| 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 |
16,440 |
16,525 |
85 |
0.5% |
16,640 |
| High |
16,590 |
16,625 |
35 |
0.2% |
16,810 |
| Low |
16,160 |
16,400 |
240 |
1.5% |
16,160 |
| Close |
16,315 |
16,435 |
120 |
0.7% |
16,315 |
| Range |
430 |
225 |
-205 |
-47.7% |
650 |
| ATR |
305 |
306 |
0 |
0.1% |
0 |
| Volume |
59 |
7 |
-52 |
-88.1% |
121 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,162 |
17,023 |
16,559 |
|
| R3 |
16,937 |
16,798 |
16,497 |
|
| R2 |
16,712 |
16,712 |
16,476 |
|
| R1 |
16,573 |
16,573 |
16,456 |
16,530 |
| PP |
16,487 |
16,487 |
16,487 |
16,465 |
| S1 |
16,348 |
16,348 |
16,415 |
16,305 |
| S2 |
16,262 |
16,262 |
16,394 |
|
| S3 |
16,037 |
16,123 |
16,373 |
|
| S4 |
15,812 |
15,898 |
16,311 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,378 |
17,997 |
16,673 |
|
| R3 |
17,728 |
17,347 |
16,494 |
|
| R2 |
17,078 |
17,078 |
16,434 |
|
| R1 |
16,697 |
16,697 |
16,375 |
16,563 |
| PP |
16,428 |
16,428 |
16,428 |
16,361 |
| S1 |
16,047 |
16,047 |
16,256 |
15,913 |
| S2 |
15,778 |
15,778 |
16,196 |
|
| S3 |
15,128 |
15,397 |
16,136 |
|
| S4 |
14,478 |
14,747 |
15,958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,810 |
16,160 |
650 |
4.0% |
260 |
1.6% |
42% |
False |
False |
24 |
| 10 |
16,935 |
16,160 |
775 |
4.7% |
241 |
1.5% |
35% |
False |
False |
21 |
| 20 |
16,935 |
15,200 |
1,735 |
10.6% |
277 |
1.7% |
71% |
False |
False |
21 |
| 40 |
16,935 |
15,060 |
1,875 |
11.4% |
236 |
1.4% |
73% |
False |
False |
19 |
| 60 |
17,050 |
15,060 |
1,990 |
12.1% |
158 |
1.0% |
69% |
False |
False |
12 |
| 80 |
17,740 |
15,060 |
2,680 |
16.3% |
118 |
0.7% |
51% |
False |
False |
9 |
| 100 |
17,740 |
15,060 |
2,680 |
16.3% |
95 |
0.6% |
51% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,581 |
|
2.618 |
17,214 |
|
1.618 |
16,989 |
|
1.000 |
16,850 |
|
0.618 |
16,764 |
|
HIGH |
16,625 |
|
0.618 |
16,539 |
|
0.500 |
16,513 |
|
0.382 |
16,486 |
|
LOW |
16,400 |
|
0.618 |
16,261 |
|
1.000 |
16,175 |
|
1.618 |
16,036 |
|
2.618 |
15,811 |
|
4.250 |
15,444 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,513 |
16,421 |
| PP |
16,487 |
16,407 |
| S1 |
16,461 |
16,393 |
|