| 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 |
2,164.75 |
2,158.25 |
-6.50 |
-0.3% |
2,159.50 |
| High |
2,170.00 |
2,163.00 |
-7.00 |
-0.3% |
2,164.25 |
| Low |
2,152.50 |
2,134.00 |
-18.50 |
-0.9% |
2,143.00 |
| Close |
2,156.75 |
2,145.00 |
-11.75 |
-0.5% |
2,160.50 |
| Range |
17.50 |
29.00 |
11.50 |
65.7% |
21.25 |
| ATR |
20.19 |
20.82 |
0.63 |
3.1% |
0.00 |
| Volume |
4,637 |
9,846 |
5,209 |
112.3% |
28,497 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.25 |
2,218.75 |
2,161.00 |
|
| R3 |
2,205.25 |
2,189.75 |
2,153.00 |
|
| R2 |
2,176.25 |
2,176.25 |
2,150.25 |
|
| R1 |
2,160.75 |
2,160.75 |
2,147.75 |
2,154.00 |
| PP |
2,147.25 |
2,147.25 |
2,147.25 |
2,144.00 |
| S1 |
2,131.75 |
2,131.75 |
2,142.25 |
2,125.00 |
| S2 |
2,118.25 |
2,118.25 |
2,139.75 |
|
| S3 |
2,089.25 |
2,102.75 |
2,137.00 |
|
| S4 |
2,060.25 |
2,073.75 |
2,129.00 |
|
|
| 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 |
2,134.00 |
36.00 |
1.7% |
18.75 |
0.9% |
31% |
False |
True |
6,129 |
| 10 |
2,170.00 |
2,134.00 |
36.00 |
1.7% |
16.75 |
0.8% |
31% |
False |
True |
5,182 |
| 20 |
2,170.00 |
2,057.50 |
112.50 |
5.2% |
18.25 |
0.9% |
78% |
False |
False |
3,909 |
| 40 |
2,170.00 |
1,972.25 |
197.75 |
9.2% |
24.00 |
1.1% |
87% |
False |
False |
3,125 |
| 60 |
2,170.00 |
1,972.25 |
197.75 |
9.2% |
23.00 |
1.1% |
87% |
False |
False |
2,193 |
| 80 |
2,170.00 |
1,972.25 |
197.75 |
9.2% |
22.25 |
1.0% |
87% |
False |
False |
1,787 |
| 100 |
2,170.00 |
1,969.25 |
200.75 |
9.4% |
22.00 |
1.0% |
88% |
False |
False |
1,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,286.25 |
|
2.618 |
2,239.00 |
|
1.618 |
2,210.00 |
|
1.000 |
2,192.00 |
|
0.618 |
2,181.00 |
|
HIGH |
2,163.00 |
|
0.618 |
2,152.00 |
|
0.500 |
2,148.50 |
|
0.382 |
2,145.00 |
|
LOW |
2,134.00 |
|
0.618 |
2,116.00 |
|
1.000 |
2,105.00 |
|
1.618 |
2,087.00 |
|
2.618 |
2,058.00 |
|
4.250 |
2,010.75 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,148.50 |
2,152.00 |
| PP |
2,147.25 |
2,149.75 |
| S1 |
2,146.25 |
2,147.25 |
|