| 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 |
2,101.75 |
2,098.75 |
-3.00 |
-0.1% |
2,078.25 |
| High |
2,109.25 |
2,102.50 |
-6.75 |
-0.3% |
2,109.25 |
| Low |
2,095.25 |
2,080.00 |
-15.25 |
-0.7% |
2,056.50 |
| Close |
2,098.50 |
2,091.00 |
-7.50 |
-0.4% |
2,098.50 |
| Range |
14.00 |
22.50 |
8.50 |
60.7% |
52.75 |
| ATR |
21.69 |
21.75 |
0.06 |
0.3% |
0.00 |
| Volume |
1,602,805 |
1,512,106 |
-90,699 |
-5.7% |
7,793,788 |
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,158.75 |
2,147.25 |
2,103.50 |
|
| R3 |
2,136.25 |
2,124.75 |
2,097.25 |
|
| R2 |
2,113.75 |
2,113.75 |
2,095.00 |
|
| R1 |
2,102.25 |
2,102.25 |
2,093.00 |
2,096.75 |
| PP |
2,091.25 |
2,091.25 |
2,091.25 |
2,088.50 |
| S1 |
2,079.75 |
2,079.75 |
2,089.00 |
2,074.25 |
| S2 |
2,068.75 |
2,068.75 |
2,087.00 |
|
| S3 |
2,046.25 |
2,057.25 |
2,084.75 |
|
| S4 |
2,023.75 |
2,034.75 |
2,078.50 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,246.25 |
2,225.25 |
2,127.50 |
|
| R3 |
2,193.50 |
2,172.50 |
2,113.00 |
|
| R2 |
2,140.75 |
2,140.75 |
2,108.25 |
|
| R1 |
2,119.75 |
2,119.75 |
2,103.25 |
2,130.25 |
| PP |
2,088.00 |
2,088.00 |
2,088.00 |
2,093.50 |
| S1 |
2,067.00 |
2,067.00 |
2,093.75 |
2,077.50 |
| S2 |
2,035.25 |
2,035.25 |
2,088.75 |
|
| S3 |
1,982.50 |
2,014.25 |
2,084.00 |
|
| S4 |
1,929.75 |
1,961.50 |
2,069.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,109.25 |
2,061.50 |
47.75 |
2.3% |
20.00 |
1.0% |
62% |
False |
False |
1,504,816 |
| 10 |
2,125.00 |
2,056.50 |
68.50 |
3.3% |
21.00 |
1.0% |
50% |
False |
False |
1,484,656 |
| 20 |
2,126.25 |
2,035.00 |
91.25 |
4.4% |
22.50 |
1.1% |
61% |
False |
False |
1,485,633 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
22.25 |
1.1% |
62% |
False |
False |
1,402,861 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
20.75 |
1.0% |
62% |
False |
False |
938,287 |
| 80 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.00 |
1.0% |
62% |
False |
False |
704,370 |
| 100 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
21.75 |
1.0% |
65% |
False |
False |
563,797 |
| 120 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
20.50 |
1.0% |
65% |
False |
False |
469,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,198.00 |
|
2.618 |
2,161.50 |
|
1.618 |
2,139.00 |
|
1.000 |
2,125.00 |
|
0.618 |
2,116.50 |
|
HIGH |
2,102.50 |
|
0.618 |
2,094.00 |
|
0.500 |
2,091.25 |
|
0.382 |
2,088.50 |
|
LOW |
2,080.00 |
|
0.618 |
2,066.00 |
|
1.000 |
2,057.50 |
|
1.618 |
2,043.50 |
|
2.618 |
2,021.00 |
|
4.250 |
1,984.50 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,091.25 |
2,094.50 |
| PP |
2,091.25 |
2,093.50 |
| S1 |
2,091.00 |
2,092.25 |
|