| 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 |
2,149.50 |
2,152.50 |
3.00 |
0.1% |
2,164.75 |
| High |
2,156.25 |
2,170.75 |
14.50 |
0.7% |
2,170.75 |
| Low |
2,146.25 |
2,152.25 |
6.00 |
0.3% |
2,134.00 |
| Close |
2,151.75 |
2,169.25 |
17.50 |
0.8% |
2,169.25 |
| Range |
10.00 |
18.50 |
8.50 |
85.0% |
36.75 |
| ATR |
19.51 |
19.48 |
-0.04 |
-0.2% |
0.00 |
| Volume |
2,415 |
2,303 |
-112 |
-4.6% |
22,397 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,219.50 |
2,213.00 |
2,179.50 |
|
| R3 |
2,201.00 |
2,194.50 |
2,174.25 |
|
| R2 |
2,182.50 |
2,182.50 |
2,172.75 |
|
| R1 |
2,176.00 |
2,176.00 |
2,171.00 |
2,179.25 |
| PP |
2,164.00 |
2,164.00 |
2,164.00 |
2,165.75 |
| S1 |
2,157.50 |
2,157.50 |
2,167.50 |
2,160.75 |
| S2 |
2,145.50 |
2,145.50 |
2,165.75 |
|
| S3 |
2,127.00 |
2,139.00 |
2,164.25 |
|
| S4 |
2,108.50 |
2,120.50 |
2,159.00 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,268.25 |
2,255.50 |
2,189.50 |
|
| R3 |
2,231.50 |
2,218.75 |
2,179.25 |
|
| R2 |
2,194.75 |
2,194.75 |
2,176.00 |
|
| R1 |
2,182.00 |
2,182.00 |
2,172.50 |
2,188.50 |
| PP |
2,158.00 |
2,158.00 |
2,158.00 |
2,161.25 |
| S1 |
2,145.25 |
2,145.25 |
2,166.00 |
2,151.50 |
| S2 |
2,121.25 |
2,121.25 |
2,162.50 |
|
| S3 |
2,084.50 |
2,108.50 |
2,159.25 |
|
| S4 |
2,047.75 |
2,071.75 |
2,149.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,170.75 |
2,134.00 |
36.75 |
1.7% |
17.50 |
0.8% |
96% |
True |
False |
4,479 |
| 10 |
2,170.75 |
2,134.00 |
36.75 |
1.7% |
16.50 |
0.8% |
96% |
True |
False |
5,089 |
| 20 |
2,170.75 |
2,111.25 |
59.50 |
2.7% |
16.00 |
0.7% |
97% |
True |
False |
3,772 |
| 40 |
2,170.75 |
1,972.25 |
198.50 |
9.2% |
24.25 |
1.1% |
99% |
True |
False |
3,276 |
| 60 |
2,170.75 |
1,972.25 |
198.50 |
9.2% |
22.50 |
1.0% |
99% |
True |
False |
2,315 |
| 80 |
2,170.75 |
1,972.25 |
198.50 |
9.2% |
22.00 |
1.0% |
99% |
True |
False |
1,880 |
| 100 |
2,170.75 |
1,972.25 |
198.50 |
9.2% |
22.00 |
1.0% |
99% |
True |
False |
1,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,249.50 |
|
2.618 |
2,219.25 |
|
1.618 |
2,200.75 |
|
1.000 |
2,189.25 |
|
0.618 |
2,182.25 |
|
HIGH |
2,170.75 |
|
0.618 |
2,163.75 |
|
0.500 |
2,161.50 |
|
0.382 |
2,159.25 |
|
LOW |
2,152.25 |
|
0.618 |
2,140.75 |
|
1.000 |
2,133.75 |
|
1.618 |
2,122.25 |
|
2.618 |
2,103.75 |
|
4.250 |
2,073.50 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,166.75 |
2,164.25 |
| PP |
2,164.00 |
2,159.25 |
| S1 |
2,161.50 |
2,154.25 |
|