Trading Metrics calculated at close of trading on 08-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,367.2 |
1,341.2 |
-26.0 |
-1.9% |
1,357.2 |
High |
1,371.0 |
1,343.9 |
-27.1 |
-2.0% |
1,374.2 |
Low |
1,340.4 |
1,335.3 |
-5.1 |
-0.4% |
1,340.4 |
Close |
1,344.4 |
1,341.3 |
-3.1 |
-0.2% |
1,344.4 |
Range |
30.6 |
8.6 |
-22.0 |
-71.9% |
33.8 |
ATR |
20.1 |
19.3 |
-0.8 |
-3.9% |
0.0 |
Volume |
223,143 |
137,539 |
-85,604 |
-38.4% |
806,171 |
|
Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.0 |
1,362.2 |
1,346.0 |
|
R3 |
1,357.4 |
1,353.6 |
1,343.7 |
|
R2 |
1,348.8 |
1,348.8 |
1,342.9 |
|
R1 |
1,345.0 |
1,345.0 |
1,342.1 |
1,346.9 |
PP |
1,340.2 |
1,340.2 |
1,340.2 |
1,341.1 |
S1 |
1,336.4 |
1,336.4 |
1,340.5 |
1,338.3 |
S2 |
1,331.6 |
1,331.6 |
1,339.7 |
|
S3 |
1,323.0 |
1,327.8 |
1,338.9 |
|
S4 |
1,314.4 |
1,319.2 |
1,336.6 |
|
|
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 |
1,335.3 |
38.9 |
2.9% |
17.8 |
1.3% |
15% |
False |
True |
166,211 |
10 |
1,374.2 |
1,321.3 |
52.9 |
3.9% |
17.6 |
1.3% |
38% |
False |
False |
162,825 |
20 |
1,374.2 |
1,318.5 |
55.7 |
4.2% |
18.2 |
1.4% |
41% |
False |
False |
103,645 |
40 |
1,384.4 |
1,259.1 |
125.3 |
9.3% |
21.6 |
1.6% |
66% |
False |
False |
59,367 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.8 |
1.5% |
76% |
False |
False |
41,657 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.4 |
1.4% |
76% |
False |
False |
32,069 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
18.9 |
1.4% |
76% |
False |
False |
26,178 |
120 |
1,384.4 |
1,205.5 |
178.9 |
13.3% |
19.9 |
1.5% |
76% |
False |
False |
22,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,380.5 |
2.618 |
1,366.4 |
1.618 |
1,357.8 |
1.000 |
1,352.5 |
0.618 |
1,349.2 |
HIGH |
1,343.9 |
0.618 |
1,340.6 |
0.500 |
1,339.6 |
0.382 |
1,338.6 |
LOW |
1,335.3 |
0.618 |
1,330.0 |
1.000 |
1,326.7 |
1.618 |
1,321.4 |
2.618 |
1,312.8 |
4.250 |
1,298.8 |
|
|
Fisher Pivots for day following 08-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,340.7 |
1,353.4 |
PP |
1,340.2 |
1,349.3 |
S1 |
1,339.6 |
1,345.3 |
|