| Trading Metrics calculated at close of trading on 02-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,468.00 |
2,474.00 |
6.00 |
0.2% |
2,469.75 |
| High |
2,477.25 |
2,476.00 |
-1.25 |
-0.1% |
2,480.50 |
| Low |
2,466.25 |
2,463.25 |
-3.00 |
-0.1% |
2,457.00 |
| Close |
2,472.25 |
2,473.50 |
1.25 |
0.1% |
2,470.25 |
| Range |
11.00 |
12.75 |
1.75 |
15.9% |
23.50 |
| ATR |
14.02 |
13.93 |
-0.09 |
-0.6% |
0.00 |
| Volume |
1,043,439 |
1,304,650 |
261,211 |
25.0% |
5,708,588 |
|
| Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,509.25 |
2,504.00 |
2,480.50 |
|
| R3 |
2,496.50 |
2,491.25 |
2,477.00 |
|
| R2 |
2,483.75 |
2,483.75 |
2,475.75 |
|
| R1 |
2,478.50 |
2,478.50 |
2,474.75 |
2,474.75 |
| PP |
2,471.00 |
2,471.00 |
2,471.00 |
2,469.00 |
| S1 |
2,465.75 |
2,465.75 |
2,472.25 |
2,462.00 |
| S2 |
2,458.25 |
2,458.25 |
2,471.25 |
|
| S3 |
2,445.50 |
2,453.00 |
2,470.00 |
|
| S4 |
2,432.75 |
2,440.25 |
2,466.50 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,539.75 |
2,528.50 |
2,483.25 |
|
| R3 |
2,516.25 |
2,505.00 |
2,476.75 |
|
| R2 |
2,492.75 |
2,492.75 |
2,474.50 |
|
| R1 |
2,481.50 |
2,481.50 |
2,472.50 |
2,487.00 |
| PP |
2,469.25 |
2,469.25 |
2,469.25 |
2,472.00 |
| S1 |
2,458.00 |
2,458.00 |
2,468.00 |
2,463.50 |
| S2 |
2,445.75 |
2,445.75 |
2,466.00 |
|
| S3 |
2,422.25 |
2,434.50 |
2,463.75 |
|
| S4 |
2,398.75 |
2,411.00 |
2,457.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,480.50 |
2,457.00 |
23.50 |
1.0% |
13.50 |
0.5% |
70% |
False |
False |
1,276,330 |
| 10 |
2,480.50 |
2,457.00 |
23.50 |
1.0% |
11.75 |
0.5% |
70% |
False |
False |
1,148,850 |
| 20 |
2,480.50 |
2,405.25 |
75.25 |
3.0% |
13.50 |
0.5% |
91% |
False |
False |
1,122,985 |
| 40 |
2,480.50 |
2,402.25 |
78.25 |
3.2% |
15.75 |
0.6% |
91% |
False |
False |
1,280,314 |
| 60 |
2,480.50 |
2,341.75 |
138.75 |
5.6% |
15.25 |
0.6% |
95% |
False |
False |
859,177 |
| 80 |
2,480.50 |
2,320.00 |
160.50 |
6.5% |
15.50 |
0.6% |
96% |
False |
False |
645,125 |
| 100 |
2,480.50 |
2,314.75 |
165.75 |
6.7% |
16.25 |
0.7% |
96% |
False |
False |
516,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,530.25 |
|
2.618 |
2,509.50 |
|
1.618 |
2,496.75 |
|
1.000 |
2,488.75 |
|
0.618 |
2,484.00 |
|
HIGH |
2,476.00 |
|
0.618 |
2,471.25 |
|
0.500 |
2,469.50 |
|
0.382 |
2,468.00 |
|
LOW |
2,463.25 |
|
0.618 |
2,455.25 |
|
1.000 |
2,450.50 |
|
1.618 |
2,442.50 |
|
2.618 |
2,429.75 |
|
4.250 |
2,409.00 |
|
|
| Fisher Pivots for day following 02-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,472.25 |
2,472.50 |
| PP |
2,471.00 |
2,471.25 |
| S1 |
2,469.50 |
2,470.25 |
|