| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
15,970 |
16,245 |
275 |
1.7% |
16,525 |
| High |
16,230 |
16,440 |
210 |
1.3% |
16,625 |
| Low |
15,900 |
16,180 |
280 |
1.8% |
15,900 |
| Close |
16,210 |
16,405 |
195 |
1.2% |
16,405 |
| Range |
330 |
260 |
-70 |
-21.2% |
725 |
| ATR |
317 |
313 |
-4 |
-1.3% |
0 |
| Volume |
13 |
6 |
-7 |
-53.8% |
78 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,122 |
17,023 |
16,548 |
|
| R3 |
16,862 |
16,763 |
16,477 |
|
| R2 |
16,602 |
16,602 |
16,453 |
|
| R1 |
16,503 |
16,503 |
16,429 |
16,553 |
| PP |
16,342 |
16,342 |
16,342 |
16,366 |
| S1 |
16,243 |
16,243 |
16,381 |
16,293 |
| S2 |
16,082 |
16,082 |
16,357 |
|
| S3 |
15,822 |
15,983 |
16,334 |
|
| S4 |
15,562 |
15,723 |
16,262 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,485 |
18,170 |
16,804 |
|
| R3 |
17,760 |
17,445 |
16,605 |
|
| R2 |
17,035 |
17,035 |
16,538 |
|
| R1 |
16,720 |
16,720 |
16,472 |
16,515 |
| PP |
16,310 |
16,310 |
16,310 |
16,208 |
| S1 |
15,995 |
15,995 |
16,339 |
15,790 |
| S2 |
15,585 |
15,585 |
16,272 |
|
| S3 |
14,860 |
15,270 |
16,206 |
|
| S4 |
14,135 |
14,545 |
16,006 |
|
|
| 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 |
4.4% |
316 |
1.9% |
70% |
False |
False |
15 |
| 10 |
16,810 |
15,900 |
910 |
5.5% |
285 |
1.7% |
55% |
False |
False |
19 |
| 20 |
16,935 |
15,420 |
1,515 |
9.2% |
293 |
1.8% |
65% |
False |
False |
19 |
| 40 |
16,935 |
15,060 |
1,875 |
11.4% |
267 |
1.6% |
72% |
False |
False |
20 |
| 60 |
17,050 |
15,060 |
1,990 |
12.1% |
180 |
1.1% |
68% |
False |
False |
13 |
| 80 |
17,740 |
15,060 |
2,680 |
16.3% |
135 |
0.8% |
50% |
False |
False |
10 |
| 100 |
17,740 |
15,060 |
2,680 |
16.3% |
108 |
0.7% |
50% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,545 |
|
2.618 |
17,121 |
|
1.618 |
16,861 |
|
1.000 |
16,700 |
|
0.618 |
16,601 |
|
HIGH |
16,440 |
|
0.618 |
16,341 |
|
0.500 |
16,310 |
|
0.382 |
16,279 |
|
LOW |
16,180 |
|
0.618 |
16,019 |
|
1.000 |
15,920 |
|
1.618 |
15,759 |
|
2.618 |
15,499 |
|
4.250 |
15,075 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,373 |
16,327 |
| PP |
16,342 |
16,248 |
| S1 |
16,310 |
16,170 |
|