Trading Metrics calculated at close of trading on 05-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,191 |
18,195 |
4 |
0.0% |
18,333 |
High |
18,241 |
18,373 |
132 |
0.7% |
18,373 |
Low |
18,165 |
18,195 |
30 |
0.2% |
18,085 |
Close |
18,178 |
18,356 |
178 |
1.0% |
18,356 |
Range |
76 |
178 |
102 |
134.2% |
288 |
ATR |
140 |
144 |
4 |
2.8% |
0 |
Volume |
76 |
139 |
63 |
82.9% |
428 |
|
Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,842 |
18,777 |
18,454 |
|
R3 |
18,664 |
18,599 |
18,405 |
|
R2 |
18,486 |
18,486 |
18,389 |
|
R1 |
18,421 |
18,421 |
18,372 |
18,454 |
PP |
18,308 |
18,308 |
18,308 |
18,324 |
S1 |
18,243 |
18,243 |
18,340 |
18,276 |
S2 |
18,130 |
18,130 |
18,323 |
|
S3 |
17,952 |
18,065 |
18,307 |
|
S4 |
17,774 |
17,887 |
18,258 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,135 |
19,034 |
18,515 |
|
R3 |
18,847 |
18,746 |
18,435 |
|
R2 |
18,559 |
18,559 |
18,409 |
|
R1 |
18,458 |
18,458 |
18,383 |
18,509 |
PP |
18,271 |
18,271 |
18,271 |
18,297 |
S1 |
18,170 |
18,170 |
18,330 |
18,221 |
S2 |
17,983 |
17,983 |
18,303 |
|
S3 |
17,695 |
17,882 |
18,277 |
|
S4 |
17,407 |
17,594 |
18,198 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,373 |
18,085 |
288 |
1.6% |
139 |
0.8% |
94% |
True |
False |
85 |
10 |
18,426 |
18,085 |
341 |
1.9% |
130 |
0.7% |
79% |
False |
False |
68 |
20 |
18,450 |
17,923 |
527 |
2.9% |
122 |
0.7% |
82% |
False |
False |
79 |
40 |
18,450 |
16,876 |
1,574 |
8.6% |
167 |
0.9% |
94% |
False |
False |
74 |
60 |
18,450 |
16,876 |
1,574 |
8.6% |
132 |
0.7% |
94% |
False |
False |
53 |
80 |
18,450 |
16,876 |
1,574 |
8.6% |
111 |
0.6% |
94% |
False |
False |
42 |
100 |
18,450 |
16,876 |
1,574 |
8.6% |
98 |
0.5% |
94% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,130 |
2.618 |
18,839 |
1.618 |
18,661 |
1.000 |
18,551 |
0.618 |
18,483 |
HIGH |
18,373 |
0.618 |
18,305 |
0.500 |
18,284 |
0.382 |
18,263 |
LOW |
18,195 |
0.618 |
18,085 |
1.000 |
18,017 |
1.618 |
17,907 |
2.618 |
17,729 |
4.250 |
17,439 |
|
|
Fisher Pivots for day following 05-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,332 |
18,317 |
PP |
18,308 |
18,277 |
S1 |
18,284 |
18,238 |
|