| 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 |
1,333.2 |
1,348.8 |
15.6 |
1.2% |
1,322.7 |
| High |
1,353.3 |
1,353.5 |
0.2 |
0.0% |
1,353.3 |
| Low |
1,325.8 |
1,345.6 |
19.8 |
1.5% |
1,311.1 |
| Close |
1,349.0 |
1,351.4 |
2.4 |
0.2% |
1,349.0 |
| Range |
27.5 |
7.9 |
-19.6 |
-71.3% |
42.2 |
| ATR |
21.1 |
20.1 |
-0.9 |
-4.5% |
0.0 |
| Volume |
6,076 |
1,257 |
-4,819 |
-79.3% |
745,442 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,373.9 |
1,370.5 |
1,355.7 |
|
| R3 |
1,366.0 |
1,362.6 |
1,353.6 |
|
| R2 |
1,358.1 |
1,358.1 |
1,352.8 |
|
| R1 |
1,354.7 |
1,354.7 |
1,352.1 |
1,356.4 |
| PP |
1,350.2 |
1,350.2 |
1,350.2 |
1,351.0 |
| S1 |
1,346.8 |
1,346.8 |
1,350.7 |
1,348.5 |
| S2 |
1,342.3 |
1,342.3 |
1,350.0 |
|
| S3 |
1,334.4 |
1,338.9 |
1,349.2 |
|
| S4 |
1,326.5 |
1,331.0 |
1,347.1 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,464.4 |
1,448.9 |
1,372.2 |
|
| R3 |
1,422.2 |
1,406.7 |
1,360.6 |
|
| R2 |
1,380.0 |
1,380.0 |
1,356.7 |
|
| R1 |
1,364.5 |
1,364.5 |
1,352.9 |
1,372.3 |
| PP |
1,337.8 |
1,337.8 |
1,337.8 |
1,341.7 |
| S1 |
1,322.3 |
1,322.3 |
1,345.1 |
1,330.1 |
| S2 |
1,295.6 |
1,295.6 |
1,341.3 |
|
| S3 |
1,253.4 |
1,280.1 |
1,337.4 |
|
| S4 |
1,211.2 |
1,237.9 |
1,325.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,353.5 |
1,313.6 |
39.9 |
3.0% |
17.4 |
1.3% |
95% |
True |
False |
96,607 |
| 10 |
1,353.5 |
1,310.7 |
42.8 |
3.2% |
17.3 |
1.3% |
95% |
True |
False |
160,803 |
| 20 |
1,377.5 |
1,310.7 |
66.8 |
4.9% |
20.0 |
1.5% |
61% |
False |
False |
201,527 |
| 40 |
1,377.5 |
1,236.9 |
140.6 |
10.4% |
21.5 |
1.6% |
81% |
False |
False |
206,978 |
| 60 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
20.3 |
1.5% |
85% |
False |
False |
168,159 |
| 80 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
19.8 |
1.5% |
85% |
False |
False |
128,247 |
| 100 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
20.1 |
1.5% |
85% |
False |
False |
103,395 |
| 120 |
1,377.5 |
1,183.1 |
194.4 |
14.4% |
20.7 |
1.5% |
87% |
False |
False |
86,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,387.1 |
|
2.618 |
1,374.2 |
|
1.618 |
1,366.3 |
|
1.000 |
1,361.4 |
|
0.618 |
1,358.4 |
|
HIGH |
1,353.5 |
|
0.618 |
1,350.5 |
|
0.500 |
1,349.6 |
|
0.382 |
1,348.6 |
|
LOW |
1,345.6 |
|
0.618 |
1,340.7 |
|
1.000 |
1,337.7 |
|
1.618 |
1,332.8 |
|
2.618 |
1,324.9 |
|
4.250 |
1,312.0 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,350.8 |
1,347.5 |
| PP |
1,350.2 |
1,343.6 |
| S1 |
1,349.6 |
1,339.7 |
|