Trading Metrics calculated at close of trading on 10-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,341.2 |
1,347.0 |
5.8 |
0.4% |
1,357.2 |
High |
1,348.5 |
1,363.6 |
15.1 |
1.1% |
1,374.2 |
Low |
1,336.0 |
1,345.7 |
9.7 |
0.7% |
1,340.4 |
Close |
1,346.7 |
1,351.9 |
5.2 |
0.4% |
1,344.4 |
Range |
12.5 |
17.9 |
5.4 |
43.2% |
33.8 |
ATR |
18.8 |
18.7 |
-0.1 |
-0.3% |
0.0 |
Volume |
124,480 |
191,322 |
66,842 |
53.7% |
806,171 |
|
Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.4 |
1,397.6 |
1,361.7 |
|
R3 |
1,389.5 |
1,379.7 |
1,356.8 |
|
R2 |
1,371.6 |
1,371.6 |
1,355.2 |
|
R1 |
1,361.8 |
1,361.8 |
1,353.5 |
1,366.7 |
PP |
1,353.7 |
1,353.7 |
1,353.7 |
1,356.2 |
S1 |
1,343.9 |
1,343.9 |
1,350.3 |
1,348.8 |
S2 |
1,335.8 |
1,335.8 |
1,348.6 |
|
S3 |
1,317.9 |
1,326.0 |
1,347.0 |
|
S4 |
1,300.0 |
1,308.1 |
1,342.1 |
|
|
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 |
1,371.4 |
1,335.3 |
36.1 |
2.7% |
17.2 |
1.3% |
46% |
False |
False |
169,297 |
10 |
1,374.2 |
1,335.0 |
39.2 |
2.9% |
16.8 |
1.2% |
43% |
False |
False |
168,351 |
20 |
1,374.2 |
1,318.5 |
55.7 |
4.1% |
17.4 |
1.3% |
60% |
False |
False |
116,477 |
40 |
1,384.4 |
1,259.1 |
125.3 |
9.3% |
21.7 |
1.6% |
74% |
False |
False |
67,050 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
19.8 |
1.5% |
82% |
False |
False |
46,802 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
19.5 |
1.4% |
82% |
False |
False |
35,992 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
18.9 |
1.4% |
82% |
False |
False |
29,297 |
120 |
1,384.4 |
1,205.5 |
178.9 |
13.2% |
19.7 |
1.5% |
82% |
False |
False |
24,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,439.7 |
2.618 |
1,410.5 |
1.618 |
1,392.6 |
1.000 |
1,381.5 |
0.618 |
1,374.7 |
HIGH |
1,363.6 |
0.618 |
1,356.8 |
0.500 |
1,354.7 |
0.382 |
1,352.5 |
LOW |
1,345.7 |
0.618 |
1,334.6 |
1.000 |
1,327.8 |
1.618 |
1,316.7 |
2.618 |
1,298.8 |
4.250 |
1,269.6 |
|
|
Fisher Pivots for day following 10-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,354.7 |
1,351.1 |
PP |
1,353.7 |
1,350.3 |
S1 |
1,352.8 |
1,349.5 |
|