| 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 |
1,275.3 |
1,264.3 |
-11.0 |
-0.9% |
1,276.3 |
| High |
1,276.5 |
1,265.6 |
-10.9 |
-0.9% |
1,280.3 |
| Low |
1,259.8 |
1,261.3 |
1.5 |
0.1% |
1,259.8 |
| Close |
1,264.6 |
1,264.7 |
0.1 |
0.0% |
1,264.6 |
| Range |
16.7 |
4.3 |
-12.4 |
-74.3% |
20.5 |
| ATR |
12.5 |
11.9 |
-0.6 |
-4.7% |
0.0 |
| Volume |
270,853 |
123,206 |
-147,647 |
-54.5% |
1,067,527 |
|
| Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,276.8 |
1,275.0 |
1,267.1 |
|
| R3 |
1,272.5 |
1,270.7 |
1,265.9 |
|
| R2 |
1,268.2 |
1,268.2 |
1,265.5 |
|
| R1 |
1,266.4 |
1,266.4 |
1,265.1 |
1,267.3 |
| PP |
1,263.9 |
1,263.9 |
1,263.9 |
1,264.3 |
| S1 |
1,262.1 |
1,262.1 |
1,264.3 |
1,263.0 |
| S2 |
1,259.6 |
1,259.6 |
1,263.9 |
|
| S3 |
1,255.3 |
1,257.8 |
1,263.5 |
|
| S4 |
1,251.0 |
1,253.5 |
1,262.3 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,329.7 |
1,317.7 |
1,275.9 |
|
| R3 |
1,309.2 |
1,297.2 |
1,270.2 |
|
| R2 |
1,288.7 |
1,288.7 |
1,268.4 |
|
| R1 |
1,276.7 |
1,276.7 |
1,266.5 |
1,272.5 |
| PP |
1,268.2 |
1,268.2 |
1,268.2 |
1,266.1 |
| S1 |
1,256.2 |
1,256.2 |
1,262.7 |
1,252.0 |
| S2 |
1,247.7 |
1,247.7 |
1,260.8 |
|
| S3 |
1,227.2 |
1,235.7 |
1,259.0 |
|
| S4 |
1,206.7 |
1,215.2 |
1,253.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,280.3 |
1,259.8 |
20.5 |
1.6% |
11.4 |
0.9% |
24% |
False |
False |
205,120 |
| 10 |
1,280.3 |
1,249.4 |
30.9 |
2.4% |
11.7 |
0.9% |
50% |
False |
False |
176,116 |
| 20 |
1,280.3 |
1,214.6 |
65.7 |
5.2% |
11.3 |
0.9% |
76% |
False |
False |
106,248 |
| 40 |
1,290.0 |
1,211.1 |
78.9 |
6.2% |
11.6 |
0.9% |
68% |
False |
False |
59,133 |
| 60 |
1,305.5 |
1,211.1 |
94.4 |
7.5% |
12.0 |
1.0% |
57% |
False |
False |
40,907 |
| 80 |
1,307.0 |
1,211.1 |
95.9 |
7.6% |
11.9 |
0.9% |
56% |
False |
False |
31,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,283.9 |
|
2.618 |
1,276.9 |
|
1.618 |
1,272.6 |
|
1.000 |
1,269.9 |
|
0.618 |
1,268.3 |
|
HIGH |
1,265.6 |
|
0.618 |
1,264.0 |
|
0.500 |
1,263.5 |
|
0.382 |
1,262.9 |
|
LOW |
1,261.3 |
|
0.618 |
1,258.6 |
|
1.000 |
1,257.0 |
|
1.618 |
1,254.3 |
|
2.618 |
1,250.0 |
|
4.250 |
1,243.0 |
|
|
| Fisher Pivots for day following 07-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,264.3 |
1,268.4 |
| PP |
1,263.9 |
1,267.2 |
| S1 |
1,263.5 |
1,265.9 |
|