| 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 |
2,144.50 |
2,149.50 |
5.00 |
0.2% |
2,159.50 |
| High |
2,150.50 |
2,156.25 |
5.75 |
0.3% |
2,164.25 |
| Low |
2,137.75 |
2,146.25 |
8.50 |
0.4% |
2,143.00 |
| Close |
2,149.50 |
2,151.75 |
2.25 |
0.1% |
2,160.50 |
| Range |
12.75 |
10.00 |
-2.75 |
-21.6% |
21.25 |
| ATR |
20.25 |
19.51 |
-0.73 |
-3.6% |
0.00 |
| Volume |
3,196 |
2,415 |
-781 |
-24.4% |
28,497 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,181.50 |
2,176.50 |
2,157.25 |
|
| R3 |
2,171.50 |
2,166.50 |
2,154.50 |
|
| R2 |
2,161.50 |
2,161.50 |
2,153.50 |
|
| R1 |
2,156.50 |
2,156.50 |
2,152.75 |
2,159.00 |
| PP |
2,151.50 |
2,151.50 |
2,151.50 |
2,152.50 |
| S1 |
2,146.50 |
2,146.50 |
2,150.75 |
2,149.00 |
| S2 |
2,141.50 |
2,141.50 |
2,150.00 |
|
| S3 |
2,131.50 |
2,136.50 |
2,149.00 |
|
| S4 |
2,121.50 |
2,126.50 |
2,146.25 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,219.75 |
2,211.25 |
2,172.25 |
|
| R3 |
2,198.50 |
2,190.00 |
2,166.25 |
|
| R2 |
2,177.25 |
2,177.25 |
2,164.50 |
|
| R1 |
2,168.75 |
2,168.75 |
2,162.50 |
2,173.00 |
| PP |
2,156.00 |
2,156.00 |
2,156.00 |
2,158.00 |
| S1 |
2,147.50 |
2,147.50 |
2,158.50 |
2,151.75 |
| S2 |
2,134.75 |
2,134.75 |
2,156.50 |
|
| S3 |
2,113.50 |
2,126.25 |
2,154.75 |
|
| S4 |
2,092.25 |
2,105.00 |
2,148.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,170.00 |
2,134.00 |
36.00 |
1.7% |
16.75 |
0.8% |
49% |
False |
False |
4,675 |
| 10 |
2,170.00 |
2,134.00 |
36.00 |
1.7% |
16.00 |
0.7% |
49% |
False |
False |
5,010 |
| 20 |
2,170.00 |
2,079.00 |
91.00 |
4.2% |
17.00 |
0.8% |
80% |
False |
False |
3,843 |
| 40 |
2,170.00 |
1,972.25 |
197.75 |
9.2% |
24.00 |
1.1% |
91% |
False |
False |
3,230 |
| 60 |
2,170.00 |
1,972.25 |
197.75 |
9.2% |
22.50 |
1.1% |
91% |
False |
False |
2,283 |
| 80 |
2,170.00 |
1,972.25 |
197.75 |
9.2% |
22.00 |
1.0% |
91% |
False |
False |
1,853 |
| 100 |
2,170.00 |
1,972.25 |
197.75 |
9.2% |
21.75 |
1.0% |
91% |
False |
False |
1,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,198.75 |
|
2.618 |
2,182.50 |
|
1.618 |
2,172.50 |
|
1.000 |
2,166.25 |
|
0.618 |
2,162.50 |
|
HIGH |
2,156.25 |
|
0.618 |
2,152.50 |
|
0.500 |
2,151.25 |
|
0.382 |
2,150.00 |
|
LOW |
2,146.25 |
|
0.618 |
2,140.00 |
|
1.000 |
2,136.25 |
|
1.618 |
2,130.00 |
|
2.618 |
2,120.00 |
|
4.250 |
2,103.75 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,151.50 |
2,150.75 |
| PP |
2,151.50 |
2,149.50 |
| S1 |
2,151.25 |
2,148.50 |
|