| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
5,452.0 |
5,486.0 |
34.0 |
0.6% |
5,531.0 |
| High |
5,465.0 |
5,502.0 |
37.0 |
0.7% |
5,569.0 |
| Low |
5,442.0 |
5,479.0 |
37.0 |
0.7% |
5,415.0 |
| Close |
5,458.0 |
5,483.0 |
25.0 |
0.5% |
5,458.0 |
| Range |
23.0 |
23.0 |
0.0 |
0.0% |
154.0 |
| ATR |
51.6 |
51.1 |
-0.5 |
-1.1% |
0.0 |
| Volume |
16,727 |
19,653 |
2,926 |
17.5% |
113,647 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,557.0 |
5,543.0 |
5,495.7 |
|
| R3 |
5,534.0 |
5,520.0 |
5,489.3 |
|
| R2 |
5,511.0 |
5,511.0 |
5,487.2 |
|
| R1 |
5,497.0 |
5,497.0 |
5,485.1 |
5,492.5 |
| PP |
5,488.0 |
5,488.0 |
5,488.0 |
5,485.8 |
| S1 |
5,474.0 |
5,474.0 |
5,480.9 |
5,469.5 |
| S2 |
5,465.0 |
5,465.0 |
5,478.8 |
|
| S3 |
5,442.0 |
5,451.0 |
5,476.7 |
|
| S4 |
5,419.0 |
5,428.0 |
5,470.4 |
|
|
| 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 |
5,548.0 |
5,415.0 |
133.0 |
2.4% |
37.4 |
0.7% |
51% |
False |
False |
21,913 |
| 10 |
5,569.0 |
5,415.0 |
154.0 |
2.8% |
37.7 |
0.7% |
44% |
False |
False |
22,887 |
| 20 |
5,569.0 |
5,306.0 |
263.0 |
4.8% |
37.8 |
0.7% |
67% |
False |
False |
23,117 |
| 40 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
52.0 |
0.9% |
85% |
False |
False |
31,629 |
| 60 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
45.6 |
0.8% |
85% |
False |
False |
21,495 |
| 80 |
5,569.0 |
4,993.0 |
576.0 |
10.5% |
38.3 |
0.7% |
85% |
False |
False |
16,150 |
| 100 |
5,569.0 |
4,836.0 |
733.0 |
13.4% |
34.8 |
0.6% |
88% |
False |
False |
12,930 |
| 120 |
5,569.0 |
4,773.0 |
796.0 |
14.5% |
29.6 |
0.5% |
89% |
False |
False |
10,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,599.8 |
|
2.618 |
5,562.2 |
|
1.618 |
5,539.2 |
|
1.000 |
5,525.0 |
|
0.618 |
5,516.2 |
|
HIGH |
5,502.0 |
|
0.618 |
5,493.2 |
|
0.500 |
5,490.5 |
|
0.382 |
5,487.8 |
|
LOW |
5,479.0 |
|
0.618 |
5,464.8 |
|
1.000 |
5,456.0 |
|
1.618 |
5,441.8 |
|
2.618 |
5,418.8 |
|
4.250 |
5,381.3 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,490.5 |
5,476.7 |
| PP |
5,488.0 |
5,470.3 |
| S1 |
5,485.5 |
5,464.0 |
|