| 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 |
11,290.0 |
11,426.0 |
136.0 |
1.2% |
11,315.0 |
| High |
11,464.5 |
11,480.5 |
16.0 |
0.1% |
11,329.0 |
| Low |
11,246.5 |
11,381.5 |
135.0 |
1.2% |
11,029.5 |
| Close |
11,439.0 |
11,460.5 |
21.5 |
0.2% |
11,306.0 |
| Range |
218.0 |
99.0 |
-119.0 |
-54.6% |
299.5 |
| ATR |
218.6 |
210.0 |
-8.5 |
-3.9% |
0.0 |
| Volume |
73,280 |
91,350 |
18,070 |
24.7% |
517,940 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,737.8 |
11,698.2 |
11,515.0 |
|
| R3 |
11,638.8 |
11,599.2 |
11,487.7 |
|
| R2 |
11,539.8 |
11,539.8 |
11,478.7 |
|
| R1 |
11,500.2 |
11,500.2 |
11,469.6 |
11,520.0 |
| PP |
11,440.8 |
11,440.8 |
11,440.8 |
11,450.8 |
| S1 |
11,401.2 |
11,401.2 |
11,451.4 |
11,421.0 |
| S2 |
11,341.8 |
11,341.8 |
11,442.4 |
|
| S3 |
11,242.8 |
11,302.2 |
11,433.3 |
|
| S4 |
11,143.8 |
11,203.2 |
11,406.1 |
|
|
| 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 |
11,480.5 |
11,119.5 |
361.0 |
3.1% |
162.7 |
1.4% |
94% |
True |
False |
92,444 |
| 10 |
11,630.0 |
11,029.5 |
600.5 |
5.2% |
186.3 |
1.6% |
72% |
False |
False |
99,346 |
| 20 |
11,807.0 |
10,650.0 |
1,157.0 |
10.1% |
181.3 |
1.6% |
70% |
False |
False |
91,086 |
| 40 |
11,807.0 |
10,650.0 |
1,157.0 |
10.1% |
223.2 |
1.9% |
70% |
False |
False |
93,005 |
| 60 |
11,934.0 |
10,650.0 |
1,284.0 |
11.2% |
218.0 |
1.9% |
63% |
False |
False |
62,368 |
| 80 |
12,428.5 |
10,650.0 |
1,778.5 |
15.5% |
225.6 |
2.0% |
46% |
False |
False |
46,915 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.5% |
217.2 |
1.9% |
46% |
False |
False |
37,597 |
| 120 |
12,428.5 |
10,650.0 |
1,778.5 |
15.5% |
194.2 |
1.7% |
46% |
False |
False |
31,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,901.3 |
|
2.618 |
11,739.7 |
|
1.618 |
11,640.7 |
|
1.000 |
11,579.5 |
|
0.618 |
11,541.7 |
|
HIGH |
11,480.5 |
|
0.618 |
11,442.7 |
|
0.500 |
11,431.0 |
|
0.382 |
11,419.3 |
|
LOW |
11,381.5 |
|
0.618 |
11,320.3 |
|
1.000 |
11,282.5 |
|
1.618 |
11,221.3 |
|
2.618 |
11,122.3 |
|
4.250 |
10,960.8 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,450.7 |
11,415.3 |
| PP |
11,440.8 |
11,370.2 |
| S1 |
11,431.0 |
11,325.0 |
|