| Trading Metrics calculated at close of trading on 04-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
4,713.25 |
4,726.50 |
13.25 |
0.3% |
4,659.25 |
| High |
4,729.25 |
4,747.00 |
17.75 |
0.4% |
4,736.50 |
| Low |
4,698.00 |
4,715.00 |
17.00 |
0.4% |
4,641.00 |
| Close |
4,728.25 |
4,743.75 |
15.50 |
0.3% |
4,726.75 |
| Range |
31.25 |
32.00 |
0.75 |
2.4% |
95.50 |
| ATR |
50.71 |
49.38 |
-1.34 |
-2.6% |
0.00 |
| Volume |
170,596 |
167,881 |
-2,715 |
-1.6% |
1,013,687 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,831.25 |
4,819.50 |
4,761.25 |
|
| R3 |
4,799.25 |
4,787.50 |
4,752.50 |
|
| R2 |
4,767.25 |
4,767.25 |
4,749.50 |
|
| R1 |
4,755.50 |
4,755.50 |
4,746.75 |
4,761.50 |
| PP |
4,735.25 |
4,735.25 |
4,735.25 |
4,738.25 |
| S1 |
4,723.50 |
4,723.50 |
4,740.75 |
4,729.50 |
| S2 |
4,703.25 |
4,703.25 |
4,738.00 |
|
| S3 |
4,671.25 |
4,691.50 |
4,735.00 |
|
| S4 |
4,639.25 |
4,659.50 |
4,726.25 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,988.00 |
4,952.75 |
4,779.25 |
|
| R3 |
4,892.50 |
4,857.25 |
4,753.00 |
|
| R2 |
4,797.00 |
4,797.00 |
4,744.25 |
|
| R1 |
4,761.75 |
4,761.75 |
4,735.50 |
4,779.50 |
| PP |
4,701.50 |
4,701.50 |
4,701.50 |
4,710.25 |
| S1 |
4,666.25 |
4,666.25 |
4,718.00 |
4,684.00 |
| S2 |
4,606.00 |
4,606.00 |
4,709.25 |
|
| S3 |
4,510.50 |
4,570.75 |
4,700.50 |
|
| S4 |
4,415.00 |
4,475.25 |
4,674.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,760.25 |
4,681.75 |
78.50 |
1.7% |
41.50 |
0.9% |
79% |
False |
False |
201,323 |
| 10 |
4,760.25 |
4,628.50 |
131.75 |
2.8% |
39.75 |
0.8% |
87% |
False |
False |
196,591 |
| 20 |
4,760.25 |
4,439.75 |
320.50 |
6.8% |
43.50 |
0.9% |
95% |
False |
False |
191,969 |
| 40 |
4,760.25 |
4,167.75 |
592.50 |
12.5% |
58.25 |
1.2% |
97% |
False |
False |
221,689 |
| 60 |
4,760.25 |
4,167.75 |
592.50 |
12.5% |
56.00 |
1.2% |
97% |
False |
False |
148,368 |
| 80 |
4,760.25 |
4,167.75 |
592.50 |
12.5% |
56.50 |
1.2% |
97% |
False |
False |
111,304 |
| 100 |
4,760.25 |
4,167.75 |
592.50 |
12.5% |
55.75 |
1.2% |
97% |
False |
False |
89,059 |
| 120 |
4,760.25 |
4,081.25 |
679.00 |
14.3% |
52.00 |
1.1% |
98% |
False |
False |
74,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,883.00 |
|
2.618 |
4,830.75 |
|
1.618 |
4,798.75 |
|
1.000 |
4,779.00 |
|
0.618 |
4,766.75 |
|
HIGH |
4,747.00 |
|
0.618 |
4,734.75 |
|
0.500 |
4,731.00 |
|
0.382 |
4,727.25 |
|
LOW |
4,715.00 |
|
0.618 |
4,695.25 |
|
1.000 |
4,683.00 |
|
1.618 |
4,663.25 |
|
2.618 |
4,631.25 |
|
4.250 |
4,579.00 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,739.50 |
4,736.00 |
| PP |
4,735.25 |
4,728.25 |
| S1 |
4,731.00 |
4,720.50 |
|