| 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 |
10,434.0 |
10,300.0 |
-134.0 |
-1.3% |
10,117.5 |
| High |
10,472.0 |
10,336.0 |
-136.0 |
-1.3% |
10,381.0 |
| Low |
10,271.0 |
10,111.0 |
-160.0 |
-1.6% |
10,107.0 |
| Close |
10,336.5 |
10,146.0 |
-190.5 |
-1.8% |
10,326.0 |
| Range |
201.0 |
225.0 |
24.0 |
11.9% |
274.0 |
| ATR |
172.6 |
176.3 |
3.8 |
2.2% |
0.0 |
| Volume |
90,010 |
82,533 |
-7,477 |
-8.3% |
387,760 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,872.7 |
10,734.3 |
10,269.8 |
|
| R3 |
10,647.7 |
10,509.3 |
10,207.9 |
|
| R2 |
10,422.7 |
10,422.7 |
10,187.3 |
|
| R1 |
10,284.3 |
10,284.3 |
10,166.6 |
10,241.0 |
| PP |
10,197.7 |
10,197.7 |
10,197.7 |
10,176.0 |
| S1 |
10,059.3 |
10,059.3 |
10,125.4 |
10,016.0 |
| S2 |
9,972.7 |
9,972.7 |
10,104.8 |
|
| S3 |
9,747.7 |
9,834.3 |
10,084.1 |
|
| S4 |
9,522.7 |
9,609.3 |
10,022.3 |
|
|
| 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 |
10,111.0 |
361.0 |
3.6% |
138.9 |
1.4% |
10% |
False |
True |
82,509 |
| 10 |
10,472.0 |
9,978.5 |
493.5 |
4.9% |
136.3 |
1.3% |
34% |
False |
False |
78,856 |
| 20 |
10,472.0 |
9,290.0 |
1,182.0 |
11.6% |
154.4 |
1.5% |
72% |
False |
False |
79,796 |
| 40 |
10,472.0 |
9,152.5 |
1,319.5 |
13.0% |
179.2 |
1.8% |
75% |
False |
False |
81,709 |
| 60 |
10,472.0 |
9,152.5 |
1,319.5 |
13.0% |
165.9 |
1.6% |
75% |
False |
False |
54,562 |
| 80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.4% |
161.6 |
1.6% |
73% |
False |
False |
40,969 |
| 100 |
10,508.0 |
9,152.5 |
1,355.5 |
13.4% |
159.1 |
1.6% |
73% |
False |
False |
32,801 |
| 120 |
10,508.0 |
8,732.0 |
1,776.0 |
17.5% |
149.1 |
1.5% |
80% |
False |
False |
27,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,292.3 |
|
2.618 |
10,925.1 |
|
1.618 |
10,700.1 |
|
1.000 |
10,561.0 |
|
0.618 |
10,475.1 |
|
HIGH |
10,336.0 |
|
0.618 |
10,250.1 |
|
0.500 |
10,223.5 |
|
0.382 |
10,197.0 |
|
LOW |
10,111.0 |
|
0.618 |
9,972.0 |
|
1.000 |
9,886.0 |
|
1.618 |
9,747.0 |
|
2.618 |
9,522.0 |
|
4.250 |
9,154.8 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,223.5 |
10,291.5 |
| PP |
10,197.7 |
10,243.0 |
| S1 |
10,171.8 |
10,194.5 |
|