| Trading Metrics calculated at close of trading on 04-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,155 |
16,110 |
-45 |
-0.3% |
16,675 |
| High |
16,285 |
16,280 |
-5 |
0.0% |
16,895 |
| Low |
15,980 |
15,925 |
-55 |
-0.3% |
16,075 |
| Close |
16,095 |
16,245 |
150 |
0.9% |
16,360 |
| Range |
305 |
355 |
50 |
16.4% |
820 |
| ATR |
394 |
391 |
-3 |
-0.7% |
0 |
| Volume |
13,082 |
14,628 |
1,546 |
11.8% |
88,241 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,215 |
17,085 |
16,440 |
|
| R3 |
16,860 |
16,730 |
16,343 |
|
| R2 |
16,505 |
16,505 |
16,310 |
|
| R1 |
16,375 |
16,375 |
16,278 |
16,440 |
| PP |
16,150 |
16,150 |
16,150 |
16,183 |
| S1 |
16,020 |
16,020 |
16,213 |
16,085 |
| S2 |
15,795 |
15,795 |
16,180 |
|
| S3 |
15,440 |
15,665 |
16,148 |
|
| S4 |
15,085 |
15,310 |
16,050 |
|
|
| 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 |
15,925 |
870 |
5.4% |
454 |
2.8% |
37% |
False |
True |
16,698 |
| 10 |
16,895 |
15,925 |
970 |
6.0% |
369 |
2.3% |
33% |
False |
True |
15,306 |
| 20 |
16,990 |
15,160 |
1,830 |
11.3% |
379 |
2.3% |
59% |
False |
False |
17,082 |
| 40 |
16,990 |
14,990 |
2,000 |
12.3% |
421 |
2.6% |
63% |
False |
False |
17,797 |
| 60 |
17,300 |
14,990 |
2,310 |
14.2% |
376 |
2.3% |
54% |
False |
False |
12,675 |
| 80 |
17,830 |
14,990 |
2,840 |
17.5% |
337 |
2.1% |
44% |
False |
False |
9,508 |
| 100 |
17,830 |
14,990 |
2,840 |
17.5% |
282 |
1.7% |
44% |
False |
False |
7,606 |
| 120 |
17,830 |
14,990 |
2,840 |
17.5% |
235 |
1.4% |
44% |
False |
False |
6,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,789 |
|
2.618 |
17,210 |
|
1.618 |
16,855 |
|
1.000 |
16,635 |
|
0.618 |
16,500 |
|
HIGH |
16,280 |
|
0.618 |
16,145 |
|
0.500 |
16,103 |
|
0.382 |
16,061 |
|
LOW |
15,925 |
|
0.618 |
15,706 |
|
1.000 |
15,570 |
|
1.618 |
15,351 |
|
2.618 |
14,996 |
|
4.250 |
14,416 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,198 |
16,244 |
| PP |
16,150 |
16,243 |
| S1 |
16,103 |
16,243 |
|