| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,110 |
16,255 |
145 |
0.9% |
16,390 |
| High |
16,280 |
16,505 |
225 |
1.4% |
16,695 |
| Low |
15,925 |
16,205 |
280 |
1.8% |
15,925 |
| Close |
16,245 |
16,440 |
195 |
1.2% |
16,440 |
| Range |
355 |
300 |
-55 |
-15.5% |
770 |
| ATR |
391 |
385 |
-7 |
-1.7% |
0 |
| Volume |
14,628 |
12,016 |
-2,612 |
-17.9% |
66,931 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,283 |
17,162 |
16,605 |
|
| R3 |
16,983 |
16,862 |
16,523 |
|
| R2 |
16,683 |
16,683 |
16,495 |
|
| R1 |
16,562 |
16,562 |
16,468 |
16,623 |
| PP |
16,383 |
16,383 |
16,383 |
16,414 |
| S1 |
16,262 |
16,262 |
16,413 |
16,323 |
| S2 |
16,083 |
16,083 |
16,385 |
|
| S3 |
15,783 |
15,962 |
16,358 |
|
| S4 |
15,483 |
15,662 |
16,275 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,663 |
18,322 |
16,864 |
|
| R3 |
17,893 |
17,552 |
16,652 |
|
| R2 |
17,123 |
17,123 |
16,581 |
|
| R1 |
16,782 |
16,782 |
16,511 |
16,953 |
| PP |
16,353 |
16,353 |
16,353 |
16,439 |
| S1 |
16,012 |
16,012 |
16,370 |
16,183 |
| S2 |
15,583 |
15,583 |
16,299 |
|
| S3 |
14,813 |
15,242 |
16,228 |
|
| S4 |
14,043 |
14,472 |
16,017 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,695 |
15,925 |
770 |
4.7% |
370 |
2.3% |
67% |
False |
False |
13,386 |
| 10 |
16,895 |
15,925 |
970 |
5.9% |
384 |
2.3% |
53% |
False |
False |
15,517 |
| 20 |
16,990 |
15,425 |
1,565 |
9.5% |
379 |
2.3% |
65% |
False |
False |
16,724 |
| 40 |
16,990 |
14,990 |
2,000 |
12.2% |
421 |
2.6% |
73% |
False |
False |
17,820 |
| 60 |
17,300 |
14,990 |
2,310 |
14.1% |
375 |
2.3% |
63% |
False |
False |
12,875 |
| 80 |
17,830 |
14,990 |
2,840 |
17.3% |
341 |
2.1% |
51% |
False |
False |
9,658 |
| 100 |
17,830 |
14,990 |
2,840 |
17.3% |
285 |
1.7% |
51% |
False |
False |
7,726 |
| 120 |
17,830 |
14,990 |
2,840 |
17.3% |
237 |
1.4% |
51% |
False |
False |
6,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,780 |
|
2.618 |
17,291 |
|
1.618 |
16,991 |
|
1.000 |
16,805 |
|
0.618 |
16,691 |
|
HIGH |
16,505 |
|
0.618 |
16,391 |
|
0.500 |
16,355 |
|
0.382 |
16,320 |
|
LOW |
16,205 |
|
0.618 |
16,020 |
|
1.000 |
15,905 |
|
1.618 |
15,720 |
|
2.618 |
15,420 |
|
4.250 |
14,930 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,412 |
16,365 |
| PP |
16,383 |
16,290 |
| S1 |
16,355 |
16,215 |
|