Trading Metrics calculated at close of trading on 10-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
5,494.0 |
5,507.0 |
13.0 |
0.2% |
5,531.0 |
High |
5,507.0 |
5,507.0 |
0.0 |
0.0% |
5,569.0 |
Low |
5,485.0 |
5,460.0 |
-25.0 |
-0.5% |
5,415.0 |
Close |
5,490.0 |
5,488.0 |
-2.0 |
0.0% |
5,458.0 |
Range |
22.0 |
47.0 |
25.0 |
113.6% |
154.0 |
ATR |
49.1 |
49.0 |
-0.2 |
-0.3% |
0.0 |
Volume |
18,001 |
24,888 |
6,887 |
38.3% |
113,647 |
|
Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,626.0 |
5,604.0 |
5,513.9 |
|
R3 |
5,579.0 |
5,557.0 |
5,500.9 |
|
R2 |
5,532.0 |
5,532.0 |
5,496.6 |
|
R1 |
5,510.0 |
5,510.0 |
5,492.3 |
5,497.5 |
PP |
5,485.0 |
5,485.0 |
5,485.0 |
5,478.8 |
S1 |
5,463.0 |
5,463.0 |
5,483.7 |
5,450.5 |
S2 |
5,438.0 |
5,438.0 |
5,479.4 |
|
S3 |
5,391.0 |
5,416.0 |
5,475.1 |
|
S4 |
5,344.0 |
5,369.0 |
5,462.2 |
|
|
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 |
5,426.0 |
81.0 |
1.5% |
29.8 |
0.5% |
77% |
True |
False |
19,782 |
10 |
5,569.0 |
5,415.0 |
154.0 |
2.8% |
36.2 |
0.7% |
47% |
False |
False |
23,273 |
20 |
5,569.0 |
5,350.0 |
219.0 |
4.0% |
37.4 |
0.7% |
63% |
False |
False |
22,720 |
40 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
51.0 |
0.9% |
86% |
False |
False |
26,059 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
46.0 |
0.8% |
86% |
False |
False |
22,206 |
80 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
39.2 |
0.7% |
86% |
False |
False |
16,680 |
100 |
5,569.0 |
4,836.0 |
733.0 |
13.4% |
35.5 |
0.6% |
89% |
False |
False |
13,358 |
120 |
5,569.0 |
4,775.0 |
794.0 |
14.5% |
30.1 |
0.5% |
90% |
False |
False |
11,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,706.8 |
2.618 |
5,630.0 |
1.618 |
5,583.0 |
1.000 |
5,554.0 |
0.618 |
5,536.0 |
HIGH |
5,507.0 |
0.618 |
5,489.0 |
0.500 |
5,483.5 |
0.382 |
5,478.0 |
LOW |
5,460.0 |
0.618 |
5,431.0 |
1.000 |
5,413.0 |
1.618 |
5,384.0 |
2.618 |
5,337.0 |
4.250 |
5,260.3 |
|
|
Fisher Pivots for day following 10-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
5,486.5 |
5,486.5 |
PP |
5,485.0 |
5,485.0 |
S1 |
5,483.5 |
5,483.5 |
|