| 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 |
10,129.0 |
10,233.5 |
104.5 |
1.0% |
10,117.5 |
| High |
10,216.5 |
10,279.5 |
63.0 |
0.6% |
10,381.0 |
| Low |
10,088.0 |
10,175.5 |
87.5 |
0.9% |
10,107.0 |
| Close |
10,164.5 |
10,214.0 |
49.5 |
0.5% |
10,326.0 |
| Range |
128.5 |
104.0 |
-24.5 |
-19.1% |
274.0 |
| ATR |
172.9 |
168.8 |
-4.1 |
-2.4% |
0.0 |
| Volume |
82,039 |
73,982 |
-8,057 |
-9.8% |
387,760 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,535.0 |
10,478.5 |
10,271.2 |
|
| R3 |
10,431.0 |
10,374.5 |
10,242.6 |
|
| R2 |
10,327.0 |
10,327.0 |
10,233.1 |
|
| R1 |
10,270.5 |
10,270.5 |
10,223.5 |
10,246.8 |
| PP |
10,223.0 |
10,223.0 |
10,223.0 |
10,211.1 |
| S1 |
10,166.5 |
10,166.5 |
10,204.5 |
10,142.8 |
| S2 |
10,119.0 |
10,119.0 |
10,194.9 |
|
| S3 |
10,015.0 |
10,062.5 |
10,185.4 |
|
| S4 |
9,911.0 |
9,958.5 |
10,156.8 |
|
|
| 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% |
146.7 |
1.4% |
33% |
False |
False |
81,517 |
| 10 |
10,472.0 |
10,059.5 |
412.5 |
4.0% |
132.4 |
1.3% |
37% |
False |
False |
79,146 |
| 20 |
10,472.0 |
9,356.5 |
1,115.5 |
10.9% |
147.2 |
1.4% |
77% |
False |
False |
78,958 |
| 40 |
10,472.0 |
9,152.5 |
1,319.5 |
12.9% |
179.0 |
1.8% |
80% |
False |
False |
85,401 |
| 60 |
10,472.0 |
9,152.5 |
1,319.5 |
12.9% |
165.0 |
1.6% |
80% |
False |
False |
57,157 |
| 80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.3% |
160.1 |
1.6% |
78% |
False |
False |
42,914 |
| 100 |
10,508.0 |
9,152.5 |
1,355.5 |
13.3% |
157.3 |
1.5% |
78% |
False |
False |
34,359 |
| 120 |
10,508.0 |
9,128.5 |
1,379.5 |
13.5% |
148.4 |
1.5% |
79% |
False |
False |
28,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,721.5 |
|
2.618 |
10,551.8 |
|
1.618 |
10,447.8 |
|
1.000 |
10,383.5 |
|
0.618 |
10,343.8 |
|
HIGH |
10,279.5 |
|
0.618 |
10,239.8 |
|
0.500 |
10,227.5 |
|
0.382 |
10,215.2 |
|
LOW |
10,175.5 |
|
0.618 |
10,111.2 |
|
1.000 |
10,071.5 |
|
1.618 |
10,007.2 |
|
2.618 |
9,903.2 |
|
4.250 |
9,733.5 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,227.5 |
10,213.3 |
| PP |
10,223.0 |
10,212.7 |
| S1 |
10,218.5 |
10,212.0 |
|