| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,935.0 |
2,986.0 |
51.0 |
1.7% |
3,022.0 |
| High |
2,978.0 |
2,999.0 |
21.0 |
0.7% |
3,030.0 |
| Low |
2,930.0 |
2,975.0 |
45.0 |
1.5% |
2,888.0 |
| Close |
2,970.0 |
2,984.0 |
14.0 |
0.5% |
2,970.0 |
| Range |
48.0 |
24.0 |
-24.0 |
-50.0% |
142.0 |
| ATR |
54.1 |
52.3 |
-1.8 |
-3.3% |
0.0 |
| Volume |
647,334 |
887,388 |
240,054 |
37.1% |
4,485,416 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,058.0 |
3,045.0 |
2,997.2 |
|
| R3 |
3,034.0 |
3,021.0 |
2,990.6 |
|
| R2 |
3,010.0 |
3,010.0 |
2,988.4 |
|
| R1 |
2,997.0 |
2,997.0 |
2,986.2 |
2,991.5 |
| PP |
2,986.0 |
2,986.0 |
2,986.0 |
2,983.3 |
| S1 |
2,973.0 |
2,973.0 |
2,981.8 |
2,967.5 |
| S2 |
2,962.0 |
2,962.0 |
2,979.6 |
|
| S3 |
2,938.0 |
2,949.0 |
2,977.4 |
|
| S4 |
2,914.0 |
2,925.0 |
2,970.8 |
|
|
| 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 |
2,999.0 |
2,888.0 |
111.0 |
3.7% |
40.2 |
1.3% |
86% |
True |
False |
846,751 |
| 10 |
3,030.0 |
2,888.0 |
142.0 |
4.8% |
42.4 |
1.4% |
68% |
False |
False |
911,316 |
| 20 |
3,030.0 |
2,869.0 |
161.0 |
5.4% |
42.5 |
1.4% |
71% |
False |
False |
949,569 |
| 40 |
3,058.0 |
2,645.0 |
413.0 |
13.8% |
55.7 |
1.9% |
82% |
False |
False |
1,306,909 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
52.6 |
1.8% |
78% |
False |
False |
916,031 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
50.4 |
1.7% |
78% |
False |
False |
688,946 |
| 100 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
50.1 |
1.7% |
78% |
False |
False |
553,091 |
| 120 |
3,078.0 |
2,645.0 |
433.0 |
14.5% |
46.7 |
1.6% |
78% |
False |
False |
461,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,101.0 |
|
2.618 |
3,061.8 |
|
1.618 |
3,037.8 |
|
1.000 |
3,023.0 |
|
0.618 |
3,013.8 |
|
HIGH |
2,999.0 |
|
0.618 |
2,989.8 |
|
0.500 |
2,987.0 |
|
0.382 |
2,984.2 |
|
LOW |
2,975.0 |
|
0.618 |
2,960.2 |
|
1.000 |
2,951.0 |
|
1.618 |
2,936.2 |
|
2.618 |
2,912.2 |
|
4.250 |
2,873.0 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,987.0 |
2,974.8 |
| PP |
2,986.0 |
2,965.7 |
| S1 |
2,985.0 |
2,956.5 |
|