Trading Metrics calculated at close of trading on 08-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
16,245 |
16,525 |
280 |
1.7% |
16,525 |
High |
16,440 |
16,680 |
240 |
1.5% |
16,625 |
Low |
16,180 |
16,525 |
345 |
2.1% |
15,900 |
Close |
16,405 |
16,605 |
200 |
1.2% |
16,405 |
Range |
260 |
155 |
-105 |
-40.4% |
725 |
ATR |
313 |
310 |
-3 |
-0.9% |
0 |
Volume |
6 |
110 |
104 |
1,733.3% |
78 |
|
Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,068 |
16,992 |
16,690 |
|
R3 |
16,913 |
16,837 |
16,648 |
|
R2 |
16,758 |
16,758 |
16,634 |
|
R1 |
16,682 |
16,682 |
16,619 |
16,720 |
PP |
16,603 |
16,603 |
16,603 |
16,623 |
S1 |
16,527 |
16,527 |
16,591 |
16,565 |
S2 |
16,448 |
16,448 |
16,577 |
|
S3 |
16,293 |
16,372 |
16,563 |
|
S4 |
16,138 |
16,217 |
16,520 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,485 |
18,170 |
16,804 |
|
R3 |
17,760 |
17,445 |
16,605 |
|
R2 |
17,035 |
17,035 |
16,538 |
|
R1 |
16,720 |
16,720 |
16,472 |
16,515 |
PP |
16,310 |
16,310 |
16,310 |
16,208 |
S1 |
15,995 |
15,995 |
16,339 |
15,790 |
S2 |
15,585 |
15,585 |
16,272 |
|
S3 |
14,860 |
15,270 |
16,206 |
|
S4 |
14,135 |
14,545 |
16,006 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,680 |
15,900 |
780 |
4.7% |
302 |
1.8% |
90% |
True |
False |
36 |
10 |
16,810 |
15,900 |
910 |
5.5% |
281 |
1.7% |
77% |
False |
False |
30 |
20 |
16,935 |
15,900 |
1,035 |
6.2% |
265 |
1.6% |
68% |
False |
False |
24 |
40 |
16,935 |
15,060 |
1,875 |
11.3% |
270 |
1.6% |
82% |
False |
False |
22 |
60 |
17,050 |
15,060 |
1,990 |
12.0% |
183 |
1.1% |
78% |
False |
False |
15 |
80 |
17,740 |
15,060 |
2,680 |
16.1% |
137 |
0.8% |
58% |
False |
False |
11 |
100 |
17,740 |
15,060 |
2,680 |
16.1% |
110 |
0.7% |
58% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,339 |
2.618 |
17,086 |
1.618 |
16,931 |
1.000 |
16,835 |
0.618 |
16,776 |
HIGH |
16,680 |
0.618 |
16,621 |
0.500 |
16,603 |
0.382 |
16,584 |
LOW |
16,525 |
0.618 |
16,429 |
1.000 |
16,370 |
1.618 |
16,274 |
2.618 |
16,119 |
4.250 |
15,866 |
|
|
Fisher Pivots for day following 08-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
16,604 |
16,500 |
PP |
16,603 |
16,395 |
S1 |
16,603 |
16,290 |
|