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 |
18,305 |
18,333 |
28 |
0.2% |
18,408 |
High |
18,305 |
18,361 |
56 |
0.3% |
18,426 |
Low |
18,205 |
18,191 |
-14 |
-0.1% |
18,205 |
Close |
18,271 |
18,227 |
-44 |
-0.2% |
18,271 |
Range |
100 |
170 |
70 |
70.0% |
221 |
ATR |
145 |
147 |
2 |
1.2% |
0 |
Volume |
62 |
116 |
54 |
87.1% |
255 |
|
Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,770 |
18,668 |
18,321 |
|
R3 |
18,600 |
18,498 |
18,274 |
|
R2 |
18,430 |
18,430 |
18,258 |
|
R1 |
18,328 |
18,328 |
18,243 |
18,294 |
PP |
18,260 |
18,260 |
18,260 |
18,243 |
S1 |
18,158 |
18,158 |
18,212 |
18,124 |
S2 |
18,090 |
18,090 |
18,196 |
|
S3 |
17,920 |
17,988 |
18,180 |
|
S4 |
17,750 |
17,818 |
18,134 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,964 |
18,838 |
18,393 |
|
R3 |
18,743 |
18,617 |
18,332 |
|
R2 |
18,522 |
18,522 |
18,312 |
|
R1 |
18,396 |
18,396 |
18,291 |
18,349 |
PP |
18,301 |
18,301 |
18,301 |
18,277 |
S1 |
18,175 |
18,175 |
18,251 |
18,128 |
S2 |
18,080 |
18,080 |
18,231 |
|
S3 |
17,859 |
17,954 |
18,210 |
|
S4 |
17,638 |
17,733 |
18,150 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,369 |
18,191 |
178 |
1.0% |
128 |
0.7% |
20% |
False |
True |
68 |
10 |
18,450 |
18,191 |
259 |
1.4% |
116 |
0.6% |
14% |
False |
True |
61 |
20 |
18,450 |
17,535 |
915 |
5.0% |
137 |
0.8% |
76% |
False |
False |
78 |
40 |
18,450 |
16,876 |
1,574 |
8.6% |
162 |
0.9% |
86% |
False |
False |
68 |
60 |
18,450 |
16,876 |
1,574 |
8.6% |
129 |
0.7% |
86% |
False |
False |
48 |
80 |
18,450 |
16,876 |
1,574 |
8.6% |
109 |
0.6% |
86% |
False |
False |
38 |
100 |
18,450 |
16,763 |
1,687 |
9.3% |
92 |
0.5% |
87% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,084 |
2.618 |
18,806 |
1.618 |
18,636 |
1.000 |
18,531 |
0.618 |
18,466 |
HIGH |
18,361 |
0.618 |
18,296 |
0.500 |
18,276 |
0.382 |
18,256 |
LOW |
18,191 |
0.618 |
18,086 |
1.000 |
18,021 |
1.618 |
17,916 |
2.618 |
17,746 |
4.250 |
17,469 |
|
|
Fisher Pivots for day following 01-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,276 |
18,276 |
PP |
18,260 |
18,260 |
S1 |
18,243 |
18,243 |
|