| 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 |
2,991.0 |
2,940.0 |
-51.0 |
-1.7% |
2,949.0 |
| High |
3,012.0 |
2,943.0 |
-69.0 |
-2.3% |
2,998.0 |
| Low |
2,937.0 |
2,882.0 |
-55.0 |
-1.9% |
2,934.0 |
| Close |
2,952.0 |
2,891.0 |
-61.0 |
-2.1% |
2,967.0 |
| Range |
75.0 |
61.0 |
-14.0 |
-18.7% |
64.0 |
| ATR |
49.3 |
50.8 |
1.5 |
3.0% |
0.0 |
| Volume |
1,037 |
3,226 |
2,189 |
211.1% |
17,220 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,088.3 |
3,050.7 |
2,924.6 |
|
| R3 |
3,027.3 |
2,989.7 |
2,907.8 |
|
| R2 |
2,966.3 |
2,966.3 |
2,902.2 |
|
| R1 |
2,928.7 |
2,928.7 |
2,896.6 |
2,917.0 |
| PP |
2,905.3 |
2,905.3 |
2,905.3 |
2,899.5 |
| S1 |
2,867.7 |
2,867.7 |
2,885.4 |
2,856.0 |
| S2 |
2,844.3 |
2,844.3 |
2,879.8 |
|
| S3 |
2,783.3 |
2,806.7 |
2,874.2 |
|
| S4 |
2,722.3 |
2,745.7 |
2,857.5 |
|
|
| 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 |
2,882.0 |
130.0 |
4.5% |
45.4 |
1.6% |
7% |
False |
True |
3,839 |
| 10 |
3,012.0 |
2,882.0 |
130.0 |
4.5% |
38.5 |
1.3% |
7% |
False |
True |
2,184 |
| 20 |
3,012.0 |
2,721.0 |
291.0 |
10.1% |
42.4 |
1.5% |
58% |
False |
False |
7,750 |
| 40 |
3,040.0 |
2,649.0 |
391.0 |
13.5% |
48.1 |
1.7% |
62% |
False |
False |
8,476 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
14.1% |
37.6 |
1.3% |
59% |
False |
False |
7,275 |
| 80 |
3,064.0 |
2,649.0 |
415.0 |
14.4% |
30.3 |
1.0% |
58% |
False |
False |
6,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,202.3 |
|
2.618 |
3,102.7 |
|
1.618 |
3,041.7 |
|
1.000 |
3,004.0 |
|
0.618 |
2,980.7 |
|
HIGH |
2,943.0 |
|
0.618 |
2,919.7 |
|
0.500 |
2,912.5 |
|
0.382 |
2,905.3 |
|
LOW |
2,882.0 |
|
0.618 |
2,844.3 |
|
1.000 |
2,821.0 |
|
1.618 |
2,783.3 |
|
2.618 |
2,722.3 |
|
4.250 |
2,622.8 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,912.5 |
2,947.0 |
| PP |
2,905.3 |
2,928.3 |
| S1 |
2,898.2 |
2,909.7 |
|