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 |
18,401.15 |
18,313.08 |
-88.07 |
-0.5% |
18,554.49 |
High |
18,403.65 |
18,355.00 |
-48.65 |
-0.3% |
18,555.69 |
Low |
18,247.79 |
18,283.23 |
35.44 |
0.2% |
18,368.82 |
Close |
18,313.77 |
18,355.00 |
41.23 |
0.2% |
18,432.24 |
Range |
155.86 |
71.77 |
-84.09 |
-54.0% |
186.87 |
ATR |
138.51 |
133.74 |
-4.77 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,546.39 |
18,522.46 |
18,394.47 |
|
R3 |
18,474.62 |
18,450.69 |
18,374.74 |
|
R2 |
18,402.85 |
18,402.85 |
18,368.16 |
|
R1 |
18,378.92 |
18,378.92 |
18,361.58 |
18,390.89 |
PP |
18,331.08 |
18,331.08 |
18,331.08 |
18,337.06 |
S1 |
18,307.15 |
18,307.15 |
18,348.42 |
18,319.12 |
S2 |
18,259.31 |
18,259.31 |
18,341.84 |
|
S3 |
18,187.54 |
18,235.38 |
18,335.26 |
|
S4 |
18,115.77 |
18,163.61 |
18,315.53 |
|
|
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 |
18,483.26 |
18,247.79 |
235.47 |
1.3% |
109.76 |
0.6% |
46% |
False |
False |
|
10 |
18,590.44 |
18,247.79 |
342.65 |
1.9% |
109.90 |
0.6% |
31% |
False |
False |
|
20 |
18,622.01 |
17,816.65 |
805.36 |
4.4% |
109.08 |
0.6% |
67% |
False |
False |
|
40 |
18,622.01 |
17,063.08 |
1,558.93 |
8.5% |
148.03 |
0.8% |
83% |
False |
False |
|
60 |
18,622.01 |
17,063.08 |
1,558.93 |
8.5% |
151.55 |
0.8% |
83% |
False |
False |
|
80 |
18,622.01 |
17,063.08 |
1,558.93 |
8.5% |
149.54 |
0.8% |
83% |
False |
False |
|
100 |
18,622.01 |
17,063.08 |
1,558.93 |
8.5% |
149.04 |
0.8% |
83% |
False |
False |
|
120 |
18,622.01 |
15,691.62 |
2,930.39 |
16.0% |
158.17 |
0.9% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,660.02 |
2.618 |
18,542.89 |
1.618 |
18,471.12 |
1.000 |
18,426.77 |
0.618 |
18,399.35 |
HIGH |
18,355.00 |
0.618 |
18,327.58 |
0.500 |
18,319.12 |
0.382 |
18,310.65 |
LOW |
18,283.23 |
0.618 |
18,238.88 |
1.000 |
18,211.46 |
1.618 |
18,167.11 |
2.618 |
18,095.34 |
4.250 |
17,978.21 |
|
|
Fisher Pivots for day following 03-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,343.04 |
18,357.41 |
PP |
18,331.08 |
18,356.61 |
S1 |
18,319.12 |
18,355.80 |
|