Trading Metrics calculated at close of trading on 04-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,374.2 |
1,368.9 |
-5.3 |
-0.4% |
1,333.1 |
High |
1,377.4 |
1,375.6 |
-1.8 |
-0.1% |
1,365.7 |
Low |
1,364.9 |
1,359.5 |
-5.4 |
-0.4% |
1,323.5 |
Close |
1,368.9 |
1,371.7 |
2.8 |
0.2% |
1,361.4 |
Range |
12.5 |
16.1 |
3.6 |
28.8% |
42.2 |
ATR |
17.6 |
17.5 |
-0.1 |
-0.6% |
0.0 |
Volume |
4,386 |
5,888 |
1,502 |
34.2% |
13,144 |
|
Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.2 |
1,410.6 |
1,380.6 |
|
R3 |
1,401.1 |
1,394.5 |
1,376.1 |
|
R2 |
1,385.0 |
1,385.0 |
1,374.7 |
|
R1 |
1,378.4 |
1,378.4 |
1,373.2 |
1,381.7 |
PP |
1,368.9 |
1,368.9 |
1,368.9 |
1,370.6 |
S1 |
1,362.3 |
1,362.3 |
1,370.2 |
1,365.6 |
S2 |
1,352.8 |
1,352.8 |
1,368.7 |
|
S3 |
1,336.7 |
1,346.2 |
1,367.3 |
|
S4 |
1,320.6 |
1,330.1 |
1,362.8 |
|
|
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% |
16.8 |
1.2% |
84% |
False |
False |
3,529 |
10 |
1,378.1 |
1,323.5 |
54.6 |
4.0% |
15.3 |
1.1% |
88% |
False |
False |
3,244 |
20 |
1,383.6 |
1,322.3 |
61.3 |
4.5% |
17.4 |
1.3% |
81% |
False |
False |
2,161 |
40 |
1,387.1 |
1,267.8 |
119.3 |
8.7% |
18.2 |
1.3% |
87% |
False |
False |
1,978 |
60 |
1,387.1 |
1,210.0 |
177.1 |
12.9% |
15.9 |
1.2% |
91% |
False |
False |
1,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,444.0 |
2.618 |
1,417.7 |
1.618 |
1,401.6 |
1.000 |
1,391.7 |
0.618 |
1,385.5 |
HIGH |
1,375.6 |
0.618 |
1,369.4 |
0.500 |
1,367.6 |
0.382 |
1,365.7 |
LOW |
1,359.5 |
0.618 |
1,349.6 |
1.000 |
1,343.4 |
1.618 |
1,333.5 |
2.618 |
1,317.4 |
4.250 |
1,291.1 |
|
|
Fisher Pivots for day following 04-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,370.3 |
1,370.5 |
PP |
1,368.9 |
1,369.2 |
S1 |
1,367.6 |
1,368.0 |
|