| Trading Metrics calculated at close of trading on 03-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
11,282.0 |
11,290.0 |
8.0 |
0.1% |
11,315.0 |
| High |
11,329.0 |
11,464.5 |
135.5 |
1.2% |
11,329.0 |
| Low |
11,169.5 |
11,246.5 |
77.0 |
0.7% |
11,029.5 |
| Close |
11,306.0 |
11,439.0 |
133.0 |
1.2% |
11,306.0 |
| Range |
159.5 |
218.0 |
58.5 |
36.7% |
299.5 |
| ATR |
218.6 |
218.6 |
0.0 |
0.0% |
0.0 |
| Volume |
105,015 |
73,280 |
-31,735 |
-30.2% |
517,940 |
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,037.3 |
11,956.2 |
11,558.9 |
|
| R3 |
11,819.3 |
11,738.2 |
11,499.0 |
|
| R2 |
11,601.3 |
11,601.3 |
11,479.0 |
|
| R1 |
11,520.2 |
11,520.2 |
11,459.0 |
11,560.8 |
| PP |
11,383.3 |
11,383.3 |
11,383.3 |
11,403.6 |
| S1 |
11,302.2 |
11,302.2 |
11,419.0 |
11,342.8 |
| S2 |
11,165.3 |
11,165.3 |
11,399.0 |
|
| S3 |
10,947.3 |
11,084.2 |
11,379.1 |
|
| S4 |
10,729.3 |
10,866.2 |
11,319.1 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,120.0 |
12,012.5 |
11,470.7 |
|
| R3 |
11,820.5 |
11,713.0 |
11,388.4 |
|
| R2 |
11,521.0 |
11,521.0 |
11,360.9 |
|
| R1 |
11,413.5 |
11,413.5 |
11,333.5 |
11,317.5 |
| PP |
11,221.5 |
11,221.5 |
11,221.5 |
11,173.5 |
| S1 |
11,114.0 |
11,114.0 |
11,278.5 |
11,018.0 |
| S2 |
10,922.0 |
10,922.0 |
11,251.1 |
|
| S3 |
10,622.5 |
10,814.5 |
11,223.6 |
|
| S4 |
10,323.0 |
10,515.0 |
11,141.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,464.5 |
11,066.0 |
398.5 |
3.5% |
179.4 |
1.6% |
94% |
True |
False |
94,873 |
| 10 |
11,783.0 |
11,029.5 |
753.5 |
6.6% |
197.7 |
1.7% |
54% |
False |
False |
98,054 |
| 20 |
11,807.0 |
10,650.0 |
1,157.0 |
10.1% |
190.9 |
1.7% |
68% |
False |
False |
93,505 |
| 40 |
11,807.0 |
10,650.0 |
1,157.0 |
10.1% |
226.4 |
2.0% |
68% |
False |
False |
90,778 |
| 60 |
11,934.0 |
10,650.0 |
1,284.0 |
11.2% |
221.6 |
1.9% |
61% |
False |
False |
60,853 |
| 80 |
12,428.5 |
10,650.0 |
1,778.5 |
15.5% |
226.5 |
2.0% |
44% |
False |
False |
45,776 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.5% |
217.4 |
1.9% |
44% |
False |
False |
36,684 |
| 120 |
12,428.5 |
10,650.0 |
1,778.5 |
15.5% |
194.2 |
1.7% |
44% |
False |
False |
30,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,391.0 |
|
2.618 |
12,035.2 |
|
1.618 |
11,817.2 |
|
1.000 |
11,682.5 |
|
0.618 |
11,599.2 |
|
HIGH |
11,464.5 |
|
0.618 |
11,381.2 |
|
0.500 |
11,355.5 |
|
0.382 |
11,329.8 |
|
LOW |
11,246.5 |
|
0.618 |
11,111.8 |
|
1.000 |
11,028.5 |
|
1.618 |
10,893.8 |
|
2.618 |
10,675.8 |
|
4.250 |
10,320.0 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,411.2 |
11,393.0 |
| PP |
11,383.3 |
11,347.0 |
| S1 |
11,355.5 |
11,301.0 |
|