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 |
18,402.80 |
18,540.65 |
137.85 |
0.7% |
18,434.50 |
High |
18,543.53 |
18,569.31 |
25.78 |
0.1% |
18,543.53 |
Low |
18,402.80 |
18,502.03 |
99.23 |
0.5% |
18,247.79 |
Close |
18,543.53 |
18,529.29 |
-14.24 |
-0.1% |
18,543.53 |
Range |
140.73 |
67.28 |
-73.45 |
-52.2% |
295.74 |
ATR |
133.82 |
129.06 |
-4.75 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,735.38 |
18,699.62 |
18,566.29 |
|
R3 |
18,668.10 |
18,632.34 |
18,547.79 |
|
R2 |
18,600.82 |
18,600.82 |
18,541.62 |
|
R1 |
18,565.06 |
18,565.06 |
18,535.46 |
18,549.30 |
PP |
18,533.54 |
18,533.54 |
18,533.54 |
18,525.67 |
S1 |
18,497.78 |
18,497.78 |
18,523.12 |
18,482.02 |
S2 |
18,466.26 |
18,466.26 |
18,516.96 |
|
S3 |
18,398.98 |
18,430.50 |
18,510.79 |
|
S4 |
18,331.70 |
18,363.22 |
18,492.29 |
|
|
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 |
18,569.31 |
18,247.79 |
321.52 |
1.7% |
101.67 |
0.5% |
88% |
True |
False |
|
10 |
18,569.31 |
18,247.79 |
321.52 |
1.7% |
107.62 |
0.6% |
88% |
True |
False |
|
20 |
18,622.01 |
18,247.79 |
374.22 |
2.0% |
98.81 |
0.5% |
75% |
False |
False |
|
40 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
147.55 |
0.8% |
94% |
False |
False |
|
60 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
146.42 |
0.8% |
94% |
False |
False |
|
80 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
147.49 |
0.8% |
94% |
False |
False |
|
100 |
18,622.01 |
17,063.08 |
1,558.93 |
8.4% |
147.64 |
0.8% |
94% |
False |
False |
|
120 |
18,622.01 |
16,165.86 |
2,456.15 |
13.3% |
154.39 |
0.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,855.25 |
2.618 |
18,745.45 |
1.618 |
18,678.17 |
1.000 |
18,636.59 |
0.618 |
18,610.89 |
HIGH |
18,569.31 |
0.618 |
18,543.61 |
0.500 |
18,535.67 |
0.382 |
18,527.73 |
LOW |
18,502.03 |
0.618 |
18,460.45 |
1.000 |
18,434.75 |
1.618 |
18,393.17 |
2.618 |
18,325.89 |
4.250 |
18,216.09 |
|
|
Fisher Pivots for day following 08-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,535.67 |
18,501.94 |
PP |
18,533.54 |
18,474.59 |
S1 |
18,531.42 |
18,447.24 |
|