| 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 |
2,902.0 |
2,927.0 |
25.0 |
0.9% |
2,964.0 |
| High |
2,921.0 |
2,945.0 |
24.0 |
0.8% |
3,014.0 |
| Low |
2,888.0 |
2,914.0 |
26.0 |
0.9% |
2,945.0 |
| Close |
2,907.0 |
2,925.0 |
18.0 |
0.6% |
2,983.0 |
| Range |
33.0 |
31.0 |
-2.0 |
-6.1% |
69.0 |
| ATR |
55.4 |
54.2 |
-1.2 |
-2.2% |
0.0 |
| Volume |
916,592 |
818,027 |
-98,565 |
-10.8% |
4,652,130 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,021.0 |
3,004.0 |
2,942.1 |
|
| R3 |
2,990.0 |
2,973.0 |
2,933.5 |
|
| R2 |
2,959.0 |
2,959.0 |
2,930.7 |
|
| R1 |
2,942.0 |
2,942.0 |
2,927.8 |
2,935.0 |
| PP |
2,928.0 |
2,928.0 |
2,928.0 |
2,924.5 |
| S1 |
2,911.0 |
2,911.0 |
2,922.2 |
2,904.0 |
| S2 |
2,897.0 |
2,897.0 |
2,919.3 |
|
| S3 |
2,866.0 |
2,880.0 |
2,916.5 |
|
| S4 |
2,835.0 |
2,849.0 |
2,908.0 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,187.7 |
3,154.3 |
3,021.0 |
|
| R3 |
3,118.7 |
3,085.3 |
3,002.0 |
|
| R2 |
3,049.7 |
3,049.7 |
2,995.7 |
|
| R1 |
3,016.3 |
3,016.3 |
2,989.3 |
3,033.0 |
| PP |
2,980.7 |
2,980.7 |
2,980.7 |
2,989.0 |
| S1 |
2,947.3 |
2,947.3 |
2,976.7 |
2,964.0 |
| S2 |
2,911.7 |
2,911.7 |
2,970.4 |
|
| S3 |
2,842.7 |
2,878.3 |
2,964.0 |
|
| S4 |
2,773.7 |
2,809.3 |
2,945.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,030.0 |
2,888.0 |
142.0 |
4.9% |
47.4 |
1.6% |
26% |
False |
False |
932,040 |
| 10 |
3,030.0 |
2,888.0 |
142.0 |
4.9% |
42.9 |
1.5% |
26% |
False |
False |
936,417 |
| 20 |
3,030.0 |
2,758.0 |
272.0 |
9.3% |
45.8 |
1.6% |
61% |
False |
False |
996,548 |
| 40 |
3,058.0 |
2,645.0 |
413.0 |
14.1% |
57.1 |
2.0% |
68% |
False |
False |
1,306,722 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.8% |
53.0 |
1.8% |
65% |
False |
False |
890,481 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.8% |
50.8 |
1.7% |
65% |
False |
False |
669,771 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.8% |
49.7 |
1.7% |
65% |
False |
False |
537,753 |
| 120 |
3,078.0 |
2,645.0 |
433.0 |
14.8% |
46.1 |
1.6% |
65% |
False |
False |
449,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,076.8 |
|
2.618 |
3,026.2 |
|
1.618 |
2,995.2 |
|
1.000 |
2,976.0 |
|
0.618 |
2,964.2 |
|
HIGH |
2,945.0 |
|
0.618 |
2,933.2 |
|
0.500 |
2,929.5 |
|
0.382 |
2,925.8 |
|
LOW |
2,914.0 |
|
0.618 |
2,894.8 |
|
1.000 |
2,883.0 |
|
1.618 |
2,863.8 |
|
2.618 |
2,832.8 |
|
4.250 |
2,782.3 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,929.5 |
2,924.7 |
| PP |
2,928.0 |
2,924.3 |
| S1 |
2,926.5 |
2,924.0 |
|