| 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 |
16,465 |
16,155 |
-310 |
-1.9% |
16,675 |
| High |
16,560 |
16,285 |
-275 |
-1.7% |
16,895 |
| Low |
16,020 |
15,980 |
-40 |
-0.2% |
16,075 |
| Close |
16,125 |
16,095 |
-30 |
-0.2% |
16,360 |
| Range |
540 |
305 |
-235 |
-43.5% |
820 |
| ATR |
401 |
394 |
-7 |
-1.7% |
0 |
| Volume |
14,938 |
13,082 |
-1,856 |
-12.4% |
88,241 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,035 |
16,870 |
16,263 |
|
| R3 |
16,730 |
16,565 |
16,179 |
|
| R2 |
16,425 |
16,425 |
16,151 |
|
| R1 |
16,260 |
16,260 |
16,123 |
16,190 |
| PP |
16,120 |
16,120 |
16,120 |
16,085 |
| S1 |
15,955 |
15,955 |
16,067 |
15,885 |
| S2 |
15,815 |
15,815 |
16,039 |
|
| S3 |
15,510 |
15,650 |
16,011 |
|
| S4 |
15,205 |
15,345 |
15,927 |
|
|
| 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 |
16,795 |
15,980 |
815 |
5.1% |
439 |
2.7% |
14% |
False |
True |
16,643 |
| 10 |
16,990 |
15,980 |
1,010 |
6.3% |
380 |
2.4% |
11% |
False |
True |
16,288 |
| 20 |
16,990 |
15,160 |
1,830 |
11.4% |
371 |
2.3% |
51% |
False |
False |
16,959 |
| 40 |
16,990 |
14,990 |
2,000 |
12.4% |
419 |
2.6% |
55% |
False |
False |
17,770 |
| 60 |
17,300 |
14,990 |
2,310 |
14.4% |
376 |
2.3% |
48% |
False |
False |
12,432 |
| 80 |
17,830 |
14,990 |
2,840 |
17.6% |
335 |
2.1% |
39% |
False |
False |
9,325 |
| 100 |
17,830 |
14,990 |
2,840 |
17.6% |
278 |
1.7% |
39% |
False |
False |
7,460 |
| 120 |
17,830 |
14,990 |
2,840 |
17.6% |
232 |
1.4% |
39% |
False |
False |
6,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,581 |
|
2.618 |
17,084 |
|
1.618 |
16,779 |
|
1.000 |
16,590 |
|
0.618 |
16,474 |
|
HIGH |
16,285 |
|
0.618 |
16,169 |
|
0.500 |
16,133 |
|
0.382 |
16,097 |
|
LOW |
15,980 |
|
0.618 |
15,792 |
|
1.000 |
15,675 |
|
1.618 |
15,487 |
|
2.618 |
15,182 |
|
4.250 |
14,684 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,133 |
16,338 |
| PP |
16,120 |
16,257 |
| S1 |
16,108 |
16,176 |
|