| 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 |
1,357.2 |
1,360.6 |
3.4 |
0.3% |
1,330.9 |
| High |
1,361.9 |
1,374.2 |
12.3 |
0.9% |
1,362.0 |
| Low |
1,353.2 |
1,353.7 |
0.5 |
0.0% |
1,319.3 |
| Close |
1,359.6 |
1,372.6 |
13.0 |
1.0% |
1,357.5 |
| Range |
8.7 |
20.5 |
11.8 |
135.6% |
42.7 |
| ATR |
20.0 |
20.0 |
0.0 |
0.2% |
0.0 |
| Volume |
112,655 |
161,783 |
49,128 |
43.6% |
812,980 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,428.3 |
1,421.0 |
1,383.9 |
|
| R3 |
1,407.8 |
1,400.5 |
1,378.2 |
|
| R2 |
1,387.3 |
1,387.3 |
1,376.4 |
|
| R1 |
1,380.0 |
1,380.0 |
1,374.5 |
1,383.7 |
| PP |
1,366.8 |
1,366.8 |
1,366.8 |
1,368.7 |
| S1 |
1,359.5 |
1,359.5 |
1,370.7 |
1,363.2 |
| S2 |
1,346.3 |
1,346.3 |
1,368.8 |
|
| S3 |
1,325.8 |
1,339.0 |
1,367.0 |
|
| S4 |
1,305.3 |
1,318.5 |
1,361.3 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,474.4 |
1,458.6 |
1,381.0 |
|
| R3 |
1,431.7 |
1,415.9 |
1,369.2 |
|
| R2 |
1,389.0 |
1,389.0 |
1,365.3 |
|
| R1 |
1,373.2 |
1,373.2 |
1,361.4 |
1,381.1 |
| PP |
1,346.3 |
1,346.3 |
1,346.3 |
1,350.2 |
| S1 |
1,330.5 |
1,330.5 |
1,353.6 |
1,338.4 |
| S2 |
1,303.6 |
1,303.6 |
1,349.7 |
|
| S3 |
1,260.9 |
1,287.8 |
1,345.8 |
|
| S4 |
1,218.2 |
1,245.1 |
1,334.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,374.2 |
1,323.0 |
51.2 |
3.7% |
19.3 |
1.4% |
97% |
True |
False |
173,820 |
| 10 |
1,374.2 |
1,318.5 |
55.7 |
4.1% |
18.3 |
1.3% |
97% |
True |
False |
124,131 |
| 20 |
1,384.4 |
1,318.5 |
65.9 |
4.8% |
19.7 |
1.4% |
82% |
False |
False |
75,093 |
| 40 |
1,384.4 |
1,242.7 |
141.7 |
10.3% |
21.5 |
1.6% |
92% |
False |
False |
43,282 |
| 60 |
1,384.4 |
1,207.0 |
177.4 |
12.9% |
19.8 |
1.4% |
93% |
False |
False |
30,915 |
| 80 |
1,384.4 |
1,207.0 |
177.4 |
12.9% |
19.3 |
1.4% |
93% |
False |
False |
23,876 |
| 100 |
1,384.4 |
1,207.0 |
177.4 |
12.9% |
19.4 |
1.4% |
93% |
False |
False |
19,542 |
| 120 |
1,384.4 |
1,194.0 |
190.4 |
13.9% |
20.4 |
1.5% |
94% |
False |
False |
16,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,461.3 |
|
2.618 |
1,427.9 |
|
1.618 |
1,407.4 |
|
1.000 |
1,394.7 |
|
0.618 |
1,386.9 |
|
HIGH |
1,374.2 |
|
0.618 |
1,366.4 |
|
0.500 |
1,364.0 |
|
0.382 |
1,361.5 |
|
LOW |
1,353.7 |
|
0.618 |
1,341.0 |
|
1.000 |
1,333.2 |
|
1.618 |
1,320.5 |
|
2.618 |
1,300.0 |
|
4.250 |
1,266.6 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,369.7 |
1,366.6 |
| PP |
1,366.8 |
1,360.6 |
| S1 |
1,364.0 |
1,354.6 |
|