Trading Metrics calculated at close of trading on 01-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,342.7 |
1,357.2 |
14.5 |
1.1% |
1,330.9 |
High |
1,362.0 |
1,361.9 |
-0.1 |
0.0% |
1,362.0 |
Low |
1,335.0 |
1,353.2 |
18.2 |
1.4% |
1,319.3 |
Close |
1,357.5 |
1,359.6 |
2.1 |
0.2% |
1,357.5 |
Range |
27.0 |
8.7 |
-18.3 |
-67.8% |
42.7 |
ATR |
20.8 |
20.0 |
-0.9 |
-4.2% |
0.0 |
Volume |
229,248 |
112,655 |
-116,593 |
-50.9% |
812,980 |
|
Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,384.3 |
1,380.7 |
1,364.4 |
|
R3 |
1,375.6 |
1,372.0 |
1,362.0 |
|
R2 |
1,366.9 |
1,366.9 |
1,361.2 |
|
R1 |
1,363.3 |
1,363.3 |
1,360.4 |
1,365.1 |
PP |
1,358.2 |
1,358.2 |
1,358.2 |
1,359.2 |
S1 |
1,354.6 |
1,354.6 |
1,358.8 |
1,356.4 |
S2 |
1,349.5 |
1,349.5 |
1,358.0 |
|
S3 |
1,340.8 |
1,345.9 |
1,357.2 |
|
S4 |
1,332.1 |
1,337.2 |
1,354.8 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,474.4 |
1,458.6 |
1,381.0 |
|
R3 |
1,431.7 |
1,415.9 |
1,369.2 |
|
R2 |
1,389.0 |
1,389.0 |
1,365.3 |
|
R1 |
1,373.2 |
1,373.2 |
1,361.4 |
1,381.1 |
PP |
1,346.3 |
1,346.3 |
1,346.3 |
1,350.2 |
S1 |
1,330.5 |
1,330.5 |
1,353.6 |
1,338.4 |
S2 |
1,303.6 |
1,303.6 |
1,349.7 |
|
S3 |
1,260.9 |
1,287.8 |
1,345.8 |
|
S4 |
1,218.2 |
1,245.1 |
1,334.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,362.0 |
1,321.3 |
40.7 |
3.0% |
17.4 |
1.3% |
94% |
False |
False |
159,440 |
10 |
1,362.0 |
1,318.5 |
43.5 |
3.2% |
17.2 |
1.3% |
94% |
False |
False |
110,538 |
20 |
1,384.4 |
1,318.5 |
65.9 |
4.8% |
19.8 |
1.5% |
62% |
False |
False |
68,234 |
40 |
1,384.4 |
1,242.7 |
141.7 |
10.4% |
21.2 |
1.6% |
82% |
False |
False |
39,368 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.0% |
19.8 |
1.5% |
86% |
False |
False |
28,278 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.0% |
19.2 |
1.4% |
86% |
False |
False |
21,902 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.0% |
19.5 |
1.4% |
86% |
False |
False |
17,939 |
120 |
1,384.4 |
1,184.5 |
199.9 |
14.7% |
20.4 |
1.5% |
88% |
False |
False |
15,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.9 |
2.618 |
1,384.7 |
1.618 |
1,376.0 |
1.000 |
1,370.6 |
0.618 |
1,367.3 |
HIGH |
1,361.9 |
0.618 |
1,358.6 |
0.500 |
1,357.6 |
0.382 |
1,356.5 |
LOW |
1,353.2 |
0.618 |
1,347.8 |
1.000 |
1,344.5 |
1.618 |
1,339.1 |
2.618 |
1,330.4 |
4.250 |
1,316.2 |
|
|
Fisher Pivots for day following 01-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,358.9 |
1,355.9 |
PP |
1,358.2 |
1,352.2 |
S1 |
1,357.6 |
1,348.5 |
|