| 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 |
10,300.0 |
10,129.0 |
-171.0 |
-1.7% |
10,117.5 |
| High |
10,336.0 |
10,216.5 |
-119.5 |
-1.2% |
10,381.0 |
| Low |
10,111.0 |
10,088.0 |
-23.0 |
-0.2% |
10,107.0 |
| Close |
10,146.0 |
10,164.5 |
18.5 |
0.2% |
10,326.0 |
| Range |
225.0 |
128.5 |
-96.5 |
-42.9% |
274.0 |
| ATR |
176.3 |
172.9 |
-3.4 |
-1.9% |
0.0 |
| Volume |
82,533 |
82,039 |
-494 |
-0.6% |
387,760 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,541.8 |
10,481.7 |
10,235.2 |
|
| R3 |
10,413.3 |
10,353.2 |
10,199.8 |
|
| R2 |
10,284.8 |
10,284.8 |
10,188.1 |
|
| R1 |
10,224.7 |
10,224.7 |
10,176.3 |
10,254.8 |
| PP |
10,156.3 |
10,156.3 |
10,156.3 |
10,171.4 |
| S1 |
10,096.2 |
10,096.2 |
10,152.7 |
10,126.3 |
| S2 |
10,027.8 |
10,027.8 |
10,140.9 |
|
| S3 |
9,899.3 |
9,967.7 |
10,129.2 |
|
| S4 |
9,770.8 |
9,839.2 |
10,093.8 |
|
|
| 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 |
10,088.0 |
384.0 |
3.8% |
150.3 |
1.5% |
20% |
False |
True |
81,306 |
| 10 |
10,472.0 |
10,059.5 |
412.5 |
4.1% |
133.1 |
1.3% |
25% |
False |
False |
78,897 |
| 20 |
10,472.0 |
9,351.5 |
1,120.5 |
11.0% |
149.2 |
1.5% |
73% |
False |
False |
79,659 |
| 40 |
10,472.0 |
9,152.5 |
1,319.5 |
13.0% |
178.6 |
1.8% |
77% |
False |
False |
83,677 |
| 60 |
10,472.0 |
9,152.5 |
1,319.5 |
13.0% |
165.2 |
1.6% |
77% |
False |
False |
55,926 |
| 80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.3% |
160.8 |
1.6% |
75% |
False |
False |
41,993 |
| 100 |
10,508.0 |
9,152.5 |
1,355.5 |
13.3% |
158.6 |
1.6% |
75% |
False |
False |
33,620 |
| 120 |
10,508.0 |
8,851.0 |
1,657.0 |
16.3% |
148.5 |
1.5% |
79% |
False |
False |
28,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,762.6 |
|
2.618 |
10,552.9 |
|
1.618 |
10,424.4 |
|
1.000 |
10,345.0 |
|
0.618 |
10,295.9 |
|
HIGH |
10,216.5 |
|
0.618 |
10,167.4 |
|
0.500 |
10,152.3 |
|
0.382 |
10,137.1 |
|
LOW |
10,088.0 |
|
0.618 |
10,008.6 |
|
1.000 |
9,959.5 |
|
1.618 |
9,880.1 |
|
2.618 |
9,751.6 |
|
4.250 |
9,541.9 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,160.4 |
10,280.0 |
| PP |
10,156.3 |
10,241.5 |
| S1 |
10,152.3 |
10,203.0 |
|