Trading Metrics calculated at close of trading on 05-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
216.31 |
217.21 |
0.90 |
0.4% |
217.19 |
High |
216.78 |
218.23 |
1.45 |
0.7% |
218.23 |
Low |
214.25 |
217.07 |
2.82 |
1.3% |
214.25 |
Close |
216.41 |
218.18 |
1.77 |
0.8% |
218.18 |
Range |
2.53 |
1.16 |
-1.37 |
-54.2% |
3.98 |
ATR |
1.79 |
1.79 |
0.00 |
0.1% |
0.00 |
Volume |
46,585,500 |
71,892,096 |
25,306,596 |
54.3% |
338,077,996 |
|
Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
221.31 |
220.90 |
218.82 |
|
R3 |
220.15 |
219.74 |
218.50 |
|
R2 |
218.99 |
218.99 |
218.39 |
|
R1 |
218.58 |
218.58 |
218.29 |
218.79 |
PP |
217.83 |
217.83 |
217.83 |
217.93 |
S1 |
217.42 |
217.42 |
218.07 |
217.63 |
S2 |
216.67 |
216.67 |
217.97 |
|
S3 |
215.51 |
216.26 |
217.86 |
|
S4 |
214.35 |
215.10 |
217.54 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
228.83 |
227.48 |
220.37 |
|
R3 |
224.85 |
223.50 |
219.27 |
|
R2 |
220.87 |
220.87 |
218.91 |
|
R1 |
219.52 |
219.52 |
218.54 |
220.20 |
PP |
216.89 |
216.89 |
216.89 |
217.22 |
S1 |
215.54 |
215.54 |
217.82 |
216.22 |
S2 |
212.91 |
212.91 |
217.45 |
|
S3 |
208.93 |
211.56 |
217.09 |
|
S4 |
204.95 |
207.58 |
215.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
218.23 |
214.25 |
3.98 |
1.8% |
1.66 |
0.8% |
99% |
True |
False |
67,615,599 |
10 |
218.23 |
214.25 |
3.98 |
1.8% |
1.52 |
0.7% |
99% |
True |
False |
69,267,029 |
20 |
218.23 |
212.95 |
5.28 |
2.4% |
1.37 |
0.6% |
99% |
True |
False |
72,754,264 |
40 |
218.23 |
198.65 |
19.58 |
9.0% |
1.82 |
0.8% |
100% |
True |
False |
102,914,765 |
60 |
218.23 |
198.65 |
19.58 |
9.0% |
1.75 |
0.8% |
100% |
True |
False |
96,672,459 |
80 |
218.23 |
198.65 |
19.58 |
9.0% |
1.71 |
0.8% |
100% |
True |
False |
93,607,219 |
100 |
218.23 |
198.65 |
19.58 |
9.0% |
1.74 |
0.8% |
100% |
True |
False |
94,363,897 |
120 |
218.23 |
189.32 |
28.91 |
13.3% |
1.82 |
0.8% |
100% |
True |
False |
98,093,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
223.16 |
2.618 |
221.27 |
1.618 |
220.11 |
1.000 |
219.39 |
0.618 |
218.95 |
HIGH |
218.23 |
0.618 |
217.79 |
0.500 |
217.65 |
0.382 |
217.51 |
LOW |
217.07 |
0.618 |
216.35 |
1.000 |
215.91 |
1.618 |
215.19 |
2.618 |
214.03 |
4.250 |
212.14 |
|
|
Fisher Pivots for day following 05-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
218.00 |
217.53 |
PP |
217.83 |
216.89 |
S1 |
217.65 |
216.24 |
|