| Trading Metrics calculated at close of trading on 07-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2017 |
07-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,470.75 |
2,472.25 |
1.50 |
0.1% |
2,470.50 |
| High |
2,477.75 |
2,478.25 |
0.50 |
0.0% |
2,477.75 |
| Low |
2,467.75 |
2,472.00 |
4.25 |
0.2% |
2,463.25 |
| Close |
2,472.00 |
2,477.50 |
5.50 |
0.2% |
2,472.00 |
| Range |
10.00 |
6.25 |
-3.75 |
-37.5% |
14.50 |
| ATR |
13.29 |
12.79 |
-0.50 |
-3.8% |
0.00 |
| Volume |
1,070,866 |
599,701 |
-471,165 |
-44.0% |
5,735,512 |
|
| Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,494.75 |
2,492.25 |
2,481.00 |
|
| R3 |
2,488.50 |
2,486.00 |
2,479.25 |
|
| R2 |
2,482.25 |
2,482.25 |
2,478.75 |
|
| R1 |
2,479.75 |
2,479.75 |
2,478.00 |
2,481.00 |
| PP |
2,476.00 |
2,476.00 |
2,476.00 |
2,476.50 |
| S1 |
2,473.50 |
2,473.50 |
2,477.00 |
2,474.75 |
| S2 |
2,469.75 |
2,469.75 |
2,476.25 |
|
| S3 |
2,463.50 |
2,467.25 |
2,475.75 |
|
| S4 |
2,457.25 |
2,461.00 |
2,474.00 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,514.50 |
2,507.75 |
2,480.00 |
|
| R3 |
2,500.00 |
2,493.25 |
2,476.00 |
|
| R2 |
2,485.50 |
2,485.50 |
2,474.75 |
|
| R1 |
2,478.75 |
2,478.75 |
2,473.25 |
2,482.00 |
| PP |
2,471.00 |
2,471.00 |
2,471.00 |
2,472.75 |
| S1 |
2,464.25 |
2,464.25 |
2,470.75 |
2,467.50 |
| S2 |
2,456.50 |
2,456.50 |
2,469.25 |
|
| S3 |
2,442.00 |
2,449.75 |
2,468.00 |
|
| S4 |
2,427.50 |
2,435.25 |
2,464.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,478.25 |
2,463.25 |
15.00 |
0.6% |
9.75 |
0.4% |
95% |
True |
False |
1,021,202 |
| 10 |
2,480.50 |
2,457.00 |
23.50 |
0.9% |
11.25 |
0.5% |
87% |
False |
False |
1,118,605 |
| 20 |
2,480.50 |
2,410.25 |
70.25 |
2.8% |
12.25 |
0.5% |
96% |
False |
False |
1,074,313 |
| 40 |
2,480.50 |
2,402.25 |
78.25 |
3.2% |
15.00 |
0.6% |
96% |
False |
False |
1,275,659 |
| 60 |
2,480.50 |
2,341.75 |
138.75 |
5.6% |
15.25 |
0.6% |
98% |
False |
False |
904,870 |
| 80 |
2,480.50 |
2,320.00 |
160.50 |
6.5% |
15.25 |
0.6% |
98% |
False |
False |
679,530 |
| 100 |
2,480.50 |
2,314.75 |
165.75 |
6.7% |
16.00 |
0.6% |
98% |
False |
False |
544,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,504.75 |
|
2.618 |
2,494.50 |
|
1.618 |
2,488.25 |
|
1.000 |
2,484.50 |
|
0.618 |
2,482.00 |
|
HIGH |
2,478.25 |
|
0.618 |
2,475.75 |
|
0.500 |
2,475.00 |
|
0.382 |
2,474.50 |
|
LOW |
2,472.00 |
|
0.618 |
2,468.25 |
|
1.000 |
2,465.75 |
|
1.618 |
2,462.00 |
|
2.618 |
2,455.75 |
|
4.250 |
2,445.50 |
|
|
| Fisher Pivots for day following 07-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,476.75 |
2,475.75 |
| PP |
2,476.00 |
2,474.00 |
| S1 |
2,475.00 |
2,472.00 |
|