| Trading Metrics calculated at close of trading on 02-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3,022.0 |
2,953.0 |
-69.0 |
-2.3% |
2,964.0 |
| High |
3,030.0 |
2,960.0 |
-70.0 |
-2.3% |
3,014.0 |
| Low |
2,948.0 |
2,895.0 |
-53.0 |
-1.8% |
2,945.0 |
| Close |
2,967.0 |
2,906.0 |
-61.0 |
-2.1% |
2,983.0 |
| Range |
82.0 |
65.0 |
-17.0 |
-20.7% |
69.0 |
| ATR |
56.0 |
57.1 |
1.1 |
2.0% |
0.0 |
| Volume |
1,139,047 |
964,416 |
-174,631 |
-15.3% |
4,652,130 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,115.3 |
3,075.7 |
2,941.8 |
|
| R3 |
3,050.3 |
3,010.7 |
2,923.9 |
|
| R2 |
2,985.3 |
2,985.3 |
2,917.9 |
|
| R1 |
2,945.7 |
2,945.7 |
2,912.0 |
2,933.0 |
| PP |
2,920.3 |
2,920.3 |
2,920.3 |
2,914.0 |
| S1 |
2,880.7 |
2,880.7 |
2,900.0 |
2,868.0 |
| S2 |
2,855.3 |
2,855.3 |
2,894.1 |
|
| S3 |
2,790.3 |
2,815.7 |
2,888.1 |
|
| S4 |
2,725.3 |
2,750.7 |
2,870.3 |
|
|
| 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 |
2,895.0 |
135.0 |
4.6% |
50.0 |
1.7% |
8% |
False |
True |
963,925 |
| 10 |
3,030.0 |
2,895.0 |
135.0 |
4.6% |
44.2 |
1.5% |
8% |
False |
True |
944,638 |
| 20 |
3,030.0 |
2,734.0 |
296.0 |
10.2% |
48.4 |
1.7% |
58% |
False |
False |
1,037,313 |
| 40 |
3,058.0 |
2,645.0 |
413.0 |
14.2% |
57.3 |
2.0% |
63% |
False |
False |
1,278,987 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.9% |
53.4 |
1.8% |
60% |
False |
False |
861,999 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.9% |
51.4 |
1.8% |
60% |
False |
False |
648,093 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.9% |
51.4 |
1.8% |
60% |
False |
False |
520,408 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
16.3% |
45.8 |
1.6% |
64% |
False |
False |
434,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,236.3 |
|
2.618 |
3,130.2 |
|
1.618 |
3,065.2 |
|
1.000 |
3,025.0 |
|
0.618 |
3,000.2 |
|
HIGH |
2,960.0 |
|
0.618 |
2,935.2 |
|
0.500 |
2,927.5 |
|
0.382 |
2,919.8 |
|
LOW |
2,895.0 |
|
0.618 |
2,854.8 |
|
1.000 |
2,830.0 |
|
1.618 |
2,789.8 |
|
2.618 |
2,724.8 |
|
4.250 |
2,618.8 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,927.5 |
2,962.5 |
| PP |
2,920.3 |
2,943.7 |
| S1 |
2,913.2 |
2,924.8 |
|