Trading Metrics calculated at close of trading on 04-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,149 |
18,191 |
42 |
0.2% |
18,408 |
High |
18,186 |
18,241 |
55 |
0.3% |
18,426 |
Low |
18,103 |
18,165 |
62 |
0.3% |
18,205 |
Close |
18,174 |
18,178 |
4 |
0.0% |
18,271 |
Range |
83 |
76 |
-7 |
-8.4% |
221 |
ATR |
145 |
140 |
-5 |
-3.4% |
0 |
Volume |
25 |
76 |
51 |
204.0% |
255 |
|
Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,423 |
18,376 |
18,220 |
|
R3 |
18,347 |
18,300 |
18,199 |
|
R2 |
18,271 |
18,271 |
18,192 |
|
R1 |
18,224 |
18,224 |
18,185 |
18,210 |
PP |
18,195 |
18,195 |
18,195 |
18,187 |
S1 |
18,148 |
18,148 |
18,171 |
18,134 |
S2 |
18,119 |
18,119 |
18,164 |
|
S3 |
18,043 |
18,072 |
18,157 |
|
S4 |
17,967 |
17,996 |
18,136 |
|
|
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% |
123 |
0.7% |
34% |
False |
False |
70 |
10 |
18,426 |
18,085 |
341 |
1.9% |
118 |
0.6% |
27% |
False |
False |
58 |
20 |
18,450 |
17,708 |
742 |
4.1% |
126 |
0.7% |
63% |
False |
False |
76 |
40 |
18,450 |
16,876 |
1,574 |
8.7% |
164 |
0.9% |
83% |
False |
False |
71 |
60 |
18,450 |
16,876 |
1,574 |
8.7% |
132 |
0.7% |
83% |
False |
False |
51 |
80 |
18,450 |
16,876 |
1,574 |
8.7% |
112 |
0.6% |
83% |
False |
False |
40 |
100 |
18,450 |
16,876 |
1,574 |
8.7% |
96 |
0.5% |
83% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,564 |
2.618 |
18,440 |
1.618 |
18,364 |
1.000 |
18,317 |
0.618 |
18,288 |
HIGH |
18,241 |
0.618 |
18,212 |
0.500 |
18,203 |
0.382 |
18,194 |
LOW |
18,165 |
0.618 |
18,118 |
1.000 |
18,089 |
1.618 |
18,042 |
2.618 |
17,966 |
4.250 |
17,842 |
|
|
Fisher Pivots for day following 04-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,203 |
18,178 |
PP |
18,195 |
18,178 |
S1 |
18,186 |
18,178 |
|