Trading Metrics calculated at close of trading on 04-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,370.5 |
1,364.7 |
-5.8 |
-0.4% |
1,330.9 |
High |
1,373.4 |
1,371.4 |
-2.0 |
-0.1% |
1,362.0 |
Low |
1,360.6 |
1,355.1 |
-5.5 |
-0.4% |
1,319.3 |
Close |
1,364.7 |
1,367.4 |
2.7 |
0.2% |
1,357.5 |
Range |
12.8 |
16.3 |
3.5 |
27.3% |
42.7 |
ATR |
19.5 |
19.3 |
-0.2 |
-1.2% |
0.0 |
Volume |
138,588 |
170,002 |
31,414 |
22.7% |
812,980 |
|
Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,413.5 |
1,406.8 |
1,376.4 |
|
R3 |
1,397.2 |
1,390.5 |
1,371.9 |
|
R2 |
1,380.9 |
1,380.9 |
1,370.4 |
|
R1 |
1,374.2 |
1,374.2 |
1,368.9 |
1,377.6 |
PP |
1,364.6 |
1,364.6 |
1,364.6 |
1,366.3 |
S1 |
1,357.9 |
1,357.9 |
1,365.9 |
1,361.3 |
S2 |
1,348.3 |
1,348.3 |
1,364.4 |
|
S3 |
1,332.0 |
1,341.6 |
1,362.9 |
|
S4 |
1,315.7 |
1,325.3 |
1,358.4 |
|
|
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% |
17.1 |
1.2% |
83% |
False |
False |
162,455 |
10 |
1,374.2 |
1,319.3 |
54.9 |
4.0% |
16.3 |
1.2% |
88% |
False |
False |
146,031 |
20 |
1,383.5 |
1,318.5 |
65.0 |
4.8% |
19.2 |
1.4% |
75% |
False |
False |
89,098 |
40 |
1,384.4 |
1,259.1 |
125.3 |
9.2% |
21.4 |
1.6% |
86% |
False |
False |
50,734 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.0% |
19.7 |
1.4% |
90% |
False |
False |
35,904 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.0% |
19.4 |
1.4% |
90% |
False |
False |
27,628 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.0% |
19.0 |
1.4% |
90% |
False |
False |
22,598 |
120 |
1,384.4 |
1,194.0 |
190.4 |
13.9% |
20.0 |
1.5% |
91% |
False |
False |
19,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,440.7 |
2.618 |
1,414.1 |
1.618 |
1,397.8 |
1.000 |
1,387.7 |
0.618 |
1,381.5 |
HIGH |
1,371.4 |
0.618 |
1,365.2 |
0.500 |
1,363.3 |
0.382 |
1,361.3 |
LOW |
1,355.1 |
0.618 |
1,345.0 |
1.000 |
1,338.8 |
1.618 |
1,328.7 |
2.618 |
1,312.4 |
4.250 |
1,285.8 |
|
|
Fisher Pivots for day following 04-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,366.0 |
1,366.3 |
PP |
1,364.6 |
1,365.1 |
S1 |
1,363.3 |
1,364.0 |
|