| Trading Metrics calculated at close of trading on 04-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,115 |
15,970 |
-145 |
-0.9% |
16,640 |
| High |
16,215 |
16,230 |
15 |
0.1% |
16,810 |
| Low |
15,950 |
15,900 |
-50 |
-0.3% |
16,160 |
| Close |
16,060 |
16,210 |
150 |
0.9% |
16,315 |
| Range |
265 |
330 |
65 |
24.5% |
650 |
| ATR |
316 |
317 |
1 |
0.3% |
0 |
| Volume |
46 |
13 |
-33 |
-71.7% |
121 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,103 |
16,987 |
16,392 |
|
| R3 |
16,773 |
16,657 |
16,301 |
|
| R2 |
16,443 |
16,443 |
16,271 |
|
| R1 |
16,327 |
16,327 |
16,240 |
16,385 |
| PP |
16,113 |
16,113 |
16,113 |
16,143 |
| S1 |
15,997 |
15,997 |
16,180 |
16,055 |
| S2 |
15,783 |
15,783 |
16,150 |
|
| S3 |
15,453 |
15,667 |
16,119 |
|
| S4 |
15,123 |
15,337 |
16,029 |
|
|
| 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 |
15,900 |
725 |
4.5% |
350 |
2.2% |
43% |
False |
True |
26 |
| 10 |
16,810 |
15,900 |
910 |
5.6% |
268 |
1.7% |
34% |
False |
True |
19 |
| 20 |
16,935 |
15,200 |
1,735 |
10.7% |
290 |
1.8% |
58% |
False |
False |
19 |
| 40 |
16,935 |
15,060 |
1,875 |
11.6% |
264 |
1.6% |
61% |
False |
False |
20 |
| 60 |
17,050 |
15,060 |
1,990 |
12.3% |
176 |
1.1% |
58% |
False |
False |
13 |
| 80 |
17,740 |
15,060 |
2,680 |
16.5% |
132 |
0.8% |
43% |
False |
False |
10 |
| 100 |
17,740 |
15,060 |
2,680 |
16.5% |
106 |
0.7% |
43% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,633 |
|
2.618 |
17,094 |
|
1.618 |
16,764 |
|
1.000 |
16,560 |
|
0.618 |
16,434 |
|
HIGH |
16,230 |
|
0.618 |
16,104 |
|
0.500 |
16,065 |
|
0.382 |
16,026 |
|
LOW |
15,900 |
|
0.618 |
15,696 |
|
1.000 |
15,570 |
|
1.618 |
15,366 |
|
2.618 |
15,036 |
|
4.250 |
14,498 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,162 |
16,205 |
| PP |
16,113 |
16,200 |
| S1 |
16,065 |
16,195 |
|