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 |
18,251 |
18,149 |
-102 |
-0.6% |
18,408 |
High |
18,271 |
18,186 |
-85 |
-0.5% |
18,426 |
Low |
18,085 |
18,103 |
18 |
0.1% |
18,205 |
Close |
18,153 |
18,174 |
21 |
0.1% |
18,271 |
Range |
186 |
83 |
-103 |
-55.4% |
221 |
ATR |
150 |
145 |
-5 |
-3.2% |
0 |
Volume |
72 |
25 |
-47 |
-65.3% |
255 |
|
Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,403 |
18,372 |
18,220 |
|
R3 |
18,320 |
18,289 |
18,197 |
|
R2 |
18,237 |
18,237 |
18,189 |
|
R1 |
18,206 |
18,206 |
18,182 |
18,222 |
PP |
18,154 |
18,154 |
18,154 |
18,162 |
S1 |
18,123 |
18,123 |
18,167 |
18,139 |
S2 |
18,071 |
18,071 |
18,159 |
|
S3 |
17,988 |
18,040 |
18,151 |
|
S4 |
17,905 |
17,957 |
18,128 |
|
|
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 |
18,361 |
18,085 |
276 |
1.5% |
137 |
0.8% |
32% |
False |
False |
68 |
10 |
18,437 |
18,085 |
352 |
1.9% |
123 |
0.7% |
25% |
False |
False |
61 |
20 |
18,450 |
17,642 |
808 |
4.4% |
130 |
0.7% |
66% |
False |
False |
75 |
40 |
18,450 |
16,876 |
1,574 |
8.7% |
165 |
0.9% |
82% |
False |
False |
69 |
60 |
18,450 |
16,876 |
1,574 |
8.7% |
133 |
0.7% |
82% |
False |
False |
50 |
80 |
18,450 |
16,876 |
1,574 |
8.7% |
111 |
0.6% |
82% |
False |
False |
39 |
100 |
18,450 |
16,876 |
1,574 |
8.7% |
95 |
0.5% |
82% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,539 |
2.618 |
18,403 |
1.618 |
18,320 |
1.000 |
18,269 |
0.618 |
18,237 |
HIGH |
18,186 |
0.618 |
18,154 |
0.500 |
18,145 |
0.382 |
18,135 |
LOW |
18,103 |
0.618 |
18,052 |
1.000 |
18,020 |
1.618 |
17,969 |
2.618 |
17,886 |
4.250 |
17,750 |
|
|
Fisher Pivots for day following 03-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,164 |
18,223 |
PP |
18,154 |
18,207 |
S1 |
18,145 |
18,190 |
|