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 |
215.48 |
216.31 |
0.83 |
0.4% |
217.00 |
High |
216.24 |
216.78 |
0.54 |
0.2% |
217.54 |
Low |
215.13 |
214.25 |
-0.88 |
-0.4% |
215.62 |
Close |
216.18 |
216.41 |
0.23 |
0.1% |
217.12 |
Range |
1.11 |
2.53 |
1.42 |
127.9% |
1.92 |
ATR |
1.74 |
1.79 |
0.06 |
3.3% |
0.00 |
Volume |
53,993,600 |
46,585,500 |
-7,408,100 |
-13.7% |
354,592,300 |
|
Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
223.40 |
222.44 |
217.80 |
|
R3 |
220.87 |
219.91 |
217.11 |
|
R2 |
218.34 |
218.34 |
216.87 |
|
R1 |
217.38 |
217.38 |
216.64 |
217.86 |
PP |
215.81 |
215.81 |
215.81 |
216.06 |
S1 |
214.85 |
214.85 |
216.18 |
215.33 |
S2 |
213.28 |
213.28 |
215.95 |
|
S3 |
210.75 |
212.32 |
215.71 |
|
S4 |
208.22 |
209.79 |
215.02 |
|
|
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 |
214.25 |
3.40 |
1.6% |
1.71 |
0.8% |
64% |
False |
True |
69,141,060 |
10 |
217.65 |
214.25 |
3.40 |
1.6% |
1.53 |
0.7% |
64% |
False |
True |
68,356,560 |
20 |
217.65 |
210.78 |
6.87 |
3.2% |
1.42 |
0.7% |
82% |
False |
False |
75,858,204 |
40 |
217.65 |
198.65 |
19.00 |
8.8% |
1.82 |
0.8% |
93% |
False |
False |
102,962,132 |
60 |
217.65 |
198.65 |
19.00 |
8.8% |
1.77 |
0.8% |
93% |
False |
False |
96,836,373 |
80 |
217.65 |
198.65 |
19.00 |
8.8% |
1.71 |
0.8% |
93% |
False |
False |
93,912,773 |
100 |
217.65 |
198.65 |
19.00 |
8.8% |
1.75 |
0.8% |
93% |
False |
False |
94,576,666 |
120 |
217.65 |
187.63 |
30.02 |
13.9% |
1.83 |
0.8% |
96% |
False |
False |
98,496,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
227.53 |
2.618 |
223.40 |
1.618 |
220.87 |
1.000 |
219.31 |
0.618 |
218.34 |
HIGH |
216.78 |
0.618 |
215.81 |
0.500 |
215.52 |
0.382 |
215.22 |
LOW |
214.25 |
0.618 |
212.69 |
1.000 |
211.72 |
1.618 |
210.16 |
2.618 |
207.63 |
4.250 |
203.50 |
|
|
Fisher Pivots for day following 04-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
216.11 |
216.12 |
PP |
215.81 |
215.83 |
S1 |
215.52 |
215.54 |
|