| 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 |
16,525 |
16,250 |
-275 |
-1.7% |
16,640 |
| High |
16,625 |
16,490 |
-135 |
-0.8% |
16,810 |
| Low |
16,400 |
15,990 |
-410 |
-2.5% |
16,160 |
| Close |
16,435 |
16,080 |
-355 |
-2.2% |
16,315 |
| Range |
225 |
500 |
275 |
122.2% |
650 |
| ATR |
306 |
320 |
14 |
4.5% |
0 |
| Volume |
7 |
6 |
-1 |
-14.3% |
121 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,687 |
17,383 |
16,355 |
|
| R3 |
17,187 |
16,883 |
16,218 |
|
| R2 |
16,687 |
16,687 |
16,172 |
|
| R1 |
16,383 |
16,383 |
16,126 |
16,285 |
| PP |
16,187 |
16,187 |
16,187 |
16,138 |
| S1 |
15,883 |
15,883 |
16,034 |
15,785 |
| S2 |
15,687 |
15,687 |
15,988 |
|
| S3 |
15,187 |
15,383 |
15,943 |
|
| S4 |
14,687 |
14,883 |
15,805 |
|
|
| 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 |
15,990 |
820 |
5.1% |
315 |
2.0% |
11% |
False |
True |
23 |
| 10 |
16,935 |
15,990 |
945 |
5.9% |
280 |
1.7% |
10% |
False |
True |
21 |
| 20 |
16,935 |
15,200 |
1,735 |
10.8% |
281 |
1.7% |
51% |
False |
False |
16 |
| 40 |
16,935 |
15,060 |
1,875 |
11.7% |
249 |
1.5% |
54% |
False |
False |
19 |
| 60 |
17,050 |
15,060 |
1,990 |
12.4% |
166 |
1.0% |
51% |
False |
False |
12 |
| 80 |
17,740 |
15,060 |
2,680 |
16.7% |
125 |
0.8% |
38% |
False |
False |
9 |
| 100 |
17,740 |
15,060 |
2,680 |
16.7% |
100 |
0.6% |
38% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,615 |
|
2.618 |
17,799 |
|
1.618 |
17,299 |
|
1.000 |
16,990 |
|
0.618 |
16,799 |
|
HIGH |
16,490 |
|
0.618 |
16,299 |
|
0.500 |
16,240 |
|
0.382 |
16,181 |
|
LOW |
15,990 |
|
0.618 |
15,681 |
|
1.000 |
15,490 |
|
1.618 |
15,181 |
|
2.618 |
14,681 |
|
4.250 |
13,865 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,240 |
16,308 |
| PP |
16,187 |
16,232 |
| S1 |
16,133 |
16,156 |
|