| 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 |
1,352.1 |
1,362.4 |
10.3 |
0.8% |
1,322.7 |
| High |
1,366.1 |
1,364.7 |
-1.4 |
-0.1% |
1,353.3 |
| Low |
1,346.6 |
1,353.3 |
6.7 |
0.5% |
1,311.1 |
| Close |
1,364.4 |
1,356.1 |
-8.3 |
-0.6% |
1,349.0 |
| Range |
19.5 |
11.4 |
-8.1 |
-41.5% |
42.2 |
| ATR |
20.1 |
19.5 |
-0.6 |
-3.1% |
0.0 |
| Volume |
2,941 |
715 |
-2,226 |
-75.7% |
745,442 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,392.2 |
1,385.6 |
1,362.4 |
|
| R3 |
1,380.8 |
1,374.2 |
1,359.2 |
|
| R2 |
1,369.4 |
1,369.4 |
1,358.2 |
|
| R1 |
1,362.8 |
1,362.8 |
1,357.1 |
1,360.4 |
| PP |
1,358.0 |
1,358.0 |
1,358.0 |
1,356.9 |
| S1 |
1,351.4 |
1,351.4 |
1,355.1 |
1,349.0 |
| S2 |
1,346.6 |
1,346.6 |
1,354.0 |
|
| S3 |
1,335.2 |
1,340.0 |
1,353.0 |
|
| S4 |
1,323.8 |
1,328.6 |
1,349.8 |
|
|
| 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 |
1,366.1 |
1,325.8 |
40.3 |
3.0% |
16.1 |
1.2% |
75% |
False |
False |
13,579 |
| 10 |
1,366.1 |
1,310.7 |
55.4 |
4.1% |
16.8 |
1.2% |
82% |
False |
False |
123,608 |
| 20 |
1,376.5 |
1,310.7 |
65.8 |
4.9% |
19.4 |
1.4% |
69% |
False |
False |
172,166 |
| 40 |
1,377.5 |
1,245.5 |
132.0 |
9.7% |
21.7 |
1.6% |
84% |
False |
False |
199,983 |
| 60 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
20.1 |
1.5% |
88% |
False |
False |
167,258 |
| 80 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
19.8 |
1.5% |
88% |
False |
False |
128,140 |
| 100 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
19.7 |
1.4% |
88% |
False |
False |
103,361 |
| 120 |
1,377.5 |
1,193.2 |
184.3 |
13.6% |
20.3 |
1.5% |
88% |
False |
False |
86,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,413.2 |
|
2.618 |
1,394.5 |
|
1.618 |
1,383.1 |
|
1.000 |
1,376.1 |
|
0.618 |
1,371.7 |
|
HIGH |
1,364.7 |
|
0.618 |
1,360.3 |
|
0.500 |
1,359.0 |
|
0.382 |
1,357.7 |
|
LOW |
1,353.3 |
|
0.618 |
1,346.3 |
|
1.000 |
1,341.9 |
|
1.618 |
1,334.9 |
|
2.618 |
1,323.5 |
|
4.250 |
1,304.9 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,359.0 |
1,356.0 |
| PP |
1,358.0 |
1,355.9 |
| S1 |
1,357.1 |
1,355.9 |
|