Trading Metrics calculated at close of trading on 02-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,333 |
18,251 |
-82 |
-0.4% |
18,408 |
High |
18,361 |
18,271 |
-90 |
-0.5% |
18,426 |
Low |
18,191 |
18,085 |
-106 |
-0.6% |
18,205 |
Close |
18,227 |
18,153 |
-74 |
-0.4% |
18,271 |
Range |
170 |
186 |
16 |
9.4% |
221 |
ATR |
147 |
150 |
3 |
1.9% |
0 |
Volume |
116 |
72 |
-44 |
-37.9% |
255 |
|
Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,728 |
18,626 |
18,255 |
|
R3 |
18,542 |
18,440 |
18,204 |
|
R2 |
18,356 |
18,356 |
18,187 |
|
R1 |
18,254 |
18,254 |
18,170 |
18,212 |
PP |
18,170 |
18,170 |
18,170 |
18,149 |
S1 |
18,068 |
18,068 |
18,136 |
18,026 |
S2 |
17,984 |
17,984 |
18,119 |
|
S3 |
17,798 |
17,882 |
18,102 |
|
S4 |
17,612 |
17,696 |
18,051 |
|
|
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 |
18,085 |
284 |
1.6% |
139 |
0.8% |
24% |
False |
True |
73 |
10 |
18,450 |
18,085 |
365 |
2.0% |
124 |
0.7% |
19% |
False |
True |
65 |
20 |
18,450 |
17,535 |
915 |
5.0% |
136 |
0.7% |
68% |
False |
False |
77 |
40 |
18,450 |
16,876 |
1,574 |
8.7% |
165 |
0.9% |
81% |
False |
False |
69 |
60 |
18,450 |
16,876 |
1,574 |
8.7% |
133 |
0.7% |
81% |
False |
False |
49 |
80 |
18,450 |
16,876 |
1,574 |
8.7% |
112 |
0.6% |
81% |
False |
False |
39 |
100 |
18,450 |
16,876 |
1,574 |
8.7% |
94 |
0.5% |
81% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,062 |
2.618 |
18,758 |
1.618 |
18,572 |
1.000 |
18,457 |
0.618 |
18,386 |
HIGH |
18,271 |
0.618 |
18,200 |
0.500 |
18,178 |
0.382 |
18,156 |
LOW |
18,085 |
0.618 |
17,970 |
1.000 |
17,899 |
1.618 |
17,784 |
2.618 |
17,598 |
4.250 |
17,295 |
|
|
Fisher Pivots for day following 02-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,178 |
18,223 |
PP |
18,170 |
18,200 |
S1 |
18,161 |
18,176 |
|