| Trading Metrics calculated at close of trading on 07-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2017 |
07-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1,404.7 |
1,411.7 |
7.0 |
0.5% |
1,430.0 |
| High |
1,412.6 |
1,417.6 |
5.0 |
0.4% |
1,433.3 |
| Low |
1,402.8 |
1,406.0 |
3.2 |
0.2% |
1,400.2 |
| Close |
1,411.2 |
1,413.8 |
2.6 |
0.2% |
1,411.2 |
| Range |
9.8 |
11.6 |
1.8 |
18.4% |
33.1 |
| ATR |
15.0 |
14.7 |
-0.2 |
-1.6% |
0.0 |
| Volume |
73,652 |
62,278 |
-11,374 |
-15.4% |
487,279 |
|
| Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,447.3 |
1,442.3 |
1,420.3 |
|
| R3 |
1,435.8 |
1,430.5 |
1,417.0 |
|
| R2 |
1,424.0 |
1,424.0 |
1,416.0 |
|
| R1 |
1,419.0 |
1,419.0 |
1,414.8 |
1,421.5 |
| PP |
1,412.5 |
1,412.5 |
1,412.5 |
1,413.8 |
| S1 |
1,407.3 |
1,407.3 |
1,412.8 |
1,410.0 |
| S2 |
1,400.8 |
1,400.8 |
1,411.8 |
|
| S3 |
1,389.3 |
1,395.8 |
1,410.5 |
|
| S4 |
1,377.8 |
1,384.3 |
1,407.5 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,514.3 |
1,495.8 |
1,429.5 |
|
| R3 |
1,481.0 |
1,462.8 |
1,420.3 |
|
| R2 |
1,448.0 |
1,448.0 |
1,417.3 |
|
| R1 |
1,429.5 |
1,429.5 |
1,414.3 |
1,422.3 |
| PP |
1,415.0 |
1,415.0 |
1,415.0 |
1,411.3 |
| S1 |
1,396.5 |
1,396.5 |
1,408.3 |
1,389.3 |
| S2 |
1,381.8 |
1,381.8 |
1,405.3 |
|
| S3 |
1,348.8 |
1,363.5 |
1,402.0 |
|
| S4 |
1,315.5 |
1,330.3 |
1,393.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,432.1 |
1,400.2 |
31.9 |
2.3% |
14.5 |
1.0% |
43% |
False |
False |
90,983 |
| 10 |
1,452.3 |
1,400.2 |
52.1 |
3.7% |
14.8 |
1.0% |
26% |
False |
False |
95,387 |
| 20 |
1,452.3 |
1,399.9 |
52.4 |
3.7% |
14.0 |
1.0% |
27% |
False |
False |
93,172 |
| 40 |
1,452.3 |
1,393.5 |
58.8 |
4.2% |
15.5 |
1.1% |
35% |
False |
False |
115,785 |
| 60 |
1,452.3 |
1,344.3 |
108.0 |
7.6% |
15.8 |
1.1% |
64% |
False |
False |
84,789 |
| 80 |
1,452.3 |
1,344.0 |
108.3 |
7.7% |
13.5 |
0.9% |
64% |
False |
False |
63,617 |
| 100 |
1,452.3 |
1,332.3 |
120.0 |
8.5% |
12.8 |
0.9% |
68% |
False |
False |
50,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,467.0 |
|
2.618 |
1,448.0 |
|
1.618 |
1,436.3 |
|
1.000 |
1,429.3 |
|
0.618 |
1,424.8 |
|
HIGH |
1,417.5 |
|
0.618 |
1,413.3 |
|
0.500 |
1,411.8 |
|
0.382 |
1,410.5 |
|
LOW |
1,406.0 |
|
0.618 |
1,398.8 |
|
1.000 |
1,394.5 |
|
1.618 |
1,387.3 |
|
2.618 |
1,375.8 |
|
4.250 |
1,356.8 |
|
|
| Fisher Pivots for day following 07-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,413.3 |
1,412.3 |
| PP |
1,412.5 |
1,410.5 |
| S1 |
1,411.8 |
1,409.0 |
|