| 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 |
2,964.0 |
2,991.0 |
27.0 |
0.9% |
2,949.0 |
| High |
2,974.0 |
3,012.0 |
38.0 |
1.3% |
2,998.0 |
| Low |
2,949.0 |
2,937.0 |
-12.0 |
-0.4% |
2,934.0 |
| Close |
2,967.0 |
2,952.0 |
-15.0 |
-0.5% |
2,967.0 |
| Range |
25.0 |
75.0 |
50.0 |
200.0% |
64.0 |
| ATR |
47.3 |
49.3 |
2.0 |
4.2% |
0.0 |
| Volume |
70 |
1,037 |
967 |
1,381.4% |
17,220 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,192.0 |
3,147.0 |
2,993.3 |
|
| R3 |
3,117.0 |
3,072.0 |
2,972.6 |
|
| R2 |
3,042.0 |
3,042.0 |
2,965.8 |
|
| R1 |
2,997.0 |
2,997.0 |
2,958.9 |
2,982.0 |
| PP |
2,967.0 |
2,967.0 |
2,967.0 |
2,959.5 |
| S1 |
2,922.0 |
2,922.0 |
2,945.1 |
2,907.0 |
| S2 |
2,892.0 |
2,892.0 |
2,938.3 |
|
| S3 |
2,817.0 |
2,847.0 |
2,931.4 |
|
| S4 |
2,742.0 |
2,772.0 |
2,910.8 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,158.3 |
3,126.7 |
3,002.2 |
|
| R3 |
3,094.3 |
3,062.7 |
2,984.6 |
|
| R2 |
3,030.3 |
3,030.3 |
2,978.7 |
|
| R1 |
2,998.7 |
2,998.7 |
2,972.9 |
3,014.5 |
| PP |
2,966.3 |
2,966.3 |
2,966.3 |
2,974.3 |
| S1 |
2,934.7 |
2,934.7 |
2,961.1 |
2,950.5 |
| S2 |
2,902.3 |
2,902.3 |
2,955.3 |
|
| S3 |
2,838.3 |
2,870.7 |
2,949.4 |
|
| S4 |
2,774.3 |
2,806.7 |
2,931.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,012.0 |
2,934.0 |
78.0 |
2.6% |
39.8 |
1.3% |
23% |
True |
False |
3,622 |
| 10 |
3,012.0 |
2,890.0 |
122.0 |
4.1% |
35.9 |
1.2% |
51% |
True |
False |
1,866 |
| 20 |
3,012.0 |
2,721.0 |
291.0 |
9.9% |
41.8 |
1.4% |
79% |
True |
False |
8,948 |
| 40 |
3,040.0 |
2,649.0 |
391.0 |
13.2% |
47.2 |
1.6% |
77% |
False |
False |
8,684 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
13.8% |
36.9 |
1.3% |
74% |
False |
False |
7,263 |
| 80 |
3,064.0 |
2,649.0 |
415.0 |
14.1% |
29.5 |
1.0% |
73% |
False |
False |
5,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,330.8 |
|
2.618 |
3,208.4 |
|
1.618 |
3,133.4 |
|
1.000 |
3,087.0 |
|
0.618 |
3,058.4 |
|
HIGH |
3,012.0 |
|
0.618 |
2,983.4 |
|
0.500 |
2,974.5 |
|
0.382 |
2,965.7 |
|
LOW |
2,937.0 |
|
0.618 |
2,890.7 |
|
1.000 |
2,862.0 |
|
1.618 |
2,815.7 |
|
2.618 |
2,740.7 |
|
4.250 |
2,618.3 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,974.5 |
2,974.5 |
| PP |
2,967.0 |
2,967.0 |
| S1 |
2,959.5 |
2,959.5 |
|