| Trading Metrics calculated at close of trading on 03-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,250 |
16,115 |
-135 |
-0.8% |
16,640 |
| High |
16,490 |
16,215 |
-275 |
-1.7% |
16,810 |
| Low |
15,990 |
15,950 |
-40 |
-0.3% |
16,160 |
| Close |
16,080 |
16,060 |
-20 |
-0.1% |
16,315 |
| Range |
500 |
265 |
-235 |
-47.0% |
650 |
| ATR |
320 |
316 |
-4 |
-1.2% |
0 |
| Volume |
6 |
46 |
40 |
666.7% |
121 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,870 |
16,730 |
16,206 |
|
| R3 |
16,605 |
16,465 |
16,133 |
|
| R2 |
16,340 |
16,340 |
16,109 |
|
| R1 |
16,200 |
16,200 |
16,084 |
16,138 |
| PP |
16,075 |
16,075 |
16,075 |
16,044 |
| S1 |
15,935 |
15,935 |
16,036 |
15,873 |
| S2 |
15,810 |
15,810 |
16,012 |
|
| S3 |
15,545 |
15,670 |
15,987 |
|
| S4 |
15,280 |
15,405 |
15,914 |
|
|
| 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 |
16,625 |
15,950 |
675 |
4.2% |
326 |
2.0% |
16% |
False |
True |
32 |
| 10 |
16,935 |
15,950 |
985 |
6.1% |
279 |
1.7% |
11% |
False |
True |
20 |
| 20 |
16,935 |
15,200 |
1,735 |
10.8% |
284 |
1.8% |
50% |
False |
False |
18 |
| 40 |
16,935 |
15,060 |
1,875 |
11.7% |
256 |
1.6% |
53% |
False |
False |
20 |
| 60 |
17,050 |
15,060 |
1,990 |
12.4% |
170 |
1.1% |
50% |
False |
False |
13 |
| 80 |
17,740 |
15,060 |
2,680 |
16.7% |
128 |
0.8% |
37% |
False |
False |
10 |
| 100 |
17,740 |
15,060 |
2,680 |
16.7% |
102 |
0.6% |
37% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,341 |
|
2.618 |
16,909 |
|
1.618 |
16,644 |
|
1.000 |
16,480 |
|
0.618 |
16,379 |
|
HIGH |
16,215 |
|
0.618 |
16,114 |
|
0.500 |
16,083 |
|
0.382 |
16,051 |
|
LOW |
15,950 |
|
0.618 |
15,786 |
|
1.000 |
15,685 |
|
1.618 |
15,521 |
|
2.618 |
15,256 |
|
4.250 |
14,824 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,083 |
16,288 |
| PP |
16,075 |
16,212 |
| S1 |
16,068 |
16,136 |
|