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 |
18,434.50 |
18,401.15 |
-33.35 |
-0.2% |
18,554.49 |
High |
18,467.03 |
18,403.65 |
-63.38 |
-0.3% |
18,555.69 |
Low |
18,355.75 |
18,247.79 |
-107.96 |
-0.6% |
18,368.82 |
Close |
18,404.51 |
18,313.77 |
-90.74 |
-0.5% |
18,432.24 |
Range |
111.28 |
155.86 |
44.58 |
40.1% |
186.87 |
ATR |
137.11 |
138.51 |
1.40 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,789.32 |
18,707.40 |
18,399.49 |
|
R3 |
18,633.46 |
18,551.54 |
18,356.63 |
|
R2 |
18,477.60 |
18,477.60 |
18,342.34 |
|
R1 |
18,395.68 |
18,395.68 |
18,328.06 |
18,358.71 |
PP |
18,321.74 |
18,321.74 |
18,321.74 |
18,303.25 |
S1 |
18,239.82 |
18,239.82 |
18,299.48 |
18,202.85 |
S2 |
18,165.88 |
18,165.88 |
18,285.20 |
|
S3 |
18,010.02 |
18,083.96 |
18,270.91 |
|
S4 |
17,854.16 |
17,928.10 |
18,228.05 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,012.86 |
18,909.42 |
18,535.02 |
|
R3 |
18,825.99 |
18,722.55 |
18,483.63 |
|
R2 |
18,639.12 |
18,639.12 |
18,466.50 |
|
R1 |
18,535.68 |
18,535.68 |
18,449.37 |
18,493.97 |
PP |
18,452.25 |
18,452.25 |
18,452.25 |
18,431.39 |
S1 |
18,348.81 |
18,348.81 |
18,415.11 |
18,307.10 |
S2 |
18,265.38 |
18,265.38 |
18,397.98 |
|
S3 |
18,078.51 |
18,161.94 |
18,380.85 |
|
S4 |
17,891.64 |
17,975.07 |
18,329.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,542.39 |
18,247.79 |
294.60 |
1.6% |
117.69 |
0.6% |
22% |
False |
True |
|
10 |
18,622.01 |
18,247.79 |
374.22 |
2.0% |
109.36 |
0.6% |
18% |
False |
True |
|
20 |
18,622.01 |
17,713.45 |
908.56 |
5.0% |
116.17 |
0.6% |
66% |
False |
False |
|
40 |
18,622.01 |
17,063.08 |
1,558.93 |
8.5% |
147.91 |
0.8% |
80% |
False |
False |
|
60 |
18,622.01 |
17,063.08 |
1,558.93 |
8.5% |
152.27 |
0.8% |
80% |
False |
False |
|
80 |
18,622.01 |
17,063.08 |
1,558.93 |
8.5% |
150.84 |
0.8% |
80% |
False |
False |
|
100 |
18,622.01 |
17,014.99 |
1,607.02 |
8.8% |
150.37 |
0.8% |
81% |
False |
False |
|
120 |
18,622.01 |
15,503.01 |
3,119.00 |
17.0% |
160.86 |
0.9% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,066.06 |
2.618 |
18,811.69 |
1.618 |
18,655.83 |
1.000 |
18,559.51 |
0.618 |
18,499.97 |
HIGH |
18,403.65 |
0.618 |
18,344.11 |
0.500 |
18,325.72 |
0.382 |
18,307.33 |
LOW |
18,247.79 |
0.618 |
18,151.47 |
1.000 |
18,091.93 |
1.618 |
17,995.61 |
2.618 |
17,839.75 |
4.250 |
17,585.39 |
|
|
Fisher Pivots for day following 02-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,325.72 |
18,357.41 |
PP |
18,321.74 |
18,342.86 |
S1 |
18,317.75 |
18,328.32 |
|