| 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 |
4,583.25 |
4,570.50 |
-12.75 |
-0.3% |
4,562.25 |
| High |
4,599.25 |
4,581.25 |
-18.00 |
-0.4% |
4,608.75 |
| Low |
4,540.50 |
4,543.50 |
3.00 |
0.1% |
4,497.00 |
| Close |
4,573.00 |
4,551.75 |
-21.25 |
-0.5% |
4,585.00 |
| Range |
58.75 |
37.75 |
-21.00 |
-35.7% |
111.75 |
| ATR |
61.20 |
59.53 |
-1.68 |
-2.7% |
0.00 |
| Volume |
251,564 |
253,010 |
1,446 |
0.6% |
1,237,934 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,672.00 |
4,649.75 |
4,572.50 |
|
| R3 |
4,634.25 |
4,612.00 |
4,562.25 |
|
| R2 |
4,596.50 |
4,596.50 |
4,558.75 |
|
| R1 |
4,574.25 |
4,574.25 |
4,555.25 |
4,566.50 |
| PP |
4,558.75 |
4,558.75 |
4,558.75 |
4,555.00 |
| S1 |
4,536.50 |
4,536.50 |
4,548.25 |
4,528.75 |
| S2 |
4,521.00 |
4,521.00 |
4,544.75 |
|
| S3 |
4,483.25 |
4,498.75 |
4,541.25 |
|
| S4 |
4,445.50 |
4,461.00 |
4,531.00 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,898.75 |
4,853.75 |
4,646.50 |
|
| R3 |
4,787.00 |
4,742.00 |
4,615.75 |
|
| R2 |
4,675.25 |
4,675.25 |
4,605.50 |
|
| R1 |
4,630.25 |
4,630.25 |
4,595.25 |
4,652.75 |
| PP |
4,563.50 |
4,563.50 |
4,563.50 |
4,575.00 |
| S1 |
4,518.50 |
4,518.50 |
4,574.75 |
4,541.00 |
| S2 |
4,451.75 |
4,451.75 |
4,564.50 |
|
| S3 |
4,340.00 |
4,406.75 |
4,554.25 |
|
| S4 |
4,228.25 |
4,295.00 |
4,523.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,608.75 |
4,530.75 |
78.00 |
1.7% |
46.50 |
1.0% |
27% |
False |
False |
233,620 |
| 10 |
4,638.75 |
4,497.00 |
141.75 |
3.1% |
55.50 |
1.2% |
39% |
False |
False |
242,524 |
| 20 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
61.50 |
1.4% |
62% |
False |
False |
229,339 |
| 40 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
58.75 |
1.3% |
62% |
False |
False |
213,750 |
| 60 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
54.50 |
1.2% |
62% |
False |
False |
142,790 |
| 80 |
4,686.00 |
4,321.75 |
364.25 |
8.0% |
53.75 |
1.2% |
63% |
False |
False |
107,109 |
| 100 |
4,686.00 |
4,253.50 |
432.50 |
9.5% |
52.25 |
1.1% |
69% |
False |
False |
85,696 |
| 120 |
4,686.00 |
4,253.50 |
432.50 |
9.5% |
44.25 |
1.0% |
69% |
False |
False |
71,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,741.75 |
|
2.618 |
4,680.00 |
|
1.618 |
4,642.25 |
|
1.000 |
4,619.00 |
|
0.618 |
4,604.50 |
|
HIGH |
4,581.25 |
|
0.618 |
4,566.75 |
|
0.500 |
4,562.50 |
|
0.382 |
4,558.00 |
|
LOW |
4,543.50 |
|
0.618 |
4,520.25 |
|
1.000 |
4,505.75 |
|
1.618 |
4,482.50 |
|
2.618 |
4,444.75 |
|
4.250 |
4,383.00 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,562.50 |
4,574.50 |
| PP |
4,558.75 |
4,567.00 |
| S1 |
4,555.25 |
4,559.50 |
|