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 |
216.65 |
215.48 |
-1.17 |
-0.5% |
217.00 |
High |
216.83 |
216.24 |
-0.59 |
-0.3% |
217.54 |
Low |
214.57 |
215.13 |
0.56 |
0.3% |
215.62 |
Close |
215.55 |
216.18 |
0.63 |
0.3% |
217.12 |
Range |
2.26 |
1.11 |
-1.15 |
-50.9% |
1.92 |
ATR |
1.78 |
1.74 |
-0.05 |
-2.7% |
0.00 |
Volume |
92,295,400 |
53,993,600 |
-38,301,800 |
-41.5% |
354,592,300 |
|
Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
219.18 |
218.79 |
216.79 |
|
R3 |
218.07 |
217.68 |
216.49 |
|
R2 |
216.96 |
216.96 |
216.38 |
|
R1 |
216.57 |
216.57 |
216.28 |
216.77 |
PP |
215.85 |
215.85 |
215.85 |
215.95 |
S1 |
215.46 |
215.46 |
216.08 |
215.66 |
S2 |
214.74 |
214.74 |
215.98 |
|
S3 |
213.63 |
214.35 |
215.87 |
|
S4 |
212.52 |
213.24 |
215.57 |
|
|
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% |
1.48 |
0.7% |
52% |
False |
False |
72,831,080 |
10 |
217.65 |
214.57 |
3.08 |
1.4% |
1.42 |
0.7% |
52% |
False |
False |
70,475,730 |
20 |
217.65 |
208.63 |
9.02 |
4.2% |
1.39 |
0.6% |
84% |
False |
False |
77,808,619 |
40 |
217.65 |
198.65 |
19.00 |
8.8% |
1.78 |
0.8% |
92% |
False |
False |
103,451,767 |
60 |
217.65 |
198.65 |
19.00 |
8.8% |
1.76 |
0.8% |
92% |
False |
False |
97,351,151 |
80 |
217.65 |
198.65 |
19.00 |
8.8% |
1.71 |
0.8% |
92% |
False |
False |
94,772,337 |
100 |
217.65 |
198.65 |
19.00 |
8.8% |
1.73 |
0.8% |
92% |
False |
False |
94,846,930 |
120 |
217.65 |
183.96 |
33.69 |
15.6% |
1.83 |
0.8% |
96% |
False |
False |
99,171,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
220.96 |
2.618 |
219.15 |
1.618 |
218.04 |
1.000 |
217.35 |
0.618 |
216.93 |
HIGH |
216.24 |
0.618 |
215.82 |
0.500 |
215.69 |
0.382 |
215.55 |
LOW |
215.13 |
0.618 |
214.44 |
1.000 |
214.02 |
1.618 |
213.33 |
2.618 |
212.22 |
4.250 |
210.41 |
|
|
Fisher Pivots for day following 03-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
216.02 |
216.16 |
PP |
215.85 |
216.13 |
S1 |
215.69 |
216.11 |
|