Trading Metrics calculated at close of trading on 01-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
216.46 |
217.19 |
0.73 |
0.3% |
217.00 |
High |
217.54 |
217.65 |
0.11 |
0.1% |
217.54 |
Low |
216.13 |
216.41 |
0.28 |
0.1% |
215.62 |
Close |
217.12 |
216.94 |
-0.18 |
-0.1% |
217.12 |
Range |
1.41 |
1.24 |
-0.17 |
-12.1% |
1.92 |
ATR |
1.78 |
1.74 |
-0.04 |
-2.2% |
0.00 |
Volume |
79,519,400 |
73,311,400 |
-6,208,000 |
-7.8% |
354,592,300 |
|
Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
220.72 |
220.07 |
217.62 |
|
R3 |
219.48 |
218.83 |
217.28 |
|
R2 |
218.24 |
218.24 |
217.17 |
|
R1 |
217.59 |
217.59 |
217.05 |
217.30 |
PP |
217.00 |
217.00 |
217.00 |
216.85 |
S1 |
216.35 |
216.35 |
216.83 |
216.06 |
S2 |
215.76 |
215.76 |
216.71 |
|
S3 |
214.52 |
215.11 |
216.60 |
|
S4 |
213.28 |
213.87 |
216.26 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
222.52 |
221.74 |
218.18 |
|
R3 |
220.60 |
219.82 |
217.65 |
|
R2 |
218.68 |
218.68 |
217.47 |
|
R1 |
217.90 |
217.90 |
217.30 |
218.29 |
PP |
216.76 |
216.76 |
216.76 |
216.96 |
S1 |
215.98 |
215.98 |
216.94 |
216.37 |
S2 |
214.84 |
214.84 |
216.77 |
|
S3 |
212.92 |
214.06 |
216.59 |
|
S4 |
211.00 |
212.14 |
216.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
217.65 |
215.62 |
2.03 |
0.9% |
1.41 |
0.7% |
65% |
True |
False |
74,406,120 |
10 |
217.65 |
215.62 |
2.03 |
0.9% |
1.26 |
0.6% |
65% |
True |
False |
67,097,340 |
20 |
217.65 |
207.06 |
10.59 |
4.9% |
1.43 |
0.7% |
93% |
True |
False |
80,785,419 |
40 |
217.65 |
198.65 |
19.00 |
8.8% |
1.75 |
0.8% |
96% |
True |
False |
102,941,080 |
60 |
217.65 |
198.65 |
19.00 |
8.8% |
1.75 |
0.8% |
96% |
True |
False |
97,641,166 |
80 |
217.65 |
198.65 |
19.00 |
8.8% |
1.72 |
0.8% |
96% |
True |
False |
95,178,698 |
100 |
217.65 |
197.38 |
20.27 |
9.3% |
1.77 |
0.8% |
96% |
True |
False |
96,332,073 |
120 |
217.65 |
181.09 |
36.56 |
16.9% |
1.86 |
0.9% |
98% |
True |
False |
101,013,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
222.92 |
2.618 |
220.90 |
1.618 |
219.66 |
1.000 |
218.89 |
0.618 |
218.42 |
HIGH |
217.65 |
0.618 |
217.18 |
0.500 |
217.03 |
0.382 |
216.88 |
LOW |
216.41 |
0.618 |
215.64 |
1.000 |
215.17 |
1.618 |
214.40 |
2.618 |
213.16 |
4.250 |
211.14 |
|
|
Fisher Pivots for day following 01-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
217.03 |
216.86 |
PP |
217.00 |
216.78 |
S1 |
216.97 |
216.70 |
|