| 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 |
18,409 |
18,343 |
-66 |
-0.4% |
18,488 |
| High |
18,449 |
18,375 |
-74 |
-0.4% |
18,527 |
| Low |
18,279 |
18,170 |
-109 |
-0.6% |
18,293 |
| Close |
18,326 |
18,248 |
-78 |
-0.4% |
18,362 |
| Range |
170 |
205 |
35 |
20.6% |
234 |
| ATR |
166 |
169 |
3 |
1.7% |
0 |
| Volume |
129,503 |
158,889 |
29,386 |
22.7% |
658,124 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,879 |
18,769 |
18,361 |
|
| R3 |
18,674 |
18,564 |
18,305 |
|
| R2 |
18,469 |
18,469 |
18,286 |
|
| R1 |
18,359 |
18,359 |
18,267 |
18,312 |
| PP |
18,264 |
18,264 |
18,264 |
18,241 |
| S1 |
18,154 |
18,154 |
18,229 |
18,107 |
| S2 |
18,059 |
18,059 |
18,211 |
|
| S3 |
17,854 |
17,949 |
18,192 |
|
| S4 |
17,649 |
17,744 |
18,135 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,096 |
18,963 |
18,491 |
|
| R3 |
18,862 |
18,729 |
18,426 |
|
| R2 |
18,628 |
18,628 |
18,405 |
|
| R1 |
18,495 |
18,495 |
18,384 |
18,445 |
| PP |
18,394 |
18,394 |
18,394 |
18,369 |
| S1 |
18,261 |
18,261 |
18,341 |
18,211 |
| S2 |
18,160 |
18,160 |
18,319 |
|
| S3 |
17,926 |
18,027 |
18,298 |
|
| S4 |
17,692 |
17,793 |
18,233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,471 |
18,170 |
301 |
1.6% |
153 |
0.8% |
26% |
False |
True |
140,830 |
| 10 |
18,565 |
18,170 |
395 |
2.2% |
139 |
0.8% |
20% |
False |
True |
125,828 |
| 20 |
18,565 |
17,618 |
947 |
5.2% |
150 |
0.8% |
67% |
False |
False |
131,021 |
| 40 |
18,565 |
16,961 |
1,604 |
8.8% |
193 |
1.1% |
80% |
False |
False |
147,540 |
| 60 |
18,565 |
16,961 |
1,604 |
8.8% |
186 |
1.0% |
80% |
False |
False |
98,580 |
| 80 |
18,565 |
16,961 |
1,604 |
8.8% |
178 |
1.0% |
80% |
False |
False |
73,959 |
| 100 |
18,565 |
16,900 |
1,665 |
9.1% |
170 |
0.9% |
81% |
False |
False |
59,183 |
| 120 |
18,565 |
15,450 |
3,115 |
17.1% |
162 |
0.9% |
90% |
False |
False |
49,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,246 |
|
2.618 |
18,912 |
|
1.618 |
18,707 |
|
1.000 |
18,580 |
|
0.618 |
18,502 |
|
HIGH |
18,375 |
|
0.618 |
18,297 |
|
0.500 |
18,273 |
|
0.382 |
18,248 |
|
LOW |
18,170 |
|
0.618 |
18,043 |
|
1.000 |
17,965 |
|
1.618 |
17,838 |
|
2.618 |
17,633 |
|
4.250 |
17,299 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,273 |
18,310 |
| PP |
18,264 |
18,289 |
| S1 |
18,256 |
18,269 |
|