| 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 |
2,159.50 |
2,176.00 |
16.50 |
0.8% |
2,174.00 |
| High |
2,178.50 |
2,183.00 |
4.50 |
0.2% |
2,178.50 |
| Low |
2,159.25 |
2,173.25 |
14.00 |
0.6% |
2,141.50 |
| Close |
2,176.75 |
2,175.50 |
-1.25 |
-0.1% |
2,176.75 |
| Range |
19.25 |
9.75 |
-9.50 |
-49.4% |
37.00 |
| ATR |
19.78 |
19.07 |
-0.72 |
-3.6% |
0.00 |
| Volume |
1,370,482 |
970,557 |
-399,925 |
-29.2% |
7,599,279 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,206.50 |
2,200.75 |
2,180.75 |
|
| R3 |
2,196.75 |
2,191.00 |
2,178.25 |
|
| R2 |
2,187.00 |
2,187.00 |
2,177.25 |
|
| R1 |
2,181.25 |
2,181.25 |
2,176.50 |
2,179.25 |
| PP |
2,177.25 |
2,177.25 |
2,177.25 |
2,176.25 |
| S1 |
2,171.50 |
2,171.50 |
2,174.50 |
2,169.50 |
| S2 |
2,167.50 |
2,167.50 |
2,173.75 |
|
| S3 |
2,157.75 |
2,161.75 |
2,172.75 |
|
| S4 |
2,148.00 |
2,152.00 |
2,170.25 |
|
|
| 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 |
2,183.00 |
2,141.50 |
41.50 |
1.9% |
16.25 |
0.8% |
82% |
True |
False |
1,382,148 |
| 10 |
2,183.00 |
2,141.50 |
41.50 |
1.9% |
16.00 |
0.7% |
82% |
True |
False |
1,516,173 |
| 20 |
2,183.00 |
2,128.50 |
54.50 |
2.5% |
16.00 |
0.7% |
86% |
True |
False |
1,449,514 |
| 40 |
2,183.00 |
1,981.50 |
201.50 |
9.3% |
24.25 |
1.1% |
96% |
True |
False |
1,768,351 |
| 60 |
2,183.00 |
1,981.50 |
201.50 |
9.3% |
22.75 |
1.0% |
96% |
True |
False |
1,231,172 |
| 80 |
2,183.00 |
1,981.50 |
201.50 |
9.3% |
22.25 |
1.0% |
96% |
True |
False |
924,695 |
| 100 |
2,183.00 |
1,981.50 |
201.50 |
9.3% |
22.25 |
1.0% |
96% |
True |
False |
740,173 |
| 120 |
2,183.00 |
1,871.00 |
312.00 |
14.3% |
22.75 |
1.1% |
98% |
True |
False |
616,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,224.50 |
|
2.618 |
2,208.50 |
|
1.618 |
2,198.75 |
|
1.000 |
2,192.75 |
|
0.618 |
2,189.00 |
|
HIGH |
2,183.00 |
|
0.618 |
2,179.25 |
|
0.500 |
2,178.00 |
|
0.382 |
2,177.00 |
|
LOW |
2,173.25 |
|
0.618 |
2,167.25 |
|
1.000 |
2,163.50 |
|
1.618 |
2,157.50 |
|
2.618 |
2,147.75 |
|
4.250 |
2,131.75 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,178.00 |
2,173.25 |
| PP |
2,177.25 |
2,170.75 |
| S1 |
2,176.50 |
2,168.50 |
|