| Trading Metrics calculated at close of trading on 03-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
3,477.0 |
3,455.0 |
-22.0 |
-0.6% |
3,450.0 |
| High |
3,479.0 |
3,468.0 |
-11.0 |
-0.3% |
3,501.0 |
| Low |
3,445.0 |
3,433.0 |
-12.0 |
-0.3% |
3,425.0 |
| Close |
3,453.0 |
3,463.0 |
10.0 |
0.3% |
3,456.0 |
| Range |
34.0 |
35.0 |
1.0 |
2.9% |
76.0 |
| ATR |
41.1 |
40.7 |
-0.4 |
-1.1% |
0.0 |
| Volume |
741,783 |
764,959 |
23,176 |
3.1% |
3,987,198 |
|
| Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,559.7 |
3,546.3 |
3,482.3 |
|
| R3 |
3,524.7 |
3,511.3 |
3,472.6 |
|
| R2 |
3,489.7 |
3,489.7 |
3,469.4 |
|
| R1 |
3,476.3 |
3,476.3 |
3,466.2 |
3,483.0 |
| PP |
3,454.7 |
3,454.7 |
3,454.7 |
3,458.0 |
| S1 |
3,441.3 |
3,441.3 |
3,459.8 |
3,448.0 |
| S2 |
3,419.7 |
3,419.7 |
3,456.6 |
|
| S3 |
3,384.7 |
3,406.3 |
3,453.4 |
|
| S4 |
3,349.7 |
3,371.3 |
3,443.8 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,688.7 |
3,648.3 |
3,497.8 |
|
| R3 |
3,612.7 |
3,572.3 |
3,476.9 |
|
| R2 |
3,536.7 |
3,536.7 |
3,469.9 |
|
| R1 |
3,496.3 |
3,496.3 |
3,463.0 |
3,516.5 |
| PP |
3,460.7 |
3,460.7 |
3,460.7 |
3,470.8 |
| S1 |
3,420.3 |
3,420.3 |
3,449.0 |
3,440.5 |
| S2 |
3,384.7 |
3,384.7 |
3,442.1 |
|
| S3 |
3,308.7 |
3,344.3 |
3,435.1 |
|
| S4 |
3,232.7 |
3,268.3 |
3,414.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,486.0 |
3,433.0 |
53.0 |
1.5% |
36.2 |
1.0% |
57% |
False |
True |
816,892 |
| 10 |
3,502.0 |
3,425.0 |
77.0 |
2.2% |
40.0 |
1.2% |
49% |
False |
False |
851,783 |
| 20 |
3,534.0 |
3,425.0 |
109.0 |
3.1% |
37.6 |
1.1% |
35% |
False |
False |
784,088 |
| 40 |
3,592.0 |
3,425.0 |
167.0 |
4.8% |
40.3 |
1.2% |
23% |
False |
False |
858,813 |
| 60 |
3,616.0 |
3,425.0 |
191.0 |
5.5% |
37.1 |
1.1% |
20% |
False |
False |
578,640 |
| 80 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
35.9 |
1.0% |
46% |
False |
False |
434,068 |
| 100 |
3,634.0 |
3,303.0 |
331.0 |
9.6% |
34.8 |
1.0% |
48% |
False |
False |
347,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,616.8 |
|
2.618 |
3,559.6 |
|
1.618 |
3,524.6 |
|
1.000 |
3,503.0 |
|
0.618 |
3,489.6 |
|
HIGH |
3,468.0 |
|
0.618 |
3,454.6 |
|
0.500 |
3,450.5 |
|
0.382 |
3,446.4 |
|
LOW |
3,433.0 |
|
0.618 |
3,411.4 |
|
1.000 |
3,398.0 |
|
1.618 |
3,376.4 |
|
2.618 |
3,341.4 |
|
4.250 |
3,284.3 |
|
|
| Fisher Pivots for day following 03-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,458.8 |
3,461.8 |
| PP |
3,454.7 |
3,460.7 |
| S1 |
3,450.5 |
3,459.5 |
|