Trading Metrics calculated at close of trading on 11-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,347.0 |
1,353.2 |
6.2 |
0.5% |
1,357.2 |
High |
1,363.6 |
1,359.4 |
-4.2 |
-0.3% |
1,374.2 |
Low |
1,345.7 |
1,341.4 |
-4.3 |
-0.3% |
1,340.4 |
Close |
1,351.9 |
1,350.0 |
-1.9 |
-0.1% |
1,344.4 |
Range |
17.9 |
18.0 |
0.1 |
0.6% |
33.8 |
ATR |
18.7 |
18.7 |
-0.1 |
-0.3% |
0.0 |
Volume |
191,322 |
155,585 |
-35,737 |
-18.7% |
806,171 |
|
Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,404.3 |
1,395.1 |
1,359.9 |
|
R3 |
1,386.3 |
1,377.1 |
1,355.0 |
|
R2 |
1,368.3 |
1,368.3 |
1,353.3 |
|
R1 |
1,359.1 |
1,359.1 |
1,351.7 |
1,354.7 |
PP |
1,350.3 |
1,350.3 |
1,350.3 |
1,348.1 |
S1 |
1,341.1 |
1,341.1 |
1,348.4 |
1,336.7 |
S2 |
1,332.3 |
1,332.3 |
1,346.7 |
|
S3 |
1,314.3 |
1,323.1 |
1,345.1 |
|
S4 |
1,296.3 |
1,305.1 |
1,340.1 |
|
|
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 |
1,371.0 |
1,335.3 |
35.7 |
2.6% |
17.5 |
1.3% |
41% |
False |
False |
166,413 |
10 |
1,374.2 |
1,335.0 |
39.2 |
2.9% |
17.3 |
1.3% |
38% |
False |
False |
164,434 |
20 |
1,374.2 |
1,318.5 |
55.7 |
4.1% |
16.9 |
1.3% |
57% |
False |
False |
122,745 |
40 |
1,384.4 |
1,259.1 |
125.3 |
9.3% |
21.7 |
1.6% |
73% |
False |
False |
70,769 |
60 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
19.9 |
1.5% |
81% |
False |
False |
49,299 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
19.4 |
1.4% |
81% |
False |
False |
37,917 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
19.0 |
1.4% |
81% |
False |
False |
30,783 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.1% |
19.7 |
1.5% |
81% |
False |
False |
25,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,435.9 |
2.618 |
1,406.5 |
1.618 |
1,388.5 |
1.000 |
1,377.4 |
0.618 |
1,370.5 |
HIGH |
1,359.4 |
0.618 |
1,352.5 |
0.500 |
1,350.4 |
0.382 |
1,348.3 |
LOW |
1,341.4 |
0.618 |
1,330.3 |
1.000 |
1,323.4 |
1.618 |
1,312.3 |
2.618 |
1,294.3 |
4.250 |
1,264.9 |
|
|
Fisher Pivots for day following 11-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,350.4 |
1,349.9 |
PP |
1,350.3 |
1,349.9 |
S1 |
1,350.1 |
1,349.8 |
|