| Trading Metrics calculated at close of trading on 03-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1,087.7 |
1,095.5 |
7.8 |
0.7% |
1,098.6 |
| High |
1,102.8 |
1,097.1 |
-5.7 |
-0.5% |
1,104.4 |
| Low |
1,079.1 |
1,085.0 |
5.9 |
0.5% |
1,079.1 |
| Close |
1,094.9 |
1,089.4 |
-5.5 |
-0.5% |
1,094.9 |
| Range |
23.7 |
12.1 |
-11.6 |
-48.9% |
25.3 |
| ATR |
16.7 |
16.4 |
-0.3 |
-2.0% |
0.0 |
| Volume |
5,700 |
2,418 |
-3,282 |
-57.6% |
582,181 |
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,126.8 |
1,120.2 |
1,096.1 |
|
| R3 |
1,114.7 |
1,108.1 |
1,092.7 |
|
| R2 |
1,102.6 |
1,102.6 |
1,091.6 |
|
| R1 |
1,096.0 |
1,096.0 |
1,090.5 |
1,093.3 |
| PP |
1,090.5 |
1,090.5 |
1,090.5 |
1,089.1 |
| S1 |
1,083.9 |
1,083.9 |
1,088.3 |
1,081.2 |
| S2 |
1,078.4 |
1,078.4 |
1,087.2 |
|
| S3 |
1,066.3 |
1,071.8 |
1,086.1 |
|
| S4 |
1,054.2 |
1,059.7 |
1,082.7 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,168.7 |
1,157.1 |
1,108.8 |
|
| R3 |
1,143.4 |
1,131.8 |
1,101.9 |
|
| R2 |
1,118.1 |
1,118.1 |
1,099.5 |
|
| R1 |
1,106.5 |
1,106.5 |
1,097.2 |
1,099.7 |
| PP |
1,092.8 |
1,092.8 |
1,092.8 |
1,089.4 |
| S1 |
1,081.2 |
1,081.2 |
1,092.6 |
1,074.4 |
| S2 |
1,067.5 |
1,067.5 |
1,090.3 |
|
| S3 |
1,042.2 |
1,055.9 |
1,087.9 |
|
| S4 |
1,016.9 |
1,030.6 |
1,081.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,102.8 |
1,079.1 |
23.7 |
2.2% |
14.4 |
1.3% |
43% |
False |
False |
78,527 |
| 10 |
1,108.8 |
1,072.3 |
36.5 |
3.4% |
16.6 |
1.5% |
47% |
False |
False |
139,239 |
| 20 |
1,170.0 |
1,072.3 |
97.7 |
9.0% |
16.8 |
1.5% |
18% |
False |
False |
146,804 |
| 40 |
1,205.7 |
1,072.3 |
133.4 |
12.2% |
14.8 |
1.4% |
13% |
False |
False |
132,735 |
| 60 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
14.7 |
1.4% |
11% |
False |
False |
113,287 |
| 80 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
15.0 |
1.4% |
11% |
False |
False |
86,018 |
| 100 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
14.9 |
1.4% |
11% |
False |
False |
69,463 |
| 120 |
1,237.8 |
1,072.3 |
165.5 |
15.2% |
14.8 |
1.4% |
10% |
False |
False |
58,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,148.5 |
|
2.618 |
1,128.8 |
|
1.618 |
1,116.7 |
|
1.000 |
1,109.2 |
|
0.618 |
1,104.6 |
|
HIGH |
1,097.1 |
|
0.618 |
1,092.5 |
|
0.500 |
1,091.1 |
|
0.382 |
1,089.6 |
|
LOW |
1,085.0 |
|
0.618 |
1,077.5 |
|
1.000 |
1,072.9 |
|
1.618 |
1,065.4 |
|
2.618 |
1,053.3 |
|
4.250 |
1,033.6 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,091.1 |
1,091.0 |
| PP |
1,090.5 |
1,090.4 |
| S1 |
1,090.0 |
1,089.9 |
|