| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,082.50 |
2,094.00 |
11.50 |
0.6% |
2,078.25 |
| High |
2,107.00 |
2,099.25 |
-7.75 |
-0.4% |
2,109.25 |
| Low |
2,082.25 |
2,070.00 |
-12.25 |
-0.6% |
2,056.50 |
| Close |
2,093.75 |
2,079.50 |
-14.25 |
-0.7% |
2,098.50 |
| Range |
24.75 |
29.25 |
4.50 |
18.2% |
52.75 |
| ATR |
21.50 |
22.05 |
0.55 |
2.6% |
0.00 |
| Volume |
1,384,241 |
1,608,876 |
224,635 |
16.2% |
7,793,788 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,170.75 |
2,154.25 |
2,095.50 |
|
| R3 |
2,141.50 |
2,125.00 |
2,087.50 |
|
| R2 |
2,112.25 |
2,112.25 |
2,084.75 |
|
| R1 |
2,095.75 |
2,095.75 |
2,082.25 |
2,089.50 |
| PP |
2,083.00 |
2,083.00 |
2,083.00 |
2,079.75 |
| S1 |
2,066.50 |
2,066.50 |
2,076.75 |
2,060.00 |
| S2 |
2,053.75 |
2,053.75 |
2,074.25 |
|
| S3 |
2,024.50 |
2,037.25 |
2,071.50 |
|
| S4 |
1,995.25 |
2,008.00 |
2,063.50 |
|
|
| 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 |
2,070.00 |
39.25 |
1.9% |
21.00 |
1.0% |
24% |
False |
True |
1,487,181 |
| 10 |
2,109.25 |
2,056.50 |
52.75 |
2.5% |
22.75 |
1.1% |
44% |
False |
False |
1,529,661 |
| 20 |
2,126.25 |
2,044.75 |
81.50 |
3.9% |
20.50 |
1.0% |
43% |
False |
False |
1,356,340 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
22.25 |
1.1% |
49% |
False |
False |
1,498,835 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.00 |
1.0% |
49% |
False |
False |
1,010,192 |
| 80 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.25 |
1.0% |
49% |
False |
False |
758,341 |
| 100 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
21.75 |
1.0% |
53% |
False |
False |
607,000 |
| 120 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
20.50 |
1.0% |
54% |
False |
False |
505,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,223.50 |
|
2.618 |
2,175.75 |
|
1.618 |
2,146.50 |
|
1.000 |
2,128.50 |
|
0.618 |
2,117.25 |
|
HIGH |
2,099.25 |
|
0.618 |
2,088.00 |
|
0.500 |
2,084.50 |
|
0.382 |
2,081.25 |
|
LOW |
2,070.00 |
|
0.618 |
2,052.00 |
|
1.000 |
2,040.75 |
|
1.618 |
2,022.75 |
|
2.618 |
1,993.50 |
|
4.250 |
1,945.75 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,084.50 |
2,088.50 |
| PP |
2,083.00 |
2,085.50 |
| S1 |
2,081.25 |
2,082.50 |
|