| 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 |
2,152.25 |
2,156.75 |
4.50 |
0.2% |
2,167.75 |
| High |
2,158.25 |
2,164.25 |
6.00 |
0.3% |
2,172.50 |
| Low |
2,145.25 |
2,154.00 |
8.75 |
0.4% |
2,152.00 |
| Close |
2,157.00 |
2,159.25 |
2.25 |
0.1% |
2,168.25 |
| Range |
13.00 |
10.25 |
-2.75 |
-21.2% |
20.50 |
| ATR |
20.56 |
19.82 |
-0.74 |
-3.6% |
0.00 |
| Volume |
1,371,176 |
1,239,577 |
-131,599 |
-9.6% |
7,856,806 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,190.00 |
2,184.75 |
2,165.00 |
|
| R3 |
2,179.75 |
2,174.50 |
2,162.00 |
|
| R2 |
2,169.50 |
2,169.50 |
2,161.25 |
|
| R1 |
2,164.25 |
2,164.25 |
2,160.25 |
2,167.00 |
| PP |
2,159.25 |
2,159.25 |
2,159.25 |
2,160.50 |
| S1 |
2,154.00 |
2,154.00 |
2,158.25 |
2,156.50 |
| S2 |
2,149.00 |
2,149.00 |
2,157.25 |
|
| S3 |
2,138.75 |
2,143.75 |
2,156.50 |
|
| S4 |
2,128.50 |
2,133.50 |
2,153.50 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,225.75 |
2,217.50 |
2,179.50 |
|
| R3 |
2,205.25 |
2,197.00 |
2,174.00 |
|
| R2 |
2,184.75 |
2,184.75 |
2,172.00 |
|
| R1 |
2,176.50 |
2,176.50 |
2,170.25 |
2,180.50 |
| PP |
2,164.25 |
2,164.25 |
2,164.25 |
2,166.25 |
| S1 |
2,156.00 |
2,156.00 |
2,166.25 |
2,160.00 |
| S2 |
2,143.75 |
2,143.75 |
2,164.50 |
|
| S3 |
2,123.25 |
2,135.50 |
2,162.50 |
|
| S4 |
2,102.75 |
2,115.00 |
2,157.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,177.75 |
2,141.50 |
36.25 |
1.7% |
17.00 |
0.8% |
49% |
False |
False |
1,589,390 |
| 10 |
2,177.75 |
2,141.50 |
36.25 |
1.7% |
16.25 |
0.7% |
49% |
False |
False |
1,521,866 |
| 20 |
2,177.75 |
2,087.50 |
90.25 |
4.2% |
17.50 |
0.8% |
80% |
False |
False |
1,503,946 |
| 40 |
2,177.75 |
1,981.50 |
196.25 |
9.1% |
24.25 |
1.1% |
91% |
False |
False |
1,774,455 |
| 60 |
2,177.75 |
1,981.50 |
196.25 |
9.1% |
23.00 |
1.1% |
91% |
False |
False |
1,192,454 |
| 80 |
2,177.75 |
1,981.50 |
196.25 |
9.1% |
22.25 |
1.0% |
91% |
False |
False |
895,476 |
| 100 |
2,177.75 |
1,981.50 |
196.25 |
9.1% |
22.25 |
1.0% |
91% |
False |
False |
716,772 |
| 120 |
2,177.75 |
1,850.00 |
327.75 |
15.2% |
23.25 |
1.1% |
94% |
False |
False |
597,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,207.75 |
|
2.618 |
2,191.00 |
|
1.618 |
2,180.75 |
|
1.000 |
2,174.50 |
|
0.618 |
2,170.50 |
|
HIGH |
2,164.25 |
|
0.618 |
2,160.25 |
|
0.500 |
2,159.00 |
|
0.382 |
2,158.00 |
|
LOW |
2,154.00 |
|
0.618 |
2,147.75 |
|
1.000 |
2,143.75 |
|
1.618 |
2,137.50 |
|
2.618 |
2,127.25 |
|
4.250 |
2,110.50 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,159.25 |
2,158.25 |
| PP |
2,159.25 |
2,157.25 |
| S1 |
2,159.00 |
2,156.25 |
|