| 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 |
2,940.0 |
2,890.0 |
-50.0 |
-1.7% |
2,949.0 |
| High |
2,943.0 |
2,903.0 |
-40.0 |
-1.4% |
2,998.0 |
| Low |
2,882.0 |
2,874.0 |
-8.0 |
-0.3% |
2,934.0 |
| Close |
2,891.0 |
2,892.0 |
1.0 |
0.0% |
2,967.0 |
| Range |
61.0 |
29.0 |
-32.0 |
-52.5% |
64.0 |
| ATR |
50.8 |
49.2 |
-1.6 |
-3.1% |
0.0 |
| Volume |
3,226 |
71 |
-3,155 |
-97.8% |
17,220 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,976.7 |
2,963.3 |
2,908.0 |
|
| R3 |
2,947.7 |
2,934.3 |
2,900.0 |
|
| R2 |
2,918.7 |
2,918.7 |
2,897.3 |
|
| R1 |
2,905.3 |
2,905.3 |
2,894.7 |
2,912.0 |
| PP |
2,889.7 |
2,889.7 |
2,889.7 |
2,893.0 |
| S1 |
2,876.3 |
2,876.3 |
2,889.3 |
2,883.0 |
| S2 |
2,860.7 |
2,860.7 |
2,886.7 |
|
| S3 |
2,831.7 |
2,847.3 |
2,884.0 |
|
| S4 |
2,802.7 |
2,818.3 |
2,876.1 |
|
|
| 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 |
2,874.0 |
138.0 |
4.8% |
45.2 |
1.6% |
13% |
False |
True |
1,332 |
| 10 |
3,012.0 |
2,874.0 |
138.0 |
4.8% |
38.6 |
1.3% |
13% |
False |
True |
2,167 |
| 20 |
3,012.0 |
2,740.0 |
272.0 |
9.4% |
40.8 |
1.4% |
56% |
False |
False |
5,896 |
| 40 |
3,040.0 |
2,649.0 |
391.0 |
13.5% |
48.7 |
1.7% |
62% |
False |
False |
8,404 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
14.1% |
37.9 |
1.3% |
60% |
False |
False |
7,276 |
| 80 |
3,064.0 |
2,649.0 |
415.0 |
14.3% |
30.6 |
1.1% |
59% |
False |
False |
6,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,026.3 |
|
2.618 |
2,978.9 |
|
1.618 |
2,949.9 |
|
1.000 |
2,932.0 |
|
0.618 |
2,920.9 |
|
HIGH |
2,903.0 |
|
0.618 |
2,891.9 |
|
0.500 |
2,888.5 |
|
0.382 |
2,885.1 |
|
LOW |
2,874.0 |
|
0.618 |
2,856.1 |
|
1.000 |
2,845.0 |
|
1.618 |
2,827.1 |
|
2.618 |
2,798.1 |
|
4.250 |
2,750.8 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,890.8 |
2,943.0 |
| PP |
2,889.7 |
2,926.0 |
| S1 |
2,888.5 |
2,909.0 |
|