| Trading Metrics calculated at close of trading on 03-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,953.0 |
2,902.0 |
-51.0 |
-1.7% |
2,964.0 |
| High |
2,960.0 |
2,921.0 |
-39.0 |
-1.3% |
3,014.0 |
| Low |
2,895.0 |
2,888.0 |
-7.0 |
-0.2% |
2,945.0 |
| Close |
2,906.0 |
2,907.0 |
1.0 |
0.0% |
2,983.0 |
| Range |
65.0 |
33.0 |
-32.0 |
-49.2% |
69.0 |
| ATR |
57.1 |
55.4 |
-1.7 |
-3.0% |
0.0 |
| Volume |
964,416 |
916,592 |
-47,824 |
-5.0% |
4,652,130 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,004.3 |
2,988.7 |
2,925.2 |
|
| R3 |
2,971.3 |
2,955.7 |
2,916.1 |
|
| R2 |
2,938.3 |
2,938.3 |
2,913.1 |
|
| R1 |
2,922.7 |
2,922.7 |
2,910.0 |
2,930.5 |
| PP |
2,905.3 |
2,905.3 |
2,905.3 |
2,909.3 |
| S1 |
2,889.7 |
2,889.7 |
2,904.0 |
2,897.5 |
| S2 |
2,872.3 |
2,872.3 |
2,901.0 |
|
| S3 |
2,839.3 |
2,856.7 |
2,897.9 |
|
| S4 |
2,806.3 |
2,823.7 |
2,888.9 |
|
|
| 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 |
2,888.0 |
142.0 |
4.9% |
50.0 |
1.7% |
13% |
False |
True |
948,661 |
| 10 |
3,030.0 |
2,888.0 |
142.0 |
4.9% |
43.6 |
1.5% |
13% |
False |
True |
939,346 |
| 20 |
3,030.0 |
2,753.0 |
277.0 |
9.5% |
46.7 |
1.6% |
56% |
False |
False |
1,018,776 |
| 40 |
3,058.0 |
2,645.0 |
413.0 |
14.2% |
57.1 |
2.0% |
63% |
False |
False |
1,295,990 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.9% |
53.2 |
1.8% |
61% |
False |
False |
877,238 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.9% |
51.0 |
1.8% |
61% |
False |
False |
659,548 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.9% |
49.8 |
1.7% |
61% |
False |
False |
529,573 |
| 120 |
3,078.0 |
2,644.0 |
434.0 |
14.9% |
46.0 |
1.6% |
61% |
False |
False |
442,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,061.3 |
|
2.618 |
3,007.4 |
|
1.618 |
2,974.4 |
|
1.000 |
2,954.0 |
|
0.618 |
2,941.4 |
|
HIGH |
2,921.0 |
|
0.618 |
2,908.4 |
|
0.500 |
2,904.5 |
|
0.382 |
2,900.6 |
|
LOW |
2,888.0 |
|
0.618 |
2,867.6 |
|
1.000 |
2,855.0 |
|
1.618 |
2,834.6 |
|
2.618 |
2,801.6 |
|
4.250 |
2,747.8 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,906.2 |
2,959.0 |
| PP |
2,905.3 |
2,941.7 |
| S1 |
2,904.5 |
2,924.3 |
|