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 |
18,313.08 |
18,351.43 |
38.35 |
0.2% |
18,554.49 |
High |
18,355.00 |
18,397.87 |
42.87 |
0.2% |
18,555.69 |
Low |
18,283.23 |
18,325.17 |
41.94 |
0.2% |
18,368.82 |
Close |
18,355.00 |
18,352.05 |
-2.95 |
0.0% |
18,432.24 |
Range |
71.77 |
72.70 |
0.93 |
1.3% |
186.87 |
ATR |
133.74 |
129.38 |
-4.36 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,576.46 |
18,536.96 |
18,392.04 |
|
R3 |
18,503.76 |
18,464.26 |
18,372.04 |
|
R2 |
18,431.06 |
18,431.06 |
18,365.38 |
|
R1 |
18,391.56 |
18,391.56 |
18,358.71 |
18,411.31 |
PP |
18,358.36 |
18,358.36 |
18,358.36 |
18,368.24 |
S1 |
18,318.86 |
18,318.86 |
18,345.39 |
18,338.61 |
S2 |
18,285.66 |
18,285.66 |
18,338.72 |
|
S3 |
18,212.96 |
18,246.16 |
18,332.06 |
|
S4 |
18,140.26 |
18,173.46 |
18,312.07 |
|
|
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 |
18,467.03 |
18,247.79 |
219.24 |
1.2% |
101.41 |
0.6% |
48% |
False |
False |
|
10 |
18,571.30 |
18,247.79 |
323.51 |
1.8% |
105.10 |
0.6% |
32% |
False |
False |
|
20 |
18,622.01 |
17,971.22 |
650.79 |
3.5% |
104.30 |
0.6% |
59% |
False |
False |
|
40 |
18,622.01 |
17,063.08 |
1,558.93 |
8.5% |
147.74 |
0.8% |
83% |
False |
False |
|
60 |
18,622.01 |
17,063.08 |
1,558.93 |
8.5% |
149.30 |
0.8% |
83% |
False |
False |
|
80 |
18,622.01 |
17,063.08 |
1,558.93 |
8.5% |
148.06 |
0.8% |
83% |
False |
False |
|
100 |
18,622.01 |
17,063.08 |
1,558.93 |
8.5% |
148.62 |
0.8% |
83% |
False |
False |
|
120 |
18,622.01 |
16,012.39 |
2,609.62 |
14.2% |
156.42 |
0.9% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,706.85 |
2.618 |
18,588.20 |
1.618 |
18,515.50 |
1.000 |
18,470.57 |
0.618 |
18,442.80 |
HIGH |
18,397.87 |
0.618 |
18,370.10 |
0.500 |
18,361.52 |
0.382 |
18,352.94 |
LOW |
18,325.17 |
0.618 |
18,280.24 |
1.000 |
18,252.47 |
1.618 |
18,207.54 |
2.618 |
18,134.84 |
4.250 |
18,016.20 |
|
|
Fisher Pivots for day following 04-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,361.52 |
18,343.27 |
PP |
18,358.36 |
18,334.50 |
S1 |
18,355.21 |
18,325.72 |
|