| 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 |
18,275 |
18,458 |
183 |
1.0% |
18,409 |
| High |
18,474 |
18,508 |
34 |
0.2% |
18,474 |
| Low |
18,273 |
18,436 |
163 |
0.9% |
18,170 |
| Close |
18,454 |
18,460 |
6 |
0.0% |
18,454 |
| Range |
201 |
72 |
-129 |
-64.2% |
304 |
| ATR |
161 |
154 |
-6 |
-3.9% |
0 |
| Volume |
122,773 |
84,638 |
-38,135 |
-31.1% |
622,889 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,684 |
18,644 |
18,500 |
|
| R3 |
18,612 |
18,572 |
18,480 |
|
| R2 |
18,540 |
18,540 |
18,473 |
|
| R1 |
18,500 |
18,500 |
18,467 |
18,520 |
| PP |
18,468 |
18,468 |
18,468 |
18,478 |
| S1 |
18,428 |
18,428 |
18,454 |
18,448 |
| S2 |
18,396 |
18,396 |
18,447 |
|
| S3 |
18,324 |
18,356 |
18,440 |
|
| S4 |
18,252 |
18,284 |
18,421 |
|
|
| 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 |
18,508 |
18,170 |
338 |
1.8% |
131 |
0.7% |
86% |
True |
False |
115,604 |
| 10 |
18,508 |
18,170 |
338 |
1.8% |
135 |
0.7% |
86% |
True |
False |
126,094 |
| 20 |
18,565 |
18,134 |
431 |
2.3% |
130 |
0.7% |
76% |
False |
False |
121,247 |
| 40 |
18,565 |
16,961 |
1,604 |
8.7% |
192 |
1.0% |
93% |
False |
False |
152,792 |
| 60 |
18,565 |
16,961 |
1,604 |
8.7% |
183 |
1.0% |
93% |
False |
False |
105,556 |
| 80 |
18,565 |
16,961 |
1,604 |
8.7% |
176 |
1.0% |
93% |
False |
False |
79,191 |
| 100 |
18,565 |
16,961 |
1,604 |
8.7% |
169 |
0.9% |
93% |
False |
False |
63,373 |
| 120 |
18,565 |
16,189 |
2,376 |
12.9% |
161 |
0.9% |
96% |
False |
False |
52,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,814 |
|
2.618 |
18,697 |
|
1.618 |
18,625 |
|
1.000 |
18,580 |
|
0.618 |
18,553 |
|
HIGH |
18,508 |
|
0.618 |
18,481 |
|
0.500 |
18,472 |
|
0.382 |
18,464 |
|
LOW |
18,436 |
|
0.618 |
18,392 |
|
1.000 |
18,364 |
|
1.618 |
18,320 |
|
2.618 |
18,248 |
|
4.250 |
18,130 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,472 |
18,433 |
| PP |
18,468 |
18,406 |
| S1 |
18,464 |
18,380 |
|