| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,927.0 |
2,935.0 |
8.0 |
0.3% |
3,022.0 |
| High |
2,945.0 |
2,978.0 |
33.0 |
1.1% |
3,030.0 |
| Low |
2,914.0 |
2,930.0 |
16.0 |
0.5% |
2,888.0 |
| Close |
2,925.0 |
2,970.0 |
45.0 |
1.5% |
2,970.0 |
| Range |
31.0 |
48.0 |
17.0 |
54.8% |
142.0 |
| ATR |
54.2 |
54.1 |
-0.1 |
-0.2% |
0.0 |
| Volume |
818,027 |
647,334 |
-170,693 |
-20.9% |
4,485,416 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,103.3 |
3,084.7 |
2,996.4 |
|
| R3 |
3,055.3 |
3,036.7 |
2,983.2 |
|
| R2 |
3,007.3 |
3,007.3 |
2,978.8 |
|
| R1 |
2,988.7 |
2,988.7 |
2,974.4 |
2,998.0 |
| PP |
2,959.3 |
2,959.3 |
2,959.3 |
2,964.0 |
| S1 |
2,940.7 |
2,940.7 |
2,965.6 |
2,950.0 |
| S2 |
2,911.3 |
2,911.3 |
2,961.2 |
|
| S3 |
2,863.3 |
2,892.7 |
2,956.8 |
|
| S4 |
2,815.3 |
2,844.7 |
2,943.6 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,388.7 |
3,321.3 |
3,048.1 |
|
| R3 |
3,246.7 |
3,179.3 |
3,009.1 |
|
| R2 |
3,104.7 |
3,104.7 |
2,996.0 |
|
| R1 |
3,037.3 |
3,037.3 |
2,983.0 |
3,000.0 |
| PP |
2,962.7 |
2,962.7 |
2,962.7 |
2,944.0 |
| S1 |
2,895.3 |
2,895.3 |
2,957.0 |
2,858.0 |
| S2 |
2,820.7 |
2,820.7 |
2,944.0 |
|
| S3 |
2,678.7 |
2,753.3 |
2,931.0 |
|
| S4 |
2,536.7 |
2,611.3 |
2,891.9 |
|
|
| 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 |
4.8% |
51.8 |
1.7% |
58% |
False |
False |
897,083 |
| 10 |
3,030.0 |
2,888.0 |
142.0 |
4.8% |
43.8 |
1.5% |
58% |
False |
False |
913,754 |
| 20 |
3,030.0 |
2,836.0 |
194.0 |
6.5% |
43.7 |
1.5% |
69% |
False |
False |
972,075 |
| 40 |
3,058.0 |
2,645.0 |
413.0 |
13.9% |
57.4 |
1.9% |
79% |
False |
False |
1,312,801 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
53.2 |
1.8% |
75% |
False |
False |
901,264 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
50.5 |
1.7% |
75% |
False |
False |
677,861 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
49.9 |
1.7% |
75% |
False |
False |
544,222 |
| 120 |
3,078.0 |
2,645.0 |
433.0 |
14.6% |
46.5 |
1.6% |
75% |
False |
False |
454,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,182.0 |
|
2.618 |
3,103.7 |
|
1.618 |
3,055.7 |
|
1.000 |
3,026.0 |
|
0.618 |
3,007.7 |
|
HIGH |
2,978.0 |
|
0.618 |
2,959.7 |
|
0.500 |
2,954.0 |
|
0.382 |
2,948.3 |
|
LOW |
2,930.0 |
|
0.618 |
2,900.3 |
|
1.000 |
2,882.0 |
|
1.618 |
2,852.3 |
|
2.618 |
2,804.3 |
|
4.250 |
2,726.0 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,964.7 |
2,957.7 |
| PP |
2,959.3 |
2,945.3 |
| S1 |
2,954.0 |
2,933.0 |
|