| 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 |
10,233.5 |
10,250.0 |
16.5 |
0.2% |
10,434.0 |
| High |
10,279.5 |
10,374.5 |
95.0 |
0.9% |
10,472.0 |
| Low |
10,175.5 |
10,209.0 |
33.5 |
0.3% |
10,088.0 |
| Close |
10,214.0 |
10,353.0 |
139.0 |
1.4% |
10,353.0 |
| Range |
104.0 |
165.5 |
61.5 |
59.1% |
384.0 |
| ATR |
168.8 |
168.6 |
-0.2 |
-0.1% |
0.0 |
| Volume |
73,982 |
61,894 |
-12,088 |
-16.3% |
390,458 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,808.7 |
10,746.3 |
10,444.0 |
|
| R3 |
10,643.2 |
10,580.8 |
10,398.5 |
|
| R2 |
10,477.7 |
10,477.7 |
10,383.3 |
|
| R1 |
10,415.3 |
10,415.3 |
10,368.2 |
10,446.5 |
| PP |
10,312.2 |
10,312.2 |
10,312.2 |
10,327.8 |
| S1 |
10,249.8 |
10,249.8 |
10,337.8 |
10,281.0 |
| S2 |
10,146.7 |
10,146.7 |
10,322.7 |
|
| S3 |
9,981.2 |
10,084.3 |
10,307.5 |
|
| S4 |
9,815.7 |
9,918.8 |
10,262.0 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,456.3 |
11,288.7 |
10,564.2 |
|
| R3 |
11,072.3 |
10,904.7 |
10,458.6 |
|
| R2 |
10,688.3 |
10,688.3 |
10,423.4 |
|
| R1 |
10,520.7 |
10,520.7 |
10,388.2 |
10,412.5 |
| PP |
10,304.3 |
10,304.3 |
10,304.3 |
10,250.3 |
| S1 |
10,136.7 |
10,136.7 |
10,317.8 |
10,028.5 |
| S2 |
9,920.3 |
9,920.3 |
10,282.6 |
|
| S3 |
9,536.3 |
9,752.7 |
10,247.4 |
|
| S4 |
9,152.3 |
9,368.7 |
10,141.8 |
|
|
| 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 |
3.7% |
164.8 |
1.6% |
69% |
False |
False |
78,091 |
| 10 |
10,472.0 |
10,088.0 |
384.0 |
3.7% |
137.5 |
1.3% |
69% |
False |
False |
77,821 |
| 20 |
10,472.0 |
9,675.5 |
796.5 |
7.7% |
141.0 |
1.4% |
85% |
False |
False |
77,366 |
| 40 |
10,472.0 |
9,152.5 |
1,319.5 |
12.7% |
179.1 |
1.7% |
91% |
False |
False |
86,742 |
| 60 |
10,472.0 |
9,152.5 |
1,319.5 |
12.7% |
165.6 |
1.6% |
91% |
False |
False |
58,184 |
| 80 |
10,508.0 |
9,152.5 |
1,355.5 |
13.1% |
160.2 |
1.5% |
89% |
False |
False |
43,684 |
| 100 |
10,508.0 |
9,152.5 |
1,355.5 |
13.1% |
157.4 |
1.5% |
89% |
False |
False |
34,976 |
| 120 |
10,508.0 |
9,128.5 |
1,379.5 |
13.3% |
149.5 |
1.4% |
89% |
False |
False |
29,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,077.9 |
|
2.618 |
10,807.8 |
|
1.618 |
10,642.3 |
|
1.000 |
10,540.0 |
|
0.618 |
10,476.8 |
|
HIGH |
10,374.5 |
|
0.618 |
10,311.3 |
|
0.500 |
10,291.8 |
|
0.382 |
10,272.2 |
|
LOW |
10,209.0 |
|
0.618 |
10,106.7 |
|
1.000 |
10,043.5 |
|
1.618 |
9,941.2 |
|
2.618 |
9,775.7 |
|
4.250 |
9,505.6 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,332.6 |
10,312.4 |
| PP |
10,312.2 |
10,271.8 |
| S1 |
10,291.8 |
10,231.3 |
|