Trading Metrics calculated at close of trading on 11-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
218.31 |
218.26 |
-0.05 |
0.0% |
217.19 |
High |
218.40 |
218.94 |
0.54 |
0.2% |
218.23 |
Low |
217.23 |
217.95 |
0.72 |
0.3% |
214.25 |
Close |
217.64 |
218.65 |
1.01 |
0.5% |
218.18 |
Range |
1.17 |
0.99 |
-0.18 |
-15.4% |
3.98 |
ATR |
1.63 |
1.61 |
-0.02 |
-1.5% |
0.00 |
Volume |
57,939,900 |
72,504,200 |
14,564,300 |
25.1% |
338,077,996 |
|
Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
221.48 |
221.06 |
219.19 |
|
R3 |
220.49 |
220.07 |
218.92 |
|
R2 |
219.50 |
219.50 |
218.83 |
|
R1 |
219.08 |
219.08 |
218.74 |
219.29 |
PP |
218.51 |
218.51 |
218.51 |
218.62 |
S1 |
218.09 |
218.09 |
218.56 |
218.30 |
S2 |
217.52 |
217.52 |
218.47 |
|
S3 |
216.53 |
217.10 |
218.38 |
|
S4 |
215.54 |
216.11 |
218.11 |
|
|
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 |
218.94 |
217.07 |
1.87 |
0.9% |
1.01 |
0.5% |
84% |
True |
False |
58,698,859 |
10 |
218.94 |
214.25 |
4.69 |
2.1% |
1.36 |
0.6% |
94% |
True |
False |
63,919,959 |
20 |
218.94 |
214.25 |
4.69 |
2.1% |
1.31 |
0.6% |
94% |
True |
False |
66,161,154 |
40 |
218.94 |
198.65 |
20.29 |
9.3% |
1.74 |
0.8% |
99% |
True |
False |
96,810,722 |
60 |
218.94 |
198.65 |
20.29 |
9.3% |
1.66 |
0.8% |
99% |
True |
False |
94,057,953 |
80 |
218.94 |
198.65 |
20.29 |
9.3% |
1.69 |
0.8% |
99% |
True |
False |
92,479,480 |
100 |
218.94 |
198.65 |
20.29 |
9.3% |
1.71 |
0.8% |
99% |
True |
False |
91,831,112 |
120 |
218.94 |
189.32 |
29.62 |
13.5% |
1.80 |
0.8% |
99% |
True |
False |
96,133,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
223.15 |
2.618 |
221.53 |
1.618 |
220.54 |
1.000 |
219.93 |
0.618 |
219.55 |
HIGH |
218.94 |
0.618 |
218.56 |
0.500 |
218.45 |
0.382 |
218.33 |
LOW |
217.95 |
0.618 |
217.34 |
1.000 |
216.96 |
1.618 |
216.35 |
2.618 |
215.36 |
4.250 |
213.74 |
|
|
Fisher Pivots for day following 11-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
218.58 |
218.46 |
PP |
218.51 |
218.27 |
S1 |
218.45 |
218.09 |
|