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 |
18,343 |
18,248 |
-95 |
-0.5% |
18,488 |
High |
18,375 |
18,281 |
-94 |
-0.5% |
18,527 |
Low |
18,170 |
18,188 |
18 |
0.1% |
18,293 |
Close |
18,248 |
18,269 |
21 |
0.1% |
18,362 |
Range |
205 |
93 |
-112 |
-54.6% |
234 |
ATR |
169 |
163 |
-5 |
-3.2% |
0 |
Volume |
158,889 |
107,918 |
-50,971 |
-32.1% |
658,124 |
|
Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,525 |
18,490 |
18,320 |
|
R3 |
18,432 |
18,397 |
18,295 |
|
R2 |
18,339 |
18,339 |
18,286 |
|
R1 |
18,304 |
18,304 |
18,278 |
18,322 |
PP |
18,246 |
18,246 |
18,246 |
18,255 |
S1 |
18,211 |
18,211 |
18,261 |
18,229 |
S2 |
18,153 |
18,153 |
18,252 |
|
S3 |
18,060 |
18,118 |
18,244 |
|
S4 |
17,967 |
18,025 |
18,218 |
|
|
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 |
18,454 |
18,170 |
284 |
1.6% |
148 |
0.8% |
35% |
False |
False |
133,405 |
10 |
18,548 |
18,170 |
378 |
2.1% |
137 |
0.8% |
26% |
False |
False |
125,849 |
20 |
18,565 |
17,726 |
839 |
4.6% |
144 |
0.8% |
65% |
False |
False |
127,452 |
40 |
18,565 |
16,961 |
1,604 |
8.8% |
193 |
1.1% |
82% |
False |
False |
150,152 |
60 |
18,565 |
16,961 |
1,604 |
8.8% |
186 |
1.0% |
82% |
False |
False |
100,376 |
80 |
18,565 |
16,961 |
1,604 |
8.8% |
177 |
1.0% |
82% |
False |
False |
75,306 |
100 |
18,565 |
16,950 |
1,615 |
8.8% |
169 |
0.9% |
82% |
False |
False |
60,262 |
120 |
18,565 |
15,748 |
2,817 |
15.4% |
163 |
0.9% |
89% |
False |
False |
50,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,676 |
2.618 |
18,525 |
1.618 |
18,432 |
1.000 |
18,374 |
0.618 |
18,339 |
HIGH |
18,281 |
0.618 |
18,246 |
0.500 |
18,235 |
0.382 |
18,224 |
LOW |
18,188 |
0.618 |
18,131 |
1.000 |
18,095 |
1.618 |
18,038 |
2.618 |
17,945 |
4.250 |
17,793 |
|
|
Fisher Pivots for day following 03-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,258 |
18,310 |
PP |
18,246 |
18,296 |
S1 |
18,235 |
18,283 |
|