| 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 |
18,248 |
18,274 |
26 |
0.1% |
18,488 |
| High |
18,281 |
18,336 |
55 |
0.3% |
18,527 |
| Low |
18,188 |
18,251 |
63 |
0.3% |
18,293 |
| Close |
18,269 |
18,273 |
4 |
0.0% |
18,362 |
| Range |
93 |
85 |
-8 |
-8.6% |
234 |
| ATR |
163 |
158 |
-6 |
-3.4% |
0 |
| Volume |
107,918 |
103,806 |
-4,112 |
-3.8% |
658,124 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,542 |
18,492 |
18,320 |
|
| R3 |
18,457 |
18,407 |
18,297 |
|
| R2 |
18,372 |
18,372 |
18,289 |
|
| R1 |
18,322 |
18,322 |
18,281 |
18,305 |
| PP |
18,287 |
18,287 |
18,287 |
18,278 |
| S1 |
18,237 |
18,237 |
18,265 |
18,220 |
| S2 |
18,202 |
18,202 |
18,258 |
|
| S3 |
18,117 |
18,152 |
18,250 |
|
| S4 |
18,032 |
18,067 |
18,226 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,096 |
18,963 |
18,491 |
|
| R3 |
18,862 |
18,729 |
18,426 |
|
| R2 |
18,628 |
18,628 |
18,405 |
|
| R1 |
18,495 |
18,495 |
18,384 |
18,445 |
| PP |
18,394 |
18,394 |
18,394 |
18,369 |
| S1 |
18,261 |
18,261 |
18,341 |
18,211 |
| S2 |
18,160 |
18,160 |
18,319 |
|
| S3 |
17,926 |
18,027 |
18,298 |
|
| S4 |
17,692 |
17,793 |
18,233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,449 |
18,170 |
279 |
1.5% |
132 |
0.7% |
37% |
False |
False |
127,811 |
| 10 |
18,527 |
18,170 |
357 |
2.0% |
130 |
0.7% |
29% |
False |
False |
125,244 |
| 20 |
18,565 |
17,782 |
783 |
4.3% |
140 |
0.8% |
63% |
False |
False |
125,903 |
| 40 |
18,565 |
16,961 |
1,604 |
8.8% |
192 |
1.1% |
82% |
False |
False |
152,644 |
| 60 |
18,565 |
16,961 |
1,604 |
8.8% |
184 |
1.0% |
82% |
False |
False |
102,104 |
| 80 |
18,565 |
16,961 |
1,604 |
8.8% |
176 |
1.0% |
82% |
False |
False |
76,600 |
| 100 |
18,565 |
16,961 |
1,604 |
8.8% |
169 |
0.9% |
82% |
False |
False |
61,300 |
| 120 |
18,565 |
15,858 |
2,707 |
14.8% |
163 |
0.9% |
89% |
False |
False |
51,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,697 |
|
2.618 |
18,559 |
|
1.618 |
18,474 |
|
1.000 |
18,421 |
|
0.618 |
18,389 |
|
HIGH |
18,336 |
|
0.618 |
18,304 |
|
0.500 |
18,294 |
|
0.382 |
18,284 |
|
LOW |
18,251 |
|
0.618 |
18,199 |
|
1.000 |
18,166 |
|
1.618 |
18,114 |
|
2.618 |
18,029 |
|
4.250 |
17,890 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,294 |
18,273 |
| PP |
18,287 |
18,273 |
| S1 |
18,280 |
18,273 |
|