| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,090.50 |
2,082.50 |
-8.00 |
-0.4% |
2,078.25 |
| High |
2,096.25 |
2,107.00 |
10.75 |
0.5% |
2,109.25 |
| Low |
2,081.50 |
2,082.25 |
0.75 |
0.0% |
2,056.50 |
| Close |
2,083.00 |
2,093.75 |
10.75 |
0.5% |
2,098.50 |
| Range |
14.75 |
24.75 |
10.00 |
67.8% |
52.75 |
| ATR |
21.25 |
21.50 |
0.25 |
1.2% |
0.00 |
| Volume |
1,327,878 |
1,384,241 |
56,363 |
4.2% |
7,793,788 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.50 |
2,156.00 |
2,107.25 |
|
| R3 |
2,143.75 |
2,131.25 |
2,100.50 |
|
| R2 |
2,119.00 |
2,119.00 |
2,098.25 |
|
| R1 |
2,106.50 |
2,106.50 |
2,096.00 |
2,112.75 |
| PP |
2,094.25 |
2,094.25 |
2,094.25 |
2,097.50 |
| S1 |
2,081.75 |
2,081.75 |
2,091.50 |
2,088.00 |
| S2 |
2,069.50 |
2,069.50 |
2,089.25 |
|
| S3 |
2,044.75 |
2,057.00 |
2,087.00 |
|
| S4 |
2,020.00 |
2,032.25 |
2,080.25 |
|
|
| 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% |
18.50 |
0.9% |
47% |
False |
False |
1,422,637 |
| 10 |
2,113.75 |
2,056.50 |
57.25 |
2.7% |
22.00 |
1.1% |
65% |
False |
False |
1,512,498 |
| 20 |
2,126.25 |
2,038.25 |
88.00 |
4.2% |
20.50 |
1.0% |
63% |
False |
False |
1,374,995 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
22.25 |
1.1% |
65% |
False |
False |
1,465,492 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
20.75 |
1.0% |
65% |
False |
False |
983,414 |
| 80 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.25 |
1.0% |
65% |
False |
False |
738,239 |
| 100 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
21.50 |
1.0% |
68% |
False |
False |
590,916 |
| 120 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
20.50 |
1.0% |
68% |
False |
False |
492,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,212.25 |
|
2.618 |
2,171.75 |
|
1.618 |
2,147.00 |
|
1.000 |
2,131.75 |
|
0.618 |
2,122.25 |
|
HIGH |
2,107.00 |
|
0.618 |
2,097.50 |
|
0.500 |
2,094.50 |
|
0.382 |
2,091.75 |
|
LOW |
2,082.25 |
|
0.618 |
2,067.00 |
|
1.000 |
2,057.50 |
|
1.618 |
2,042.25 |
|
2.618 |
2,017.50 |
|
4.250 |
1,977.00 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,094.50 |
2,093.75 |
| PP |
2,094.25 |
2,093.50 |
| S1 |
2,094.00 |
2,093.50 |
|