| Trading Metrics calculated at close of trading on 03-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,166.00 |
2,152.25 |
-13.75 |
-0.6% |
2,167.75 |
| High |
2,171.00 |
2,158.25 |
-12.75 |
-0.6% |
2,172.50 |
| Low |
2,141.50 |
2,145.25 |
3.75 |
0.2% |
2,152.00 |
| Close |
2,152.75 |
2,157.00 |
4.25 |
0.2% |
2,168.25 |
| Range |
29.50 |
13.00 |
-16.50 |
-55.9% |
20.50 |
| ATR |
21.14 |
20.56 |
-0.58 |
-2.8% |
0.00 |
| Volume |
1,958,950 |
1,371,176 |
-587,774 |
-30.0% |
7,856,806 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,192.50 |
2,187.75 |
2,164.25 |
|
| R3 |
2,179.50 |
2,174.75 |
2,160.50 |
|
| R2 |
2,166.50 |
2,166.50 |
2,159.50 |
|
| R1 |
2,161.75 |
2,161.75 |
2,158.25 |
2,164.00 |
| PP |
2,153.50 |
2,153.50 |
2,153.50 |
2,154.75 |
| S1 |
2,148.75 |
2,148.75 |
2,155.75 |
2,151.00 |
| S2 |
2,140.50 |
2,140.50 |
2,154.50 |
|
| S3 |
2,127.50 |
2,135.75 |
2,153.50 |
|
| S4 |
2,114.50 |
2,122.75 |
2,149.75 |
|
|
| 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% |
18.00 |
0.8% |
43% |
False |
False |
1,665,903 |
| 10 |
2,177.75 |
2,141.50 |
36.25 |
1.7% |
16.75 |
0.8% |
43% |
False |
False |
1,527,976 |
| 20 |
2,177.75 |
2,081.75 |
96.00 |
4.5% |
18.00 |
0.8% |
78% |
False |
False |
1,525,285 |
| 40 |
2,177.75 |
1,981.50 |
196.25 |
9.1% |
24.50 |
1.1% |
89% |
False |
False |
1,749,017 |
| 60 |
2,177.75 |
1,981.50 |
196.25 |
9.1% |
23.25 |
1.1% |
89% |
False |
False |
1,171,976 |
| 80 |
2,177.75 |
1,981.50 |
196.25 |
9.1% |
22.50 |
1.0% |
89% |
False |
False |
880,002 |
| 100 |
2,177.75 |
1,981.50 |
196.25 |
9.1% |
22.25 |
1.0% |
89% |
False |
False |
704,383 |
| 120 |
2,177.75 |
1,807.00 |
370.75 |
17.2% |
23.50 |
1.1% |
94% |
False |
False |
587,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,213.50 |
|
2.618 |
2,192.25 |
|
1.618 |
2,179.25 |
|
1.000 |
2,171.25 |
|
0.618 |
2,166.25 |
|
HIGH |
2,158.25 |
|
0.618 |
2,153.25 |
|
0.500 |
2,151.75 |
|
0.382 |
2,150.25 |
|
LOW |
2,145.25 |
|
0.618 |
2,137.25 |
|
1.000 |
2,132.25 |
|
1.618 |
2,124.25 |
|
2.618 |
2,111.25 |
|
4.250 |
2,090.00 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,155.25 |
2,159.50 |
| PP |
2,153.50 |
2,158.75 |
| S1 |
2,151.75 |
2,158.00 |
|