| 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 |
1,428.0 |
1,410.6 |
-17.4 |
-1.2% |
1,435.0 |
| High |
1,429.4 |
1,414.3 |
-15.1 |
-1.1% |
1,452.3 |
| Low |
1,406.0 |
1,400.2 |
-5.8 |
-0.4% |
1,424.0 |
| Close |
1,411.8 |
1,405.1 |
-6.7 |
-0.5% |
1,429.9 |
| Range |
23.4 |
14.1 |
-9.3 |
-39.7% |
28.3 |
| ATR |
15.5 |
15.4 |
-0.1 |
-0.6% |
0.0 |
| Volume |
129,218 |
96,470 |
-32,748 |
-25.3% |
484,688 |
|
| Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,448.8 |
1,441.0 |
1,412.8 |
|
| R3 |
1,434.8 |
1,427.0 |
1,409.0 |
|
| R2 |
1,420.8 |
1,420.8 |
1,407.8 |
|
| R1 |
1,412.8 |
1,412.8 |
1,406.5 |
1,409.8 |
| PP |
1,406.5 |
1,406.5 |
1,406.5 |
1,405.0 |
| S1 |
1,398.8 |
1,398.8 |
1,403.8 |
1,395.5 |
| S2 |
1,392.5 |
1,392.5 |
1,402.5 |
|
| S3 |
1,378.3 |
1,384.8 |
1,401.3 |
|
| S4 |
1,364.3 |
1,370.5 |
1,397.3 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,520.3 |
1,503.5 |
1,445.5 |
|
| R3 |
1,492.0 |
1,475.0 |
1,437.8 |
|
| R2 |
1,463.8 |
1,463.8 |
1,435.0 |
|
| R1 |
1,446.8 |
1,446.8 |
1,432.5 |
1,441.0 |
| PP |
1,435.5 |
1,435.5 |
1,435.5 |
1,432.5 |
| S1 |
1,418.5 |
1,418.5 |
1,427.3 |
1,412.8 |
| S2 |
1,407.0 |
1,407.0 |
1,424.8 |
|
| S3 |
1,378.8 |
1,390.3 |
1,422.0 |
|
| S4 |
1,350.5 |
1,362.0 |
1,414.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,433.3 |
1,400.2 |
33.1 |
2.4% |
14.8 |
1.1% |
15% |
False |
True |
100,400 |
| 10 |
1,452.3 |
1,400.2 |
52.1 |
3.7% |
14.8 |
1.1% |
9% |
False |
True |
98,801 |
| 20 |
1,452.3 |
1,399.4 |
52.9 |
3.8% |
14.5 |
1.0% |
11% |
False |
False |
96,318 |
| 40 |
1,452.3 |
1,392.6 |
59.7 |
4.2% |
16.5 |
1.2% |
21% |
False |
False |
122,993 |
| 60 |
1,452.3 |
1,344.3 |
108.0 |
7.7% |
15.3 |
1.1% |
56% |
False |
False |
82,554 |
| 80 |
1,452.3 |
1,343.1 |
109.2 |
7.8% |
13.5 |
1.0% |
57% |
False |
False |
61,918 |
| 100 |
1,452.3 |
1,332.3 |
120.0 |
8.5% |
12.5 |
0.9% |
61% |
False |
False |
49,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,474.3 |
|
2.618 |
1,451.3 |
|
1.618 |
1,437.0 |
|
1.000 |
1,428.5 |
|
0.618 |
1,423.0 |
|
HIGH |
1,414.3 |
|
0.618 |
1,409.0 |
|
0.500 |
1,407.3 |
|
0.382 |
1,405.5 |
|
LOW |
1,400.3 |
|
0.618 |
1,391.5 |
|
1.000 |
1,386.0 |
|
1.618 |
1,377.5 |
|
2.618 |
1,363.3 |
|
4.250 |
1,340.3 |
|
|
| Fisher Pivots for day following 03-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,407.3 |
1,416.3 |
| PP |
1,406.5 |
1,412.5 |
| S1 |
1,405.8 |
1,408.8 |
|