| 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 |
16,635 |
16,390 |
-245 |
-1.5% |
16,675 |
| High |
16,795 |
16,695 |
-100 |
-0.6% |
16,895 |
| Low |
16,075 |
16,345 |
270 |
1.7% |
16,075 |
| Close |
16,360 |
16,480 |
120 |
0.7% |
16,360 |
| Range |
720 |
350 |
-370 |
-51.4% |
820 |
| ATR |
393 |
390 |
-3 |
-0.8% |
0 |
| Volume |
28,578 |
12,267 |
-16,311 |
-57.1% |
88,241 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,557 |
17,368 |
16,673 |
|
| R3 |
17,207 |
17,018 |
16,576 |
|
| R2 |
16,857 |
16,857 |
16,544 |
|
| R1 |
16,668 |
16,668 |
16,512 |
16,763 |
| PP |
16,507 |
16,507 |
16,507 |
16,554 |
| S1 |
16,318 |
16,318 |
16,448 |
16,413 |
| S2 |
16,157 |
16,157 |
16,416 |
|
| S3 |
15,807 |
15,968 |
16,384 |
|
| S4 |
15,457 |
15,618 |
16,288 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,903 |
18,452 |
16,811 |
|
| R3 |
18,083 |
17,632 |
16,586 |
|
| R2 |
17,263 |
17,263 |
16,510 |
|
| R1 |
16,812 |
16,812 |
16,435 |
16,628 |
| PP |
16,443 |
16,443 |
16,443 |
16,351 |
| S1 |
15,992 |
15,992 |
16,285 |
15,808 |
| S2 |
15,623 |
15,623 |
16,210 |
|
| S3 |
14,803 |
15,172 |
16,135 |
|
| S4 |
13,983 |
14,352 |
15,909 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,895 |
16,075 |
820 |
5.0% |
420 |
2.5% |
49% |
False |
False |
18,236 |
| 10 |
16,990 |
16,075 |
915 |
5.6% |
353 |
2.1% |
44% |
False |
False |
16,281 |
| 20 |
16,990 |
15,160 |
1,830 |
11.1% |
369 |
2.2% |
72% |
False |
False |
17,457 |
| 40 |
16,990 |
14,990 |
2,000 |
12.1% |
415 |
2.5% |
75% |
False |
False |
17,837 |
| 60 |
17,300 |
14,990 |
2,310 |
14.0% |
371 |
2.3% |
65% |
False |
False |
11,965 |
| 80 |
17,830 |
14,990 |
2,840 |
17.2% |
327 |
2.0% |
52% |
False |
False |
8,975 |
| 100 |
17,830 |
14,990 |
2,840 |
17.2% |
270 |
1.6% |
52% |
False |
False |
7,180 |
| 120 |
17,830 |
14,990 |
2,840 |
17.2% |
225 |
1.4% |
52% |
False |
False |
5,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,183 |
|
2.618 |
17,611 |
|
1.618 |
17,261 |
|
1.000 |
17,045 |
|
0.618 |
16,911 |
|
HIGH |
16,695 |
|
0.618 |
16,561 |
|
0.500 |
16,520 |
|
0.382 |
16,479 |
|
LOW |
16,345 |
|
0.618 |
16,129 |
|
1.000 |
15,995 |
|
1.618 |
15,779 |
|
2.618 |
15,429 |
|
4.250 |
14,858 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,520 |
16,465 |
| PP |
16,507 |
16,450 |
| S1 |
16,493 |
16,435 |
|