| 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 |
2,098.75 |
2,090.50 |
-8.25 |
-0.4% |
2,078.25 |
| High |
2,102.50 |
2,096.25 |
-6.25 |
-0.3% |
2,109.25 |
| Low |
2,080.00 |
2,081.50 |
1.50 |
0.1% |
2,056.50 |
| Close |
2,091.00 |
2,083.00 |
-8.00 |
-0.4% |
2,098.50 |
| Range |
22.50 |
14.75 |
-7.75 |
-34.4% |
52.75 |
| ATR |
21.75 |
21.25 |
-0.50 |
-2.3% |
0.00 |
| Volume |
1,512,106 |
1,327,878 |
-184,228 |
-12.2% |
7,793,788 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,131.25 |
2,121.75 |
2,091.00 |
|
| R3 |
2,116.50 |
2,107.00 |
2,087.00 |
|
| R2 |
2,101.75 |
2,101.75 |
2,085.75 |
|
| R1 |
2,092.25 |
2,092.25 |
2,084.25 |
2,089.50 |
| PP |
2,087.00 |
2,087.00 |
2,087.00 |
2,085.50 |
| S1 |
2,077.50 |
2,077.50 |
2,081.75 |
2,075.00 |
| S2 |
2,072.25 |
2,072.25 |
2,080.25 |
|
| S3 |
2,057.50 |
2,062.75 |
2,079.00 |
|
| S4 |
2,042.75 |
2,048.00 |
2,075.00 |
|
|
| 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 |
2,080.00 |
29.25 |
1.4% |
17.50 |
0.8% |
10% |
False |
False |
1,425,234 |
| 10 |
2,113.75 |
2,056.50 |
57.25 |
2.7% |
20.50 |
1.0% |
46% |
False |
False |
1,496,513 |
| 20 |
2,126.25 |
2,036.25 |
90.00 |
4.3% |
21.25 |
1.0% |
52% |
False |
False |
1,425,444 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
22.00 |
1.1% |
53% |
False |
False |
1,434,535 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
20.50 |
1.0% |
53% |
False |
False |
960,374 |
| 80 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.00 |
1.0% |
53% |
False |
False |
720,945 |
| 100 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
21.50 |
1.0% |
57% |
False |
False |
577,075 |
| 120 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
20.25 |
1.0% |
58% |
False |
False |
480,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,159.00 |
|
2.618 |
2,134.75 |
|
1.618 |
2,120.00 |
|
1.000 |
2,111.00 |
|
0.618 |
2,105.25 |
|
HIGH |
2,096.25 |
|
0.618 |
2,090.50 |
|
0.500 |
2,089.00 |
|
0.382 |
2,087.25 |
|
LOW |
2,081.50 |
|
0.618 |
2,072.50 |
|
1.000 |
2,066.75 |
|
1.618 |
2,057.75 |
|
2.618 |
2,043.00 |
|
4.250 |
2,018.75 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,089.00 |
2,094.50 |
| PP |
2,087.00 |
2,090.75 |
| S1 |
2,085.00 |
2,087.00 |
|