| 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 |
2,911.0 |
2,922.0 |
11.0 |
0.4% |
2,991.0 |
| High |
2,928.0 |
2,960.0 |
32.0 |
1.1% |
3,012.0 |
| Low |
2,901.0 |
2,915.0 |
14.0 |
0.5% |
2,874.0 |
| Close |
2,910.0 |
2,955.0 |
45.0 |
1.5% |
2,955.0 |
| Range |
27.0 |
45.0 |
18.0 |
66.7% |
138.0 |
| ATR |
48.3 |
48.4 |
0.1 |
0.3% |
0.0 |
| Volume |
144 |
4,047 |
3,903 |
2,710.4% |
8,525 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,078.3 |
3,061.7 |
2,979.8 |
|
| R3 |
3,033.3 |
3,016.7 |
2,967.4 |
|
| R2 |
2,988.3 |
2,988.3 |
2,963.3 |
|
| R1 |
2,971.7 |
2,971.7 |
2,959.1 |
2,980.0 |
| PP |
2,943.3 |
2,943.3 |
2,943.3 |
2,947.5 |
| S1 |
2,926.7 |
2,926.7 |
2,950.9 |
2,935.0 |
| S2 |
2,898.3 |
2,898.3 |
2,946.8 |
|
| S3 |
2,853.3 |
2,881.7 |
2,942.6 |
|
| S4 |
2,808.3 |
2,836.7 |
2,930.3 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,361.0 |
3,296.0 |
3,030.9 |
|
| R3 |
3,223.0 |
3,158.0 |
2,993.0 |
|
| R2 |
3,085.0 |
3,085.0 |
2,980.3 |
|
| R1 |
3,020.0 |
3,020.0 |
2,967.7 |
2,983.5 |
| PP |
2,947.0 |
2,947.0 |
2,947.0 |
2,928.8 |
| S1 |
2,882.0 |
2,882.0 |
2,942.4 |
2,845.5 |
| S2 |
2,809.0 |
2,809.0 |
2,929.7 |
|
| S3 |
2,671.0 |
2,744.0 |
2,917.1 |
|
| S4 |
2,533.0 |
2,606.0 |
2,879.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,012.0 |
2,874.0 |
138.0 |
4.7% |
47.4 |
1.6% |
59% |
False |
False |
1,705 |
| 10 |
3,012.0 |
2,874.0 |
138.0 |
4.7% |
39.2 |
1.3% |
59% |
False |
False |
2,574 |
| 20 |
3,012.0 |
2,822.0 |
190.0 |
6.4% |
38.7 |
1.3% |
70% |
False |
False |
4,468 |
| 40 |
3,040.0 |
2,649.0 |
391.0 |
13.2% |
48.7 |
1.6% |
78% |
False |
False |
8,447 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
13.8% |
39.0 |
1.3% |
75% |
False |
False |
7,346 |
| 80 |
3,064.0 |
2,649.0 |
415.0 |
14.0% |
31.2 |
1.1% |
74% |
False |
False |
6,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,151.3 |
|
2.618 |
3,077.8 |
|
1.618 |
3,032.8 |
|
1.000 |
3,005.0 |
|
0.618 |
2,987.8 |
|
HIGH |
2,960.0 |
|
0.618 |
2,942.8 |
|
0.500 |
2,937.5 |
|
0.382 |
2,932.2 |
|
LOW |
2,915.0 |
|
0.618 |
2,887.2 |
|
1.000 |
2,870.0 |
|
1.618 |
2,842.2 |
|
2.618 |
2,797.2 |
|
4.250 |
2,723.8 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,949.2 |
2,942.3 |
| PP |
2,943.3 |
2,929.7 |
| S1 |
2,937.5 |
2,917.0 |
|