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 |
18,351.43 |
18,402.80 |
51.37 |
0.3% |
18,434.50 |
High |
18,397.87 |
18,543.53 |
145.66 |
0.8% |
18,543.53 |
Low |
18,325.17 |
18,402.80 |
77.63 |
0.4% |
18,247.79 |
Close |
18,352.05 |
18,543.53 |
191.48 |
1.0% |
18,543.53 |
Range |
72.70 |
140.73 |
68.03 |
93.6% |
295.74 |
ATR |
129.38 |
133.82 |
4.44 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,918.81 |
18,871.90 |
18,620.93 |
|
R3 |
18,778.08 |
18,731.17 |
18,582.23 |
|
R2 |
18,637.35 |
18,637.35 |
18,569.33 |
|
R1 |
18,590.44 |
18,590.44 |
18,556.43 |
18,613.90 |
PP |
18,496.62 |
18,496.62 |
18,496.62 |
18,508.35 |
S1 |
18,449.71 |
18,449.71 |
18,530.63 |
18,473.17 |
S2 |
18,355.89 |
18,355.89 |
18,517.73 |
|
S3 |
18,215.16 |
18,308.98 |
18,504.83 |
|
S4 |
18,074.43 |
18,168.25 |
18,466.13 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,332.17 |
19,233.59 |
18,706.19 |
|
R3 |
19,036.43 |
18,937.85 |
18,624.86 |
|
R2 |
18,740.69 |
18,740.69 |
18,597.75 |
|
R1 |
18,642.11 |
18,642.11 |
18,570.64 |
18,691.40 |
PP |
18,444.95 |
18,444.95 |
18,444.95 |
18,469.60 |
S1 |
18,346.37 |
18,346.37 |
18,516.42 |
18,395.66 |
S2 |
18,149.21 |
18,149.21 |
18,489.31 |
|
S3 |
17,853.47 |
18,050.63 |
18,462.20 |
|
S4 |
17,557.73 |
17,754.89 |
18,380.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,543.53 |
18,247.79 |
295.74 |
1.6% |
110.47 |
0.6% |
100% |
True |
False |
|
10 |
18,555.69 |
18,247.79 |
307.90 |
1.7% |
111.20 |
0.6% |
96% |
False |
False |
|
20 |
18,622.01 |
18,161.53 |
460.48 |
2.5% |
101.56 |
0.5% |
83% |
False |
False |
|
40 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
149.03 |
0.8% |
95% |
False |
False |
|
60 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
148.18 |
0.8% |
95% |
False |
False |
|
80 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
147.61 |
0.8% |
95% |
False |
False |
|
100 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
148.72 |
0.8% |
95% |
False |
False |
|
120 |
18,622.01 |
16,165.86 |
2,456.15 |
13.2% |
156.06 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,141.63 |
2.618 |
18,911.96 |
1.618 |
18,771.23 |
1.000 |
18,684.26 |
0.618 |
18,630.50 |
HIGH |
18,543.53 |
0.618 |
18,489.77 |
0.500 |
18,473.17 |
0.382 |
18,456.56 |
LOW |
18,402.80 |
0.618 |
18,315.83 |
1.000 |
18,262.07 |
1.618 |
18,175.10 |
2.618 |
18,034.37 |
4.250 |
17,804.70 |
|
|
Fisher Pivots for day following 05-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,520.08 |
18,500.15 |
PP |
18,496.62 |
18,456.76 |
S1 |
18,473.17 |
18,413.38 |
|