| Trading Metrics calculated at close of trading on 02-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,174.00 |
2,166.00 |
-8.00 |
-0.4% |
2,167.75 |
| High |
2,177.75 |
2,171.00 |
-6.75 |
-0.3% |
2,172.50 |
| Low |
2,159.75 |
2,141.50 |
-18.25 |
-0.8% |
2,152.00 |
| Close |
2,164.50 |
2,152.75 |
-11.75 |
-0.5% |
2,168.25 |
| Range |
18.00 |
29.50 |
11.50 |
63.9% |
20.50 |
| ATR |
20.50 |
21.14 |
0.64 |
3.1% |
0.00 |
| Volume |
1,659,094 |
1,958,950 |
299,856 |
18.1% |
7,856,806 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,243.50 |
2,227.75 |
2,169.00 |
|
| R3 |
2,214.00 |
2,198.25 |
2,160.75 |
|
| R2 |
2,184.50 |
2,184.50 |
2,158.25 |
|
| R1 |
2,168.75 |
2,168.75 |
2,155.50 |
2,162.00 |
| PP |
2,155.00 |
2,155.00 |
2,155.00 |
2,151.75 |
| S1 |
2,139.25 |
2,139.25 |
2,150.00 |
2,132.50 |
| S2 |
2,125.50 |
2,125.50 |
2,147.25 |
|
| S3 |
2,096.00 |
2,109.75 |
2,144.75 |
|
| S4 |
2,066.50 |
2,080.25 |
2,136.50 |
|
|
| 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 |
2,141.50 |
36.25 |
1.7% |
18.75 |
0.9% |
31% |
False |
True |
1,720,182 |
| 10 |
2,177.75 |
2,141.50 |
36.25 |
1.7% |
17.00 |
0.8% |
31% |
False |
True |
1,504,271 |
| 20 |
2,177.75 |
2,065.75 |
112.00 |
5.2% |
18.75 |
0.9% |
78% |
False |
False |
1,559,466 |
| 40 |
2,177.75 |
1,981.50 |
196.25 |
9.1% |
24.50 |
1.1% |
87% |
False |
False |
1,716,590 |
| 60 |
2,177.75 |
1,981.50 |
196.25 |
9.1% |
23.25 |
1.1% |
87% |
False |
False |
1,149,186 |
| 80 |
2,177.75 |
1,981.50 |
196.25 |
9.1% |
22.75 |
1.1% |
87% |
False |
False |
862,896 |
| 100 |
2,177.75 |
1,971.25 |
206.50 |
9.6% |
22.50 |
1.0% |
88% |
False |
False |
690,674 |
| 120 |
2,177.75 |
1,787.50 |
390.25 |
18.1% |
23.75 |
1.1% |
94% |
False |
False |
575,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,296.50 |
|
2.618 |
2,248.25 |
|
1.618 |
2,218.75 |
|
1.000 |
2,200.50 |
|
0.618 |
2,189.25 |
|
HIGH |
2,171.00 |
|
0.618 |
2,159.75 |
|
0.500 |
2,156.25 |
|
0.382 |
2,152.75 |
|
LOW |
2,141.50 |
|
0.618 |
2,123.25 |
|
1.000 |
2,112.00 |
|
1.618 |
2,093.75 |
|
2.618 |
2,064.25 |
|
4.250 |
2,016.00 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,156.25 |
2,159.50 |
| PP |
2,155.00 |
2,157.25 |
| S1 |
2,154.00 |
2,155.00 |
|