| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1,095.5 |
1,085.1 |
-10.4 |
-0.9% |
1,098.6 |
| High |
1,097.1 |
1,093.9 |
-3.2 |
-0.3% |
1,104.4 |
| Low |
1,085.0 |
1,080.5 |
-4.5 |
-0.4% |
1,079.1 |
| Close |
1,089.4 |
1,090.7 |
1.3 |
0.1% |
1,094.9 |
| Range |
12.1 |
13.4 |
1.3 |
10.7% |
25.3 |
| ATR |
16.4 |
16.2 |
-0.2 |
-1.3% |
0.0 |
| Volume |
2,418 |
1,139 |
-1,279 |
-52.9% |
582,181 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,128.6 |
1,123.0 |
1,098.1 |
|
| R3 |
1,115.2 |
1,109.6 |
1,094.4 |
|
| R2 |
1,101.8 |
1,101.8 |
1,093.2 |
|
| R1 |
1,096.2 |
1,096.2 |
1,091.9 |
1,099.0 |
| PP |
1,088.4 |
1,088.4 |
1,088.4 |
1,089.8 |
| S1 |
1,082.8 |
1,082.8 |
1,089.5 |
1,085.6 |
| S2 |
1,075.0 |
1,075.0 |
1,088.2 |
|
| S3 |
1,061.6 |
1,069.4 |
1,087.0 |
|
| S4 |
1,048.2 |
1,056.0 |
1,083.3 |
|
|
| 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% |
15.5 |
1.4% |
49% |
False |
False |
43,539 |
| 10 |
1,104.9 |
1,072.3 |
32.6 |
3.0% |
16.6 |
1.5% |
56% |
False |
False |
122,101 |
| 20 |
1,166.9 |
1,072.3 |
94.6 |
8.7% |
16.4 |
1.5% |
19% |
False |
False |
136,935 |
| 40 |
1,205.7 |
1,072.3 |
133.4 |
12.2% |
14.9 |
1.4% |
14% |
False |
False |
130,086 |
| 60 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
14.8 |
1.4% |
11% |
False |
False |
112,862 |
| 80 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
14.9 |
1.4% |
11% |
False |
False |
86,005 |
| 100 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
14.9 |
1.4% |
11% |
False |
False |
69,445 |
| 120 |
1,235.7 |
1,072.3 |
163.4 |
15.0% |
14.8 |
1.4% |
11% |
False |
False |
58,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,150.9 |
|
2.618 |
1,129.0 |
|
1.618 |
1,115.6 |
|
1.000 |
1,107.3 |
|
0.618 |
1,102.2 |
|
HIGH |
1,093.9 |
|
0.618 |
1,088.8 |
|
0.500 |
1,087.2 |
|
0.382 |
1,085.6 |
|
LOW |
1,080.5 |
|
0.618 |
1,072.2 |
|
1.000 |
1,067.1 |
|
1.618 |
1,058.8 |
|
2.618 |
1,045.4 |
|
4.250 |
1,023.6 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,089.5 |
1,091.0 |
| PP |
1,088.4 |
1,090.9 |
| S1 |
1,087.2 |
1,090.8 |
|