| Trading Metrics calculated at close of trading on 01-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,165.50 |
2,174.00 |
8.50 |
0.4% |
2,167.75 |
| High |
2,171.75 |
2,177.75 |
6.00 |
0.3% |
2,172.50 |
| Low |
2,157.50 |
2,159.75 |
2.25 |
0.1% |
2,152.00 |
| Close |
2,168.25 |
2,164.50 |
-3.75 |
-0.2% |
2,168.25 |
| Range |
14.25 |
18.00 |
3.75 |
26.3% |
20.50 |
| ATR |
20.69 |
20.50 |
-0.19 |
-0.9% |
0.00 |
| Volume |
1,718,155 |
1,659,094 |
-59,061 |
-3.4% |
7,856,806 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,221.25 |
2,211.00 |
2,174.50 |
|
| R3 |
2,203.25 |
2,193.00 |
2,169.50 |
|
| R2 |
2,185.25 |
2,185.25 |
2,167.75 |
|
| R1 |
2,175.00 |
2,175.00 |
2,166.25 |
2,171.00 |
| PP |
2,167.25 |
2,167.25 |
2,167.25 |
2,165.50 |
| S1 |
2,157.00 |
2,157.00 |
2,162.75 |
2,153.00 |
| S2 |
2,149.25 |
2,149.25 |
2,161.25 |
|
| S3 |
2,131.25 |
2,139.00 |
2,159.50 |
|
| S4 |
2,113.25 |
2,121.00 |
2,154.50 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,225.75 |
2,217.50 |
2,179.50 |
|
| R3 |
2,205.25 |
2,197.00 |
2,174.00 |
|
| R2 |
2,184.75 |
2,184.75 |
2,172.00 |
|
| R1 |
2,176.50 |
2,176.50 |
2,170.25 |
2,180.50 |
| PP |
2,164.25 |
2,164.25 |
2,164.25 |
2,166.25 |
| S1 |
2,156.00 |
2,156.00 |
2,166.25 |
2,160.00 |
| S2 |
2,143.75 |
2,143.75 |
2,164.50 |
|
| S3 |
2,123.25 |
2,135.50 |
2,162.50 |
|
| S4 |
2,102.75 |
2,115.00 |
2,157.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,177.75 |
2,152.00 |
25.75 |
1.2% |
15.75 |
0.7% |
49% |
True |
False |
1,650,199 |
| 10 |
2,177.75 |
2,151.25 |
26.50 |
1.2% |
15.00 |
0.7% |
50% |
True |
False |
1,423,539 |
| 20 |
2,177.75 |
2,065.75 |
112.00 |
5.2% |
18.75 |
0.9% |
88% |
True |
False |
1,554,665 |
| 40 |
2,177.75 |
1,981.50 |
196.25 |
9.1% |
24.00 |
1.1% |
93% |
True |
False |
1,669,198 |
| 60 |
2,177.75 |
1,981.50 |
196.25 |
9.1% |
23.25 |
1.1% |
93% |
True |
False |
1,116,737 |
| 80 |
2,177.75 |
1,981.50 |
196.25 |
9.1% |
22.75 |
1.0% |
93% |
True |
False |
838,429 |
| 100 |
2,177.75 |
1,950.50 |
227.25 |
10.5% |
22.50 |
1.0% |
94% |
True |
False |
671,089 |
| 120 |
2,177.75 |
1,787.50 |
390.25 |
18.0% |
23.75 |
1.1% |
97% |
True |
False |
559,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,254.25 |
|
2.618 |
2,224.75 |
|
1.618 |
2,206.75 |
|
1.000 |
2,195.75 |
|
0.618 |
2,188.75 |
|
HIGH |
2,177.75 |
|
0.618 |
2,170.75 |
|
0.500 |
2,168.75 |
|
0.382 |
2,166.75 |
|
LOW |
2,159.75 |
|
0.618 |
2,148.75 |
|
1.000 |
2,141.75 |
|
1.618 |
2,130.75 |
|
2.618 |
2,112.75 |
|
4.250 |
2,083.25 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,168.75 |
2,165.50 |
| PP |
2,167.25 |
2,165.25 |
| S1 |
2,166.00 |
2,165.00 |
|