Trading Metrics calculated at close of trading on 03-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,364.2 |
1,374.2 |
10.0 |
0.7% |
1,333.1 |
High |
1,378.1 |
1,377.4 |
-0.7 |
-0.1% |
1,365.7 |
Low |
1,357.8 |
1,364.9 |
7.1 |
0.5% |
1,323.5 |
Close |
1,376.6 |
1,368.9 |
-7.7 |
-0.6% |
1,361.4 |
Range |
20.3 |
12.5 |
-7.8 |
-38.4% |
42.2 |
ATR |
18.0 |
17.6 |
-0.4 |
-2.2% |
0.0 |
Volume |
2,257 |
4,386 |
2,129 |
94.3% |
13,144 |
|
Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.9 |
1,400.9 |
1,375.8 |
|
R3 |
1,395.4 |
1,388.4 |
1,372.3 |
|
R2 |
1,382.9 |
1,382.9 |
1,371.2 |
|
R1 |
1,375.9 |
1,375.9 |
1,370.0 |
1,373.2 |
PP |
1,370.4 |
1,370.4 |
1,370.4 |
1,369.0 |
S1 |
1,363.4 |
1,363.4 |
1,367.8 |
1,360.7 |
S2 |
1,357.9 |
1,357.9 |
1,366.6 |
|
S3 |
1,345.4 |
1,350.9 |
1,365.5 |
|
S4 |
1,332.9 |
1,338.4 |
1,362.0 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.8 |
1,461.3 |
1,384.6 |
|
R3 |
1,434.6 |
1,419.1 |
1,373.0 |
|
R2 |
1,392.4 |
1,392.4 |
1,369.1 |
|
R1 |
1,376.9 |
1,376.9 |
1,365.3 |
1,384.7 |
PP |
1,350.2 |
1,350.2 |
1,350.2 |
1,354.1 |
S1 |
1,334.7 |
1,334.7 |
1,357.5 |
1,342.5 |
S2 |
1,308.0 |
1,308.0 |
1,353.7 |
|
S3 |
1,265.8 |
1,292.5 |
1,349.8 |
|
S4 |
1,223.6 |
1,250.3 |
1,338.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,378.1 |
1,339.0 |
39.1 |
2.9% |
16.1 |
1.2% |
76% |
False |
False |
2,762 |
10 |
1,378.1 |
1,322.3 |
55.8 |
4.1% |
16.0 |
1.2% |
84% |
False |
False |
2,958 |
20 |
1,383.6 |
1,322.3 |
61.3 |
4.5% |
17.5 |
1.3% |
76% |
False |
False |
1,880 |
40 |
1,387.1 |
1,256.0 |
131.1 |
9.6% |
18.2 |
1.3% |
86% |
False |
False |
1,886 |
60 |
1,387.1 |
1,210.0 |
177.1 |
12.9% |
15.8 |
1.2% |
90% |
False |
False |
1,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,430.5 |
2.618 |
1,410.1 |
1.618 |
1,397.6 |
1.000 |
1,389.9 |
0.618 |
1,385.1 |
HIGH |
1,377.4 |
0.618 |
1,372.6 |
0.500 |
1,371.2 |
0.382 |
1,369.7 |
LOW |
1,364.9 |
0.618 |
1,357.2 |
1.000 |
1,352.4 |
1.618 |
1,344.7 |
2.618 |
1,332.2 |
4.250 |
1,311.8 |
|
|
Fisher Pivots for day following 03-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,371.2 |
1,368.5 |
PP |
1,370.4 |
1,368.1 |
S1 |
1,369.7 |
1,367.7 |
|