Trading Metrics calculated at close of trading on 01-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,378 |
18,409 |
31 |
0.2% |
18,488 |
High |
18,404 |
18,449 |
45 |
0.2% |
18,527 |
Low |
18,296 |
18,279 |
-17 |
-0.1% |
18,293 |
Close |
18,362 |
18,326 |
-36 |
-0.2% |
18,362 |
Range |
108 |
170 |
62 |
57.4% |
234 |
ATR |
165 |
166 |
0 |
0.2% |
0 |
Volume |
138,941 |
129,503 |
-9,438 |
-6.8% |
658,124 |
|
Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,861 |
18,764 |
18,420 |
|
R3 |
18,691 |
18,594 |
18,373 |
|
R2 |
18,521 |
18,521 |
18,357 |
|
R1 |
18,424 |
18,424 |
18,342 |
18,388 |
PP |
18,351 |
18,351 |
18,351 |
18,333 |
S1 |
18,254 |
18,254 |
18,311 |
18,218 |
S2 |
18,181 |
18,181 |
18,295 |
|
S3 |
18,011 |
18,084 |
18,279 |
|
S4 |
17,841 |
17,914 |
18,233 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,096 |
18,963 |
18,491 |
|
R3 |
18,862 |
18,729 |
18,426 |
|
R2 |
18,628 |
18,628 |
18,405 |
|
R1 |
18,495 |
18,495 |
18,384 |
18,445 |
PP |
18,394 |
18,394 |
18,394 |
18,369 |
S1 |
18,261 |
18,261 |
18,341 |
18,211 |
S2 |
18,160 |
18,160 |
18,319 |
|
S3 |
17,926 |
18,027 |
18,298 |
|
S4 |
17,692 |
17,793 |
18,233 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,471 |
18,279 |
192 |
1.0% |
139 |
0.8% |
24% |
False |
True |
136,583 |
10 |
18,565 |
18,279 |
286 |
1.6% |
128 |
0.7% |
16% |
False |
True |
120,479 |
20 |
18,565 |
17,618 |
947 |
5.2% |
152 |
0.8% |
75% |
False |
False |
130,618 |
40 |
18,565 |
16,961 |
1,604 |
8.8% |
192 |
1.0% |
85% |
False |
False |
143,648 |
60 |
18,565 |
16,961 |
1,604 |
8.8% |
186 |
1.0% |
85% |
False |
False |
95,934 |
80 |
18,565 |
16,961 |
1,604 |
8.8% |
178 |
1.0% |
85% |
False |
False |
71,975 |
100 |
18,565 |
16,670 |
1,895 |
10.3% |
170 |
0.9% |
87% |
False |
False |
57,595 |
120 |
18,565 |
15,450 |
3,115 |
17.0% |
160 |
0.9% |
92% |
False |
False |
47,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,172 |
2.618 |
18,894 |
1.618 |
18,724 |
1.000 |
18,619 |
0.618 |
18,554 |
HIGH |
18,449 |
0.618 |
18,384 |
0.500 |
18,364 |
0.382 |
18,344 |
LOW |
18,279 |
0.618 |
18,174 |
1.000 |
18,109 |
1.618 |
18,004 |
2.618 |
17,834 |
4.250 |
17,557 |
|
|
Fisher Pivots for day following 01-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,364 |
18,367 |
PP |
18,351 |
18,353 |
S1 |
18,339 |
18,340 |
|