0.6% |
89% |
False |
False |
13,110 |
120 |
5,569.0 |
4,775.0 |
794.0 |
14.5% |
29.7 |
0.5% |
90% |
False |
False |
10,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,600.5 |
2.618 |
5,564.6 |
1.618 |
5,542.6 |
1.000 |
5,529.0 |
0.618 |
5,520.6 |
HIGH |
5,507.0 |
0.618 |
5,498.6 |
0.500 |
5,496.0 |
0.382 |
5,493.4 |
LOW |
5,485.0 |
0.618 |
5,471.4 |
1.000 |
5,463.0 |
1.618 |
5,449.4 |
2.618 |
5,427.4 |
4.250 |
5,391.5 |
|
|
Fisher Pivots for day following 09-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
5,496.0 |
5,484.8 |
PP |
5,494.0 |
5,479.7 |
S1 |
5,492.0 |
5,474.5 |
|