| 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 |
247.52 |
247.49 |
-0.03 |
0.0% |
247.37 |
| High |
247.79 |
247.87 |
0.08 |
0.0% |
247.79 |
| Low |
246.97 |
247.37 |
0.40 |
0.2% |
246.37 |
| Close |
247.41 |
247.87 |
0.46 |
0.2% |
247.41 |
| Range |
0.82 |
0.50 |
-0.32 |
-39.0% |
1.42 |
| ATR |
1.21 |
1.16 |
-0.05 |
-4.2% |
0.00 |
| Volume |
60,191,800 |
31,995,000 |
-28,196,800 |
-46.8% |
269,147,900 |
|
| Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
249.20 |
249.04 |
248.15 |
|
| R3 |
248.70 |
248.54 |
248.01 |
|
| R2 |
248.20 |
248.20 |
247.96 |
|
| R1 |
248.04 |
248.04 |
247.92 |
248.12 |
| PP |
247.70 |
247.70 |
247.70 |
247.75 |
| S1 |
247.54 |
247.54 |
247.82 |
247.62 |
| S2 |
247.20 |
247.20 |
247.78 |
|
| S3 |
246.70 |
247.04 |
247.73 |
|
| S4 |
246.20 |
246.54 |
247.60 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
251.45 |
250.85 |
248.19 |
|
| R3 |
250.03 |
249.43 |
247.80 |
|
| R2 |
248.61 |
248.61 |
247.67 |
|
| R1 |
248.01 |
248.01 |
247.54 |
248.31 |
| PP |
247.19 |
247.19 |
247.19 |
247.34 |
| S1 |
246.59 |
246.59 |
247.28 |
246.89 |
| S2 |
245.77 |
245.77 |
247.15 |
|
| S3 |
244.35 |
245.17 |
247.02 |
|
| S4 |
242.93 |
243.75 |
246.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
247.87 |
246.37 |
1.50 |
0.6% |
0.81 |
0.3% |
100% |
True |
False |
47,060,860 |
| 10 |
248.00 |
245.68 |
2.32 |
0.9% |
0.95 |
0.4% |
94% |
False |
False |
52,448,859 |
| 20 |
248.00 |
240.85 |
7.15 |
2.9% |
0.98 |
0.4% |
98% |
False |
False |
52,198,234 |
| 40 |
248.00 |
239.96 |
8.04 |
3.2% |
1.21 |
0.5% |
98% |
False |
False |
59,149,879 |
| 60 |
248.00 |
235.43 |
12.57 |
5.1% |
1.23 |
0.5% |
99% |
False |
False |
63,809,793 |
| 80 |
248.00 |
232.51 |
15.49 |
6.2% |
1.25 |
0.5% |
99% |
False |
False |
66,044,685 |
| 100 |
248.00 |
231.61 |
16.39 |
6.6% |
1.34 |
0.5% |
99% |
False |
False |
69,509,538 |
| 120 |
248.00 |
231.61 |
16.39 |
6.6% |
1.33 |
0.5% |
99% |
False |
False |
71,226,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
250.00 |
|
2.618 |
249.18 |
|
1.618 |
248.68 |
|
1.000 |
248.37 |
|
0.618 |
248.18 |
|
HIGH |
247.87 |
|
0.618 |
247.68 |
|
0.500 |
247.62 |
|
0.382 |
247.56 |
|
LOW |
247.37 |
|
0.618 |
247.06 |
|
1.000 |
246.87 |
|
1.618 |
246.56 |
|
2.618 |
246.06 |
|
4.250 |
245.25 |
|
|
| Fisher Pivots for day following 07-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
247.79 |
247.67 |
| PP |
247.70 |
247.46 |
| S1 |
247.62 |
247.26 |
|