| 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 |
2,982.0 |
3,022.0 |
40.0 |
1.3% |
2,964.0 |
| High |
2,990.0 |
3,030.0 |
40.0 |
1.3% |
3,014.0 |
| Low |
2,964.0 |
2,948.0 |
-16.0 |
-0.5% |
2,945.0 |
| Close |
2,983.0 |
2,967.0 |
-16.0 |
-0.5% |
2,983.0 |
| Range |
26.0 |
82.0 |
56.0 |
215.4% |
69.0 |
| ATR |
54.0 |
56.0 |
2.0 |
3.7% |
0.0 |
| Volume |
822,122 |
1,139,047 |
316,925 |
38.5% |
4,652,130 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,227.7 |
3,179.3 |
3,012.1 |
|
| R3 |
3,145.7 |
3,097.3 |
2,989.6 |
|
| R2 |
3,063.7 |
3,063.7 |
2,982.0 |
|
| R1 |
3,015.3 |
3,015.3 |
2,974.5 |
2,998.5 |
| PP |
2,981.7 |
2,981.7 |
2,981.7 |
2,973.3 |
| S1 |
2,933.3 |
2,933.3 |
2,959.5 |
2,916.5 |
| S2 |
2,899.7 |
2,899.7 |
2,952.0 |
|
| S3 |
2,817.7 |
2,851.3 |
2,944.5 |
|
| S4 |
2,735.7 |
2,769.3 |
2,921.9 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,187.7 |
3,154.3 |
3,021.0 |
|
| R3 |
3,118.7 |
3,085.3 |
3,002.0 |
|
| R2 |
3,049.7 |
3,049.7 |
2,995.7 |
|
| R1 |
3,016.3 |
3,016.3 |
2,989.3 |
3,033.0 |
| PP |
2,980.7 |
2,980.7 |
2,980.7 |
2,989.0 |
| S1 |
2,947.3 |
2,947.3 |
2,976.7 |
2,964.0 |
| S2 |
2,911.7 |
2,911.7 |
2,970.4 |
|
| S3 |
2,842.7 |
2,878.3 |
2,964.0 |
|
| S4 |
2,773.7 |
2,809.3 |
2,945.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,030.0 |
2,945.0 |
85.0 |
2.9% |
44.6 |
1.5% |
26% |
True |
False |
975,880 |
| 10 |
3,030.0 |
2,903.0 |
127.0 |
4.3% |
41.7 |
1.4% |
50% |
True |
False |
939,740 |
| 20 |
3,030.0 |
2,734.0 |
296.0 |
10.0% |
48.8 |
1.6% |
79% |
True |
False |
1,081,572 |
| 40 |
3,058.0 |
2,645.0 |
413.0 |
13.9% |
56.3 |
1.9% |
78% |
False |
False |
1,258,466 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
53.3 |
1.8% |
74% |
False |
False |
845,935 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
51.2 |
1.7% |
74% |
False |
False |
636,043 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
51.0 |
1.7% |
74% |
False |
False |
510,766 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
16.0% |
45.7 |
1.5% |
77% |
False |
False |
426,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,378.5 |
|
2.618 |
3,244.7 |
|
1.618 |
3,162.7 |
|
1.000 |
3,112.0 |
|
0.618 |
3,080.7 |
|
HIGH |
3,030.0 |
|
0.618 |
2,998.7 |
|
0.500 |
2,989.0 |
|
0.382 |
2,979.3 |
|
LOW |
2,948.0 |
|
0.618 |
2,897.3 |
|
1.000 |
2,866.0 |
|
1.618 |
2,815.3 |
|
2.618 |
2,733.3 |
|
4.250 |
2,599.5 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,989.0 |
2,989.0 |
| PP |
2,981.7 |
2,981.7 |
| S1 |
2,974.3 |
2,974.3 |
|