Trading Metrics calculated at close of trading on 01-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
18,442.52 |
18,434.50 |
-8.02 |
0.0% |
18,554.49 |
High |
18,466.55 |
18,467.03 |
0.48 |
0.0% |
18,555.69 |
Low |
18,371.12 |
18,355.75 |
-15.37 |
-0.1% |
18,368.82 |
Close |
18,432.24 |
18,404.51 |
-27.73 |
-0.2% |
18,432.24 |
Range |
95.43 |
111.28 |
15.85 |
16.6% |
186.87 |
ATR |
139.09 |
137.11 |
-1.99 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,742.94 |
18,685.00 |
18,465.71 |
|
R3 |
18,631.66 |
18,573.72 |
18,435.11 |
|
R2 |
18,520.38 |
18,520.38 |
18,424.91 |
|
R1 |
18,462.44 |
18,462.44 |
18,414.71 |
18,435.77 |
PP |
18,409.10 |
18,409.10 |
18,409.10 |
18,395.76 |
S1 |
18,351.16 |
18,351.16 |
18,394.31 |
18,324.49 |
S2 |
18,297.82 |
18,297.82 |
18,384.11 |
|
S3 |
18,186.54 |
18,239.88 |
18,373.91 |
|
S4 |
18,075.26 |
18,128.60 |
18,343.31 |
|
|
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 |
18,355.75 |
186.64 |
1.0% |
113.57 |
0.6% |
26% |
False |
True |
|
10 |
18,622.01 |
18,355.75 |
266.26 |
1.4% |
100.52 |
0.5% |
18% |
False |
True |
|
20 |
18,622.01 |
17,713.45 |
908.56 |
4.9% |
114.33 |
0.6% |
76% |
False |
False |
|
40 |
18,622.01 |
17,063.08 |
1,558.93 |
8.5% |
147.19 |
0.8% |
86% |
False |
False |
|
60 |
18,622.01 |
17,063.08 |
1,558.93 |
8.5% |
152.41 |
0.8% |
86% |
False |
False |
|
80 |
18,622.01 |
17,063.08 |
1,558.93 |
8.5% |
150.97 |
0.8% |
86% |
False |
False |
|
100 |
18,622.01 |
16,821.86 |
1,800.15 |
9.8% |
151.89 |
0.8% |
88% |
False |
False |
|
120 |
18,622.01 |
15,503.01 |
3,119.00 |
16.9% |
162.08 |
0.9% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,939.97 |
2.618 |
18,758.36 |
1.618 |
18,647.08 |
1.000 |
18,578.31 |
0.618 |
18,535.80 |
HIGH |
18,467.03 |
0.618 |
18,424.52 |
0.500 |
18,411.39 |
0.382 |
18,398.26 |
LOW |
18,355.75 |
0.618 |
18,286.98 |
1.000 |
18,244.47 |
1.618 |
18,175.70 |
2.618 |
18,064.42 |
4.250 |
17,882.81 |
|
|
Fisher Pivots for day following 01-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
18,411.39 |
18,419.51 |
PP |
18,409.10 |
18,414.51 |
S1 |
18,406.80 |
18,409.51 |
|