| Trading Metrics calculated at close of trading on 07-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,094.00 |
2,080.00 |
-14.00 |
-0.7% |
2,098.75 |
| High |
2,099.25 |
2,082.75 |
-16.50 |
-0.8% |
2,107.00 |
| Low |
2,070.00 |
2,062.00 |
-8.00 |
-0.4% |
2,062.00 |
| Close |
2,079.50 |
2,073.50 |
-6.00 |
-0.3% |
2,073.50 |
| Range |
29.25 |
20.75 |
-8.50 |
-29.1% |
45.00 |
| ATR |
22.05 |
21.96 |
-0.09 |
-0.4% |
0.00 |
| Volume |
1,608,876 |
1,596,391 |
-12,485 |
-0.8% |
7,429,492 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.00 |
2,125.00 |
2,085.00 |
|
| R3 |
2,114.25 |
2,104.25 |
2,079.25 |
|
| R2 |
2,093.50 |
2,093.50 |
2,077.25 |
|
| R1 |
2,083.50 |
2,083.50 |
2,075.50 |
2,078.00 |
| PP |
2,072.75 |
2,072.75 |
2,072.75 |
2,070.00 |
| S1 |
2,062.75 |
2,062.75 |
2,071.50 |
2,057.50 |
| S2 |
2,052.00 |
2,052.00 |
2,069.75 |
|
| S3 |
2,031.25 |
2,042.00 |
2,067.75 |
|
| S4 |
2,010.50 |
2,021.25 |
2,062.00 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,215.75 |
2,189.75 |
2,098.25 |
|
| R3 |
2,170.75 |
2,144.75 |
2,086.00 |
|
| R2 |
2,125.75 |
2,125.75 |
2,081.75 |
|
| R1 |
2,099.75 |
2,099.75 |
2,077.50 |
2,090.25 |
| PP |
2,080.75 |
2,080.75 |
2,080.75 |
2,076.00 |
| S1 |
2,054.75 |
2,054.75 |
2,069.50 |
2,045.25 |
| S2 |
2,035.75 |
2,035.75 |
2,065.25 |
|
| S3 |
1,990.75 |
2,009.75 |
2,061.00 |
|
| S4 |
1,945.75 |
1,964.75 |
2,048.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,107.00 |
2,062.00 |
45.00 |
2.2% |
22.50 |
1.1% |
26% |
False |
True |
1,485,898 |
| 10 |
2,109.25 |
2,056.50 |
52.75 |
2.5% |
21.50 |
1.0% |
32% |
False |
False |
1,522,328 |
| 20 |
2,126.25 |
2,052.00 |
74.25 |
3.6% |
20.00 |
1.0% |
29% |
False |
False |
1,357,467 |
| 40 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
22.50 |
1.1% |
43% |
False |
False |
1,520,073 |
| 60 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.00 |
1.0% |
43% |
False |
False |
1,036,753 |
| 80 |
2,126.25 |
2,034.25 |
92.00 |
4.4% |
21.25 |
1.0% |
43% |
False |
False |
778,171 |
| 100 |
2,126.25 |
2,026.00 |
100.25 |
4.8% |
21.50 |
1.0% |
47% |
False |
False |
622,957 |
| 120 |
2,126.25 |
2,024.25 |
102.00 |
4.9% |
20.75 |
1.0% |
48% |
False |
False |
519,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,171.00 |
|
2.618 |
2,137.00 |
|
1.618 |
2,116.25 |
|
1.000 |
2,103.50 |
|
0.618 |
2,095.50 |
|
HIGH |
2,082.75 |
|
0.618 |
2,074.75 |
|
0.500 |
2,072.50 |
|
0.382 |
2,070.00 |
|
LOW |
2,062.00 |
|
0.618 |
2,049.25 |
|
1.000 |
2,041.25 |
|
1.618 |
2,028.50 |
|
2.618 |
2,007.75 |
|
4.250 |
1,973.75 |
|
|
| Fisher Pivots for day following 07-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,073.00 |
2,084.50 |
| PP |
2,072.75 |
2,080.75 |
| S1 |
2,072.50 |
2,077.25 |
|