| 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 |
10,340.0 |
10,434.0 |
94.0 |
0.9% |
10,117.5 |
| High |
10,354.0 |
10,472.0 |
118.0 |
1.1% |
10,381.0 |
| Low |
10,279.0 |
10,271.0 |
-8.0 |
-0.1% |
10,107.0 |
| Close |
10,326.0 |
10,336.5 |
10.5 |
0.1% |
10,326.0 |
| Range |
75.0 |
201.0 |
126.0 |
168.0% |
274.0 |
| ATR |
170.4 |
172.6 |
2.2 |
1.3% |
0.0 |
| Volume |
79,025 |
90,010 |
10,985 |
13.9% |
387,760 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,962.8 |
10,850.7 |
10,447.1 |
|
| R3 |
10,761.8 |
10,649.7 |
10,391.8 |
|
| R2 |
10,560.8 |
10,560.8 |
10,373.4 |
|
| R1 |
10,448.7 |
10,448.7 |
10,354.9 |
10,404.3 |
| PP |
10,359.8 |
10,359.8 |
10,359.8 |
10,337.6 |
| S1 |
10,247.7 |
10,247.7 |
10,318.1 |
10,203.3 |
| S2 |
10,158.8 |
10,158.8 |
10,299.7 |
|
| S3 |
9,957.8 |
10,046.7 |
10,281.2 |
|
| S4 |
9,756.8 |
9,845.7 |
10,226.0 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,093.3 |
10,983.7 |
10,476.7 |
|
| R3 |
10,819.3 |
10,709.7 |
10,401.4 |
|
| R2 |
10,545.3 |
10,545.3 |
10,376.2 |
|
| R1 |
10,435.7 |
10,435.7 |
10,351.1 |
10,490.5 |
| PP |
10,271.3 |
10,271.3 |
10,271.3 |
10,298.8 |
| S1 |
10,161.7 |
10,161.7 |
10,300.9 |
10,216.5 |
| S2 |
9,997.3 |
9,997.3 |
10,275.8 |
|
| S3 |
9,723.3 |
9,887.7 |
10,250.7 |
|
| S4 |
9,449.3 |
9,613.7 |
10,175.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,472.0 |
10,138.5 |
333.5 |
3.2% |
120.4 |
1.2% |
59% |
True |
False |
80,690 |
| 10 |
10,472.0 |
9,910.5 |
561.5 |
5.4% |
127.1 |
1.2% |
76% |
True |
False |
78,015 |
| 20 |
10,472.0 |
9,290.0 |
1,182.0 |
11.4% |
155.1 |
1.5% |
89% |
True |
False |
81,769 |
| 40 |
10,472.0 |
9,152.5 |
1,319.5 |
12.8% |
175.0 |
1.7% |
90% |
True |
False |
79,663 |
| 60 |
10,472.0 |
9,152.5 |
1,319.5 |
12.8% |
164.9 |
1.6% |
90% |
True |
False |
53,188 |
| 80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.1% |
160.2 |
1.6% |
87% |
False |
False |
39,938 |
| 100 |
10,508.0 |
9,152.5 |
1,355.5 |
13.1% |
157.7 |
1.5% |
87% |
False |
False |
31,977 |
| 120 |
10,508.0 |
8,732.0 |
1,776.0 |
17.2% |
148.7 |
1.4% |
90% |
False |
False |
26,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,326.3 |
|
2.618 |
10,998.2 |
|
1.618 |
10,797.2 |
|
1.000 |
10,673.0 |
|
0.618 |
10,596.2 |
|
HIGH |
10,472.0 |
|
0.618 |
10,395.2 |
|
0.500 |
10,371.5 |
|
0.382 |
10,347.8 |
|
LOW |
10,271.0 |
|
0.618 |
10,146.8 |
|
1.000 |
10,070.0 |
|
1.618 |
9,945.8 |
|
2.618 |
9,744.8 |
|
4.250 |
9,416.8 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,371.5 |
10,365.5 |
| PP |
10,359.8 |
10,355.8 |
| S1 |
10,348.2 |
10,346.2 |
|