| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
5,447.0 |
5,452.0 |
5.0 |
0.1% |
5,531.0 |
| High |
5,460.0 |
5,465.0 |
5.0 |
0.1% |
5,569.0 |
| Low |
5,426.0 |
5,442.0 |
16.0 |
0.3% |
5,415.0 |
| Close |
5,435.0 |
5,458.0 |
23.0 |
0.4% |
5,458.0 |
| Range |
34.0 |
23.0 |
-11.0 |
-32.4% |
154.0 |
| ATR |
53.3 |
51.6 |
-1.7 |
-3.1% |
0.0 |
| Volume |
19,642 |
16,727 |
-2,915 |
-14.8% |
113,647 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,524.0 |
5,514.0 |
5,470.7 |
|
| R3 |
5,501.0 |
5,491.0 |
5,464.3 |
|
| R2 |
5,478.0 |
5,478.0 |
5,462.2 |
|
| R1 |
5,468.0 |
5,468.0 |
5,460.1 |
5,473.0 |
| PP |
5,455.0 |
5,455.0 |
5,455.0 |
5,457.5 |
| S1 |
5,445.0 |
5,445.0 |
5,455.9 |
5,450.0 |
| S2 |
5,432.0 |
5,432.0 |
5,453.8 |
|
| S3 |
5,409.0 |
5,422.0 |
5,451.7 |
|
| S4 |
5,386.0 |
5,399.0 |
5,445.4 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,942.7 |
5,854.3 |
5,542.7 |
|
| R3 |
5,788.7 |
5,700.3 |
5,500.4 |
|
| R2 |
5,634.7 |
5,634.7 |
5,486.2 |
|
| R1 |
5,546.3 |
5,546.3 |
5,472.1 |
5,513.5 |
| PP |
5,480.7 |
5,480.7 |
5,480.7 |
5,464.3 |
| S1 |
5,392.3 |
5,392.3 |
5,443.9 |
5,359.5 |
| S2 |
5,326.7 |
5,326.7 |
5,429.8 |
|
| S3 |
5,172.7 |
5,238.3 |
5,415.7 |
|
| S4 |
5,018.7 |
5,084.3 |
5,373.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,569.0 |
5,415.0 |
154.0 |
2.8% |
42.6 |
0.8% |
28% |
False |
False |
22,729 |
| 10 |
5,569.0 |
5,415.0 |
154.0 |
2.8% |
39.1 |
0.7% |
28% |
False |
False |
22,772 |
| 20 |
5,569.0 |
5,250.0 |
319.0 |
5.8% |
39.4 |
0.7% |
65% |
False |
False |
23,443 |
| 40 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
52.4 |
1.0% |
81% |
False |
False |
31,534 |
| 60 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
45.2 |
0.8% |
81% |
False |
False |
21,167 |
| 80 |
5,569.0 |
4,993.0 |
576.0 |
10.6% |
38.0 |
0.7% |
81% |
False |
False |
15,904 |
| 100 |
5,569.0 |
4,836.0 |
733.0 |
13.4% |
35.1 |
0.6% |
85% |
False |
False |
12,734 |
| 120 |
5,569.0 |
4,773.0 |
796.0 |
14.6% |
29.4 |
0.5% |
86% |
False |
False |
10,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,562.8 |
|
2.618 |
5,525.2 |
|
1.618 |
5,502.2 |
|
1.000 |
5,488.0 |
|
0.618 |
5,479.2 |
|
HIGH |
5,465.0 |
|
0.618 |
5,456.2 |
|
0.500 |
5,453.5 |
|
0.382 |
5,450.8 |
|
LOW |
5,442.0 |
|
0.618 |
5,427.8 |
|
1.000 |
5,419.0 |
|
1.618 |
5,404.8 |
|
2.618 |
5,381.8 |
|
4.250 |
5,344.3 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,456.5 |
5,452.0 |
| PP |
5,455.0 |
5,446.0 |
| S1 |
5,453.5 |
5,440.0 |
|