| 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 |
2,156.75 |
2,159.50 |
2.75 |
0.1% |
2,174.00 |
| High |
2,164.25 |
2,178.50 |
14.25 |
0.7% |
2,178.50 |
| Low |
2,154.00 |
2,159.25 |
5.25 |
0.2% |
2,141.50 |
| Close |
2,159.25 |
2,176.75 |
17.50 |
0.8% |
2,176.75 |
| Range |
10.25 |
19.25 |
9.00 |
87.8% |
37.00 |
| ATR |
19.82 |
19.78 |
-0.04 |
-0.2% |
0.00 |
| Volume |
1,239,577 |
1,370,482 |
130,905 |
10.6% |
7,599,279 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,229.25 |
2,222.25 |
2,187.25 |
|
| R3 |
2,210.00 |
2,203.00 |
2,182.00 |
|
| R2 |
2,190.75 |
2,190.75 |
2,180.25 |
|
| R1 |
2,183.75 |
2,183.75 |
2,178.50 |
2,187.25 |
| PP |
2,171.50 |
2,171.50 |
2,171.50 |
2,173.25 |
| S1 |
2,164.50 |
2,164.50 |
2,175.00 |
2,168.00 |
| S2 |
2,152.25 |
2,152.25 |
2,173.25 |
|
| S3 |
2,133.00 |
2,145.25 |
2,171.50 |
|
| S4 |
2,113.75 |
2,126.00 |
2,166.25 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,276.50 |
2,263.75 |
2,197.00 |
|
| R3 |
2,239.50 |
2,226.75 |
2,187.00 |
|
| R2 |
2,202.50 |
2,202.50 |
2,183.50 |
|
| R1 |
2,189.75 |
2,189.75 |
2,180.25 |
2,196.00 |
| PP |
2,165.50 |
2,165.50 |
2,165.50 |
2,168.75 |
| S1 |
2,152.75 |
2,152.75 |
2,173.25 |
2,159.00 |
| S2 |
2,128.50 |
2,128.50 |
2,170.00 |
|
| S3 |
2,091.50 |
2,115.75 |
2,166.50 |
|
| S4 |
2,054.50 |
2,078.75 |
2,156.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,178.50 |
2,141.50 |
37.00 |
1.7% |
18.00 |
0.8% |
95% |
True |
False |
1,519,855 |
| 10 |
2,178.50 |
2,141.50 |
37.00 |
1.7% |
16.75 |
0.8% |
95% |
True |
False |
1,545,608 |
| 20 |
2,178.50 |
2,120.00 |
58.50 |
2.7% |
16.50 |
0.8% |
97% |
True |
False |
1,474,352 |
| 40 |
2,178.50 |
1,981.50 |
197.00 |
9.1% |
24.50 |
1.1% |
99% |
True |
False |
1,789,068 |
| 60 |
2,178.50 |
1,981.50 |
197.00 |
9.1% |
23.00 |
1.1% |
99% |
True |
False |
1,215,193 |
| 80 |
2,178.50 |
1,981.50 |
197.00 |
9.1% |
22.25 |
1.0% |
99% |
True |
False |
912,577 |
| 100 |
2,178.50 |
1,981.50 |
197.00 |
9.1% |
22.25 |
1.0% |
99% |
True |
False |
730,473 |
| 120 |
2,178.50 |
1,865.50 |
313.00 |
14.4% |
23.25 |
1.1% |
99% |
True |
False |
608,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,260.25 |
|
2.618 |
2,229.00 |
|
1.618 |
2,209.75 |
|
1.000 |
2,197.75 |
|
0.618 |
2,190.50 |
|
HIGH |
2,178.50 |
|
0.618 |
2,171.25 |
|
0.500 |
2,169.00 |
|
0.382 |
2,166.50 |
|
LOW |
2,159.25 |
|
0.618 |
2,147.25 |
|
1.000 |
2,140.00 |
|
1.618 |
2,128.00 |
|
2.618 |
2,108.75 |
|
4.250 |
2,077.50 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,174.00 |
2,171.75 |
| PP |
2,171.50 |
2,166.75 |
| S1 |
2,169.00 |
2,162.00 |
|