| 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 |
16,390 |
16,465 |
75 |
0.5% |
16,675 |
| High |
16,695 |
16,560 |
-135 |
-0.8% |
16,895 |
| Low |
16,345 |
16,020 |
-325 |
-2.0% |
16,075 |
| Close |
16,480 |
16,125 |
-355 |
-2.2% |
16,360 |
| Range |
350 |
540 |
190 |
54.3% |
820 |
| ATR |
390 |
401 |
11 |
2.7% |
0 |
| Volume |
12,267 |
14,938 |
2,671 |
21.8% |
88,241 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,855 |
17,530 |
16,422 |
|
| R3 |
17,315 |
16,990 |
16,274 |
|
| R2 |
16,775 |
16,775 |
16,224 |
|
| R1 |
16,450 |
16,450 |
16,175 |
16,343 |
| PP |
16,235 |
16,235 |
16,235 |
16,181 |
| S1 |
15,910 |
15,910 |
16,076 |
15,803 |
| S2 |
15,695 |
15,695 |
16,026 |
|
| S3 |
15,155 |
15,370 |
15,977 |
|
| S4 |
14,615 |
14,830 |
15,828 |
|
|
| 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 |
16,020 |
875 |
5.4% |
458 |
2.8% |
12% |
False |
True |
17,992 |
| 10 |
16,990 |
16,020 |
970 |
6.0% |
384 |
2.4% |
11% |
False |
True |
16,422 |
| 20 |
16,990 |
15,160 |
1,830 |
11.3% |
374 |
2.3% |
53% |
False |
False |
17,343 |
| 40 |
16,990 |
14,990 |
2,000 |
12.4% |
419 |
2.6% |
57% |
False |
False |
17,698 |
| 60 |
17,300 |
14,990 |
2,310 |
14.3% |
373 |
2.3% |
49% |
False |
False |
12,214 |
| 80 |
17,830 |
14,990 |
2,840 |
17.6% |
333 |
2.1% |
40% |
False |
False |
9,161 |
| 100 |
17,830 |
14,990 |
2,840 |
17.6% |
275 |
1.7% |
40% |
False |
False |
7,329 |
| 120 |
17,830 |
14,990 |
2,840 |
17.6% |
229 |
1.4% |
40% |
False |
False |
6,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,855 |
|
2.618 |
17,974 |
|
1.618 |
17,434 |
|
1.000 |
17,100 |
|
0.618 |
16,894 |
|
HIGH |
16,560 |
|
0.618 |
16,354 |
|
0.500 |
16,290 |
|
0.382 |
16,226 |
|
LOW |
16,020 |
|
0.618 |
15,686 |
|
1.000 |
15,480 |
|
1.618 |
15,146 |
|
2.618 |
14,606 |
|
4.250 |
13,725 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,290 |
16,408 |
| PP |
16,235 |
16,313 |
| S1 |
16,180 |
16,219 |
|