Trading Metrics calculated at close of trading on 11-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
5,507.0 |
5,476.0 |
-31.0 |
-0.6% |
5,531.0 |
High |
5,507.0 |
5,478.0 |
-29.0 |
-0.5% |
5,569.0 |
Low |
5,460.0 |
5,432.0 |
-28.0 |
-0.5% |
5,415.0 |
Close |
5,488.0 |
5,465.0 |
-23.0 |
-0.4% |
5,458.0 |
Range |
47.0 |
46.0 |
-1.0 |
-2.1% |
154.0 |
ATR |
49.0 |
49.5 |
0.5 |
1.0% |
0.0 |
Volume |
24,888 |
30,660 |
5,772 |
23.2% |
113,647 |
|
Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,596.3 |
5,576.7 |
5,490.3 |
|
R3 |
5,550.3 |
5,530.7 |
5,477.7 |
|
R2 |
5,504.3 |
5,504.3 |
5,473.4 |
|
R1 |
5,484.7 |
5,484.7 |
5,469.2 |
5,471.5 |
PP |
5,458.3 |
5,458.3 |
5,458.3 |
5,451.8 |
S1 |
5,438.7 |
5,438.7 |
5,460.8 |
5,425.5 |
S2 |
5,412.3 |
5,412.3 |
5,456.6 |
|
S3 |
5,366.3 |
5,392.7 |
5,452.4 |
|
S4 |
5,320.3 |
5,346.7 |
5,439.7 |
|
|
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 |
5,432.0 |
75.0 |
1.4% |
32.2 |
0.6% |
44% |
False |
True |
21,985 |
10 |
5,569.0 |
5,415.0 |
154.0 |
2.8% |
38.7 |
0.7% |
32% |
False |
False |
24,410 |
20 |
5,569.0 |
5,374.0 |
195.0 |
3.6% |
38.0 |
0.7% |
47% |
False |
False |
23,006 |
40 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
50.3 |
0.9% |
82% |
False |
False |
26,004 |
60 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
46.2 |
0.8% |
82% |
False |
False |
22,714 |
80 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
39.8 |
0.7% |
82% |
False |
False |
17,059 |
100 |
5,569.0 |
4,836.0 |
733.0 |
13.4% |
35.7 |
0.7% |
86% |
False |
False |
13,664 |
120 |
5,569.0 |
4,775.0 |
794.0 |
14.5% |
30.5 |
0.6% |
87% |
False |
False |
11,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,673.5 |
2.618 |
5,598.4 |
1.618 |
5,552.4 |
1.000 |
5,524.0 |
0.618 |
5,506.4 |
HIGH |
5,478.0 |
0.618 |
5,460.4 |
0.500 |
5,455.0 |
0.382 |
5,449.6 |
LOW |
5,432.0 |
0.618 |
5,403.6 |
1.000 |
5,386.0 |
1.618 |
5,357.6 |
2.618 |
5,311.6 |
4.250 |
5,236.5 |
|
|
Fisher Pivots for day following 11-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
5,461.7 |
5,469.5 |
PP |
5,458.3 |
5,468.0 |
S1 |
5,455.0 |
5,466.5 |
|