Trading Metrics calculated at close of trading on 03-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,360.6 |
1,370.5 |
9.9 |
0.7% |
1,330.9 |
High |
1,374.2 |
1,373.4 |
-0.8 |
-0.1% |
1,362.0 |
Low |
1,353.7 |
1,360.6 |
6.9 |
0.5% |
1,319.3 |
Close |
1,372.6 |
1,364.7 |
-7.9 |
-0.6% |
1,357.5 |
Range |
20.5 |
12.8 |
-7.7 |
-37.6% |
42.7 |
ATR |
20.0 |
19.5 |
-0.5 |
-2.6% |
0.0 |
Volume |
161,783 |
138,588 |
-23,195 |
-14.3% |
812,980 |
|
Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,404.6 |
1,397.5 |
1,371.7 |
|
R3 |
1,391.8 |
1,384.7 |
1,368.2 |
|
R2 |
1,379.0 |
1,379.0 |
1,367.0 |
|
R1 |
1,371.9 |
1,371.9 |
1,365.9 |
1,369.1 |
PP |
1,366.2 |
1,366.2 |
1,366.2 |
1,364.8 |
S1 |
1,359.1 |
1,359.1 |
1,363.5 |
1,356.3 |
S2 |
1,353.4 |
1,353.4 |
1,362.4 |
|
S3 |
1,340.6 |
1,346.3 |
1,361.2 |
|
S4 |
1,327.8 |
1,333.5 |
1,357.7 |
|
|
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 |
1,374.2 |
1,335.0 |
39.2 |
2.9% |
16.5 |
1.2% |
76% |
False |
False |
167,406 |
10 |
1,374.2 |
1,318.5 |
55.7 |
4.1% |
17.0 |
1.2% |
83% |
False |
False |
135,099 |
20 |
1,383.5 |
1,318.5 |
65.0 |
4.8% |
19.4 |
1.4% |
71% |
False |
False |
81,299 |
40 |
1,384.4 |
1,251.3 |
133.1 |
9.8% |
21.5 |
1.6% |
85% |
False |
False |
46,665 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.0% |
19.6 |
1.4% |
89% |
False |
False |
33,152 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.0% |
19.3 |
1.4% |
89% |
False |
False |
25,555 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.0% |
19.2 |
1.4% |
89% |
False |
False |
20,920 |
120 |
1,384.4 |
1,194.0 |
190.4 |
14.0% |
20.0 |
1.5% |
90% |
False |
False |
17,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,427.8 |
2.618 |
1,406.9 |
1.618 |
1,394.1 |
1.000 |
1,386.2 |
0.618 |
1,381.3 |
HIGH |
1,373.4 |
0.618 |
1,368.5 |
0.500 |
1,367.0 |
0.382 |
1,365.5 |
LOW |
1,360.6 |
0.618 |
1,352.7 |
1.000 |
1,347.8 |
1.618 |
1,339.9 |
2.618 |
1,327.1 |
4.250 |
1,306.2 |
|
|
Fisher Pivots for day following 03-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,367.0 |
1,364.4 |
PP |
1,366.2 |
1,364.0 |
S1 |
1,365.5 |
1,363.7 |
|