| Trading Metrics calculated at close of trading on 01-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,159.00 |
2,164.75 |
5.75 |
0.3% |
2,159.50 |
| High |
2,164.25 |
2,170.00 |
5.75 |
0.3% |
2,164.25 |
| Low |
2,150.00 |
2,152.50 |
2.50 |
0.1% |
2,143.00 |
| Close |
2,160.50 |
2,156.75 |
-3.75 |
-0.2% |
2,160.50 |
| Range |
14.25 |
17.50 |
3.25 |
22.8% |
21.25 |
| ATR |
20.40 |
20.19 |
-0.21 |
-1.0% |
0.00 |
| Volume |
3,283 |
4,637 |
1,354 |
41.2% |
28,497 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,212.25 |
2,202.00 |
2,166.50 |
|
| R3 |
2,194.75 |
2,184.50 |
2,161.50 |
|
| R2 |
2,177.25 |
2,177.25 |
2,160.00 |
|
| R1 |
2,167.00 |
2,167.00 |
2,158.25 |
2,163.50 |
| PP |
2,159.75 |
2,159.75 |
2,159.75 |
2,158.00 |
| S1 |
2,149.50 |
2,149.50 |
2,155.25 |
2,146.00 |
| S2 |
2,142.25 |
2,142.25 |
2,153.50 |
|
| S3 |
2,124.75 |
2,132.00 |
2,152.00 |
|
| S4 |
2,107.25 |
2,114.50 |
2,147.00 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,219.75 |
2,211.25 |
2,172.25 |
|
| R3 |
2,198.50 |
2,190.00 |
2,166.25 |
|
| R2 |
2,177.25 |
2,177.25 |
2,164.50 |
|
| R1 |
2,168.75 |
2,168.75 |
2,162.50 |
2,173.00 |
| PP |
2,156.00 |
2,156.00 |
2,156.00 |
2,158.00 |
| S1 |
2,147.50 |
2,147.50 |
2,158.50 |
2,151.75 |
| S2 |
2,134.75 |
2,134.75 |
2,156.50 |
|
| S3 |
2,113.50 |
2,126.25 |
2,154.75 |
|
| S4 |
2,092.25 |
2,105.00 |
2,148.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,170.00 |
2,143.00 |
27.00 |
1.3% |
15.75 |
0.7% |
51% |
True |
False |
5,187 |
| 10 |
2,170.00 |
2,143.00 |
27.00 |
1.3% |
14.75 |
0.7% |
51% |
True |
False |
4,327 |
| 20 |
2,170.00 |
2,057.50 |
112.50 |
5.2% |
18.50 |
0.9% |
88% |
True |
False |
3,557 |
| 40 |
2,170.00 |
1,972.25 |
197.75 |
9.2% |
23.75 |
1.1% |
93% |
True |
False |
2,893 |
| 60 |
2,170.00 |
1,972.25 |
197.75 |
9.2% |
22.75 |
1.1% |
93% |
True |
False |
2,081 |
| 80 |
2,170.00 |
1,972.25 |
197.75 |
9.2% |
22.25 |
1.0% |
93% |
True |
False |
1,666 |
| 100 |
2,170.00 |
1,944.25 |
225.75 |
10.5% |
22.00 |
1.0% |
94% |
True |
False |
1,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,244.50 |
|
2.618 |
2,215.75 |
|
1.618 |
2,198.25 |
|
1.000 |
2,187.50 |
|
0.618 |
2,180.75 |
|
HIGH |
2,170.00 |
|
0.618 |
2,163.25 |
|
0.500 |
2,161.25 |
|
0.382 |
2,159.25 |
|
LOW |
2,152.50 |
|
0.618 |
2,141.75 |
|
1.000 |
2,135.00 |
|
1.618 |
2,124.25 |
|
2.618 |
2,106.75 |
|
4.250 |
2,078.00 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,161.25 |
2,158.00 |
| PP |
2,159.75 |
2,157.50 |
| S1 |
2,158.25 |
2,157.25 |
|