Trading Metrics calculated at close of trading on 09-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,341.2 |
1,341.2 |
0.0 |
0.0% |
1,357.2 |
High |
1,343.9 |
1,348.5 |
4.6 |
0.3% |
1,374.2 |
Low |
1,335.3 |
1,336.0 |
0.7 |
0.1% |
1,340.4 |
Close |
1,341.3 |
1,346.7 |
5.4 |
0.4% |
1,344.4 |
Range |
8.6 |
12.5 |
3.9 |
45.3% |
33.8 |
ATR |
19.3 |
18.8 |
-0.5 |
-2.5% |
0.0 |
Volume |
137,539 |
124,480 |
-13,059 |
-9.5% |
806,171 |
|
Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.2 |
1,376.5 |
1,353.6 |
|
R3 |
1,368.7 |
1,364.0 |
1,350.1 |
|
R2 |
1,356.2 |
1,356.2 |
1,349.0 |
|
R1 |
1,351.5 |
1,351.5 |
1,347.8 |
1,353.9 |
PP |
1,343.7 |
1,343.7 |
1,343.7 |
1,344.9 |
S1 |
1,339.0 |
1,339.0 |
1,345.6 |
1,341.4 |
S2 |
1,331.2 |
1,331.2 |
1,344.4 |
|
S3 |
1,318.7 |
1,326.5 |
1,343.3 |
|
S4 |
1,306.2 |
1,314.0 |
1,339.8 |
|
|
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 |
1,373.4 |
1,335.3 |
38.1 |
2.8% |
16.2 |
1.2% |
30% |
False |
False |
158,750 |
10 |
1,374.2 |
1,323.0 |
51.2 |
3.8% |
17.7 |
1.3% |
46% |
False |
False |
166,285 |
20 |
1,374.2 |
1,318.5 |
55.7 |
4.1% |
17.4 |
1.3% |
51% |
False |
False |
108,519 |
40 |
1,384.4 |
1,259.1 |
125.3 |
9.3% |
21.6 |
1.6% |
70% |
False |
False |
62,345 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.8 |
1.5% |
79% |
False |
False |
43,686 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
19.5 |
1.4% |
79% |
False |
False |
33,608 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
18.9 |
1.4% |
79% |
False |
False |
27,390 |
120 |
1,384.4 |
1,205.5 |
178.9 |
13.3% |
19.7 |
1.5% |
79% |
False |
False |
23,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,401.6 |
2.618 |
1,381.2 |
1.618 |
1,368.7 |
1.000 |
1,361.0 |
0.618 |
1,356.2 |
HIGH |
1,348.5 |
0.618 |
1,343.7 |
0.500 |
1,342.3 |
0.382 |
1,340.8 |
LOW |
1,336.0 |
0.618 |
1,328.3 |
1.000 |
1,323.5 |
1.618 |
1,315.8 |
2.618 |
1,303.3 |
4.250 |
1,282.9 |
|
|
Fisher Pivots for day following 09-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,345.2 |
1,353.2 |
PP |
1,343.7 |
1,351.0 |
S1 |
1,342.3 |
1,348.9 |
|