| 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 |
18,274 |
18,275 |
1 |
0.0% |
18,409 |
| High |
18,336 |
18,474 |
138 |
0.8% |
18,474 |
| Low |
18,251 |
18,273 |
22 |
0.1% |
18,170 |
| Close |
18,273 |
18,454 |
181 |
1.0% |
18,454 |
| Range |
85 |
201 |
116 |
136.5% |
304 |
| ATR |
158 |
161 |
3 |
2.0% |
0 |
| Volume |
103,806 |
122,773 |
18,967 |
18.3% |
622,889 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,003 |
18,930 |
18,565 |
|
| R3 |
18,802 |
18,729 |
18,509 |
|
| R2 |
18,601 |
18,601 |
18,491 |
|
| R1 |
18,528 |
18,528 |
18,473 |
18,565 |
| PP |
18,400 |
18,400 |
18,400 |
18,419 |
| S1 |
18,327 |
18,327 |
18,436 |
18,364 |
| S2 |
18,199 |
18,199 |
18,417 |
|
| S3 |
17,998 |
18,126 |
18,399 |
|
| S4 |
17,797 |
17,925 |
18,344 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,278 |
19,170 |
18,621 |
|
| R3 |
18,974 |
18,866 |
18,538 |
|
| R2 |
18,670 |
18,670 |
18,510 |
|
| R1 |
18,562 |
18,562 |
18,482 |
18,616 |
| PP |
18,366 |
18,366 |
18,366 |
18,393 |
| S1 |
18,258 |
18,258 |
18,426 |
18,312 |
| S2 |
18,062 |
18,062 |
18,398 |
|
| S3 |
17,758 |
17,954 |
18,371 |
|
| S4 |
17,454 |
17,650 |
18,287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,474 |
18,170 |
304 |
1.6% |
151 |
0.8% |
93% |
True |
False |
124,577 |
| 10 |
18,527 |
18,170 |
357 |
1.9% |
143 |
0.8% |
80% |
False |
False |
128,101 |
| 20 |
18,565 |
18,033 |
532 |
2.9% |
135 |
0.7% |
79% |
False |
False |
123,712 |
| 40 |
18,565 |
16,961 |
1,604 |
8.7% |
195 |
1.1% |
93% |
False |
False |
155,043 |
| 60 |
18,565 |
16,961 |
1,604 |
8.7% |
184 |
1.0% |
93% |
False |
False |
104,148 |
| 80 |
18,565 |
16,961 |
1,604 |
8.7% |
176 |
1.0% |
93% |
False |
False |
78,134 |
| 100 |
18,565 |
16,961 |
1,604 |
8.7% |
170 |
0.9% |
93% |
False |
False |
62,527 |
| 120 |
18,565 |
15,925 |
2,640 |
14.3% |
163 |
0.9% |
96% |
False |
False |
52,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,328 |
|
2.618 |
19,000 |
|
1.618 |
18,799 |
|
1.000 |
18,675 |
|
0.618 |
18,598 |
|
HIGH |
18,474 |
|
0.618 |
18,397 |
|
0.500 |
18,374 |
|
0.382 |
18,350 |
|
LOW |
18,273 |
|
0.618 |
18,149 |
|
1.000 |
18,072 |
|
1.618 |
17,948 |
|
2.618 |
17,747 |
|
4.250 |
17,419 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,427 |
18,413 |
| PP |
18,400 |
18,372 |
| S1 |
18,374 |
18,331 |
|