| Trading Metrics calculated at close of trading on 03-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
247.47 |
247.31 |
-0.16 |
-0.1% |
246.79 |
| High |
247.60 |
247.34 |
-0.26 |
-0.1% |
248.00 |
| Low |
246.37 |
246.64 |
0.27 |
0.1% |
245.68 |
| Close |
247.44 |
246.96 |
-0.48 |
-0.2% |
246.91 |
| Range |
1.23 |
0.70 |
-0.53 |
-43.1% |
2.32 |
| ATR |
1.27 |
1.24 |
-0.03 |
-2.7% |
0.00 |
| Volume |
47,211,200 |
40,855,900 |
-6,355,300 |
-13.5% |
269,967,896 |
|
| Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
249.08 |
248.72 |
247.35 |
|
| R3 |
248.38 |
248.02 |
247.15 |
|
| R2 |
247.68 |
247.68 |
247.09 |
|
| R1 |
247.32 |
247.32 |
247.02 |
247.15 |
| PP |
246.98 |
246.98 |
246.98 |
246.90 |
| S1 |
246.62 |
246.62 |
246.90 |
246.45 |
| S2 |
246.28 |
246.28 |
246.83 |
|
| S3 |
245.58 |
245.92 |
246.77 |
|
| S4 |
244.88 |
245.22 |
246.58 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
253.82 |
252.69 |
248.19 |
|
| R3 |
251.50 |
250.37 |
247.55 |
|
| R2 |
249.18 |
249.18 |
247.34 |
|
| R1 |
248.05 |
248.05 |
247.12 |
248.62 |
| PP |
246.86 |
246.86 |
246.86 |
247.15 |
| S1 |
245.73 |
245.73 |
246.70 |
246.30 |
| S2 |
244.54 |
244.54 |
246.48 |
|
| S3 |
242.22 |
243.41 |
246.27 |
|
| S4 |
239.90 |
241.09 |
245.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
247.60 |
246.13 |
1.47 |
0.6% |
0.92 |
0.4% |
56% |
False |
False |
51,808,880 |
| 10 |
248.00 |
245.68 |
2.32 |
0.9% |
0.96 |
0.4% |
55% |
False |
False |
56,763,499 |
| 20 |
248.00 |
240.56 |
7.44 |
3.0% |
1.05 |
0.4% |
86% |
False |
False |
52,320,664 |
| 40 |
248.00 |
239.96 |
8.04 |
3.3% |
1.28 |
0.5% |
87% |
False |
False |
61,800,382 |
| 60 |
248.00 |
235.43 |
12.57 |
5.1% |
1.24 |
0.5% |
92% |
False |
False |
64,217,548 |
| 80 |
248.00 |
232.51 |
15.49 |
6.3% |
1.27 |
0.5% |
93% |
False |
False |
67,016,220 |
| 100 |
248.00 |
231.61 |
16.39 |
6.6% |
1.36 |
0.6% |
94% |
False |
False |
70,147,294 |
| 120 |
248.00 |
231.61 |
16.39 |
6.6% |
1.34 |
0.5% |
94% |
False |
False |
71,510,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
250.32 |
|
2.618 |
249.17 |
|
1.618 |
248.47 |
|
1.000 |
248.04 |
|
0.618 |
247.77 |
|
HIGH |
247.34 |
|
0.618 |
247.07 |
|
0.500 |
246.99 |
|
0.382 |
246.91 |
|
LOW |
246.64 |
|
0.618 |
246.21 |
|
1.000 |
245.94 |
|
1.618 |
245.51 |
|
2.618 |
244.81 |
|
4.250 |
243.67 |
|
|
| Fisher Pivots for day following 03-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
246.99 |
246.99 |
| PP |
246.98 |
246.98 |
| S1 |
246.97 |
246.97 |
|