Trading Metrics calculated at close of trading on 05-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,364.7 |
1,367.2 |
2.5 |
0.2% |
1,357.2 |
High |
1,371.4 |
1,371.0 |
-0.4 |
0.0% |
1,374.2 |
Low |
1,355.1 |
1,340.4 |
-14.7 |
-1.1% |
1,340.4 |
Close |
1,367.4 |
1,344.4 |
-23.0 |
-1.7% |
1,344.4 |
Range |
16.3 |
30.6 |
14.3 |
87.7% |
33.8 |
ATR |
19.3 |
20.1 |
0.8 |
4.2% |
0.0 |
Volume |
170,002 |
223,143 |
53,141 |
31.3% |
806,171 |
|
Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,443.7 |
1,424.7 |
1,361.2 |
|
R3 |
1,413.1 |
1,394.1 |
1,352.8 |
|
R2 |
1,382.5 |
1,382.5 |
1,350.0 |
|
R1 |
1,363.5 |
1,363.5 |
1,347.2 |
1,357.7 |
PP |
1,351.9 |
1,351.9 |
1,351.9 |
1,349.1 |
S1 |
1,332.9 |
1,332.9 |
1,341.6 |
1,327.1 |
S2 |
1,321.3 |
1,321.3 |
1,338.8 |
|
S3 |
1,290.7 |
1,302.3 |
1,336.0 |
|
S4 |
1,260.1 |
1,271.7 |
1,327.6 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,454.4 |
1,433.2 |
1,363.0 |
|
R3 |
1,420.6 |
1,399.4 |
1,353.7 |
|
R2 |
1,386.8 |
1,386.8 |
1,350.6 |
|
R1 |
1,365.6 |
1,365.6 |
1,347.5 |
1,359.3 |
PP |
1,353.0 |
1,353.0 |
1,353.0 |
1,349.9 |
S1 |
1,331.8 |
1,331.8 |
1,341.3 |
1,325.5 |
S2 |
1,319.2 |
1,319.2 |
1,338.2 |
|
S3 |
1,285.4 |
1,298.0 |
1,335.1 |
|
S4 |
1,251.6 |
1,264.2 |
1,325.8 |
|
|
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 |
1,340.4 |
33.8 |
2.5% |
17.8 |
1.3% |
12% |
False |
True |
161,234 |
10 |
1,374.2 |
1,319.3 |
54.9 |
4.1% |
17.9 |
1.3% |
46% |
False |
False |
161,915 |
20 |
1,383.5 |
1,318.5 |
65.0 |
4.8% |
18.9 |
1.4% |
40% |
False |
False |
98,835 |
40 |
1,384.4 |
1,259.1 |
125.3 |
9.3% |
21.8 |
1.6% |
68% |
False |
False |
56,144 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
20.0 |
1.5% |
77% |
False |
False |
39,423 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.5 |
1.5% |
77% |
False |
False |
30,373 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.2 |
1.4% |
77% |
False |
False |
24,822 |
120 |
1,384.4 |
1,199.5 |
184.9 |
13.8% |
19.9 |
1.5% |
78% |
False |
False |
20,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,501.1 |
2.618 |
1,451.1 |
1.618 |
1,420.5 |
1.000 |
1,401.6 |
0.618 |
1,389.9 |
HIGH |
1,371.0 |
0.618 |
1,359.3 |
0.500 |
1,355.7 |
0.382 |
1,352.1 |
LOW |
1,340.4 |
0.618 |
1,321.5 |
1.000 |
1,309.8 |
1.618 |
1,290.9 |
2.618 |
1,260.3 |
4.250 |
1,210.4 |
|
|
Fisher Pivots for day following 05-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,355.7 |
1,356.9 |
PP |
1,351.9 |
1,352.7 |
S1 |
1,348.2 |
1,348.6 |
|