Trading Metrics calculated at close of trading on 02-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
217.19 |
216.65 |
-0.54 |
-0.2% |
217.00 |
High |
217.65 |
216.83 |
-0.82 |
-0.4% |
217.54 |
Low |
216.41 |
214.57 |
-1.84 |
-0.9% |
215.62 |
Close |
216.94 |
215.55 |
-1.39 |
-0.6% |
217.12 |
Range |
1.24 |
2.26 |
1.02 |
82.3% |
1.92 |
ATR |
1.74 |
1.78 |
0.05 |
2.6% |
0.00 |
Volume |
73,311,400 |
92,295,400 |
18,984,000 |
25.9% |
354,592,300 |
|
Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
222.43 |
221.25 |
216.79 |
|
R3 |
220.17 |
218.99 |
216.17 |
|
R2 |
217.91 |
217.91 |
215.96 |
|
R1 |
216.73 |
216.73 |
215.76 |
216.19 |
PP |
215.65 |
215.65 |
215.65 |
215.38 |
S1 |
214.47 |
214.47 |
215.34 |
213.93 |
S2 |
213.39 |
213.39 |
215.14 |
|
S3 |
211.13 |
212.21 |
214.93 |
|
S4 |
208.87 |
209.95 |
214.31 |
|
|
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 |
214.57 |
3.08 |
1.4% |
1.58 |
0.7% |
32% |
False |
True |
78,849,120 |
10 |
217.65 |
214.57 |
3.08 |
1.4% |
1.42 |
0.7% |
32% |
False |
True |
70,892,310 |
20 |
217.65 |
207.06 |
10.59 |
4.9% |
1.47 |
0.7% |
80% |
False |
False |
79,910,009 |
40 |
217.65 |
198.65 |
19.00 |
8.8% |
1.77 |
0.8% |
89% |
False |
False |
103,626,290 |
60 |
217.65 |
198.65 |
19.00 |
8.8% |
1.76 |
0.8% |
89% |
False |
False |
97,690,839 |
80 |
217.65 |
198.65 |
19.00 |
8.8% |
1.73 |
0.8% |
89% |
False |
False |
95,144,384 |
100 |
217.65 |
198.65 |
19.00 |
8.8% |
1.75 |
0.8% |
89% |
False |
False |
95,686,639 |
120 |
217.65 |
181.09 |
36.56 |
17.0% |
1.85 |
0.9% |
94% |
False |
False |
100,547,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
226.44 |
2.618 |
222.75 |
1.618 |
220.49 |
1.000 |
219.09 |
0.618 |
218.23 |
HIGH |
216.83 |
0.618 |
215.97 |
0.500 |
215.70 |
0.382 |
215.43 |
LOW |
214.57 |
0.618 |
213.17 |
1.000 |
212.31 |
1.618 |
210.91 |
2.618 |
208.65 |
4.250 |
204.97 |
|
|
Fisher Pivots for day following 02-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
215.70 |
216.11 |
PP |
215.65 |
215.92 |
S1 |
215.60 |
215.74 |
|