| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
11,426.0 |
11,480.0 |
54.0 |
0.5% |
11,315.0 |
| High |
11,480.5 |
11,659.0 |
178.5 |
1.6% |
11,329.0 |
| Low |
11,381.5 |
11,476.5 |
95.0 |
0.8% |
11,029.5 |
| Close |
11,460.5 |
11,650.0 |
189.5 |
1.7% |
11,306.0 |
| Range |
99.0 |
182.5 |
83.5 |
84.3% |
299.5 |
| ATR |
210.0 |
209.2 |
-0.8 |
-0.4% |
0.0 |
| Volume |
91,350 |
72,564 |
-18,786 |
-20.6% |
517,940 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,142.7 |
12,078.8 |
11,750.4 |
|
| R3 |
11,960.2 |
11,896.3 |
11,700.2 |
|
| R2 |
11,777.7 |
11,777.7 |
11,683.5 |
|
| R1 |
11,713.8 |
11,713.8 |
11,666.7 |
11,745.8 |
| PP |
11,595.2 |
11,595.2 |
11,595.2 |
11,611.1 |
| S1 |
11,531.3 |
11,531.3 |
11,633.3 |
11,563.3 |
| S2 |
11,412.7 |
11,412.7 |
11,616.5 |
|
| S3 |
11,230.2 |
11,348.8 |
11,599.8 |
|
| S4 |
11,047.7 |
11,166.3 |
11,549.6 |
|
|
| 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 |
11,659.0 |
11,137.5 |
521.5 |
4.5% |
167.1 |
1.4% |
98% |
True |
False |
86,165 |
| 10 |
11,659.0 |
11,029.5 |
629.5 |
5.4% |
193.0 |
1.7% |
99% |
True |
False |
98,303 |
| 20 |
11,807.0 |
10,780.5 |
1,026.5 |
8.8% |
182.7 |
1.6% |
85% |
False |
False |
89,213 |
| 40 |
11,807.0 |
10,650.0 |
1,157.0 |
9.9% |
222.7 |
1.9% |
86% |
False |
False |
94,762 |
| 60 |
11,934.0 |
10,650.0 |
1,284.0 |
11.0% |
219.2 |
1.9% |
78% |
False |
False |
63,574 |
| 80 |
12,428.5 |
10,650.0 |
1,778.5 |
15.3% |
225.6 |
1.9% |
56% |
False |
False |
47,819 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.3% |
216.6 |
1.9% |
56% |
False |
False |
38,318 |
| 120 |
12,428.5 |
10,650.0 |
1,778.5 |
15.3% |
195.8 |
1.7% |
56% |
False |
False |
31,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,434.6 |
|
2.618 |
12,136.8 |
|
1.618 |
11,954.3 |
|
1.000 |
11,841.5 |
|
0.618 |
11,771.8 |
|
HIGH |
11,659.0 |
|
0.618 |
11,589.3 |
|
0.500 |
11,567.8 |
|
0.382 |
11,546.2 |
|
LOW |
11,476.5 |
|
0.618 |
11,363.7 |
|
1.000 |
11,294.0 |
|
1.618 |
11,181.2 |
|
2.618 |
10,998.7 |
|
4.250 |
10,700.9 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,622.6 |
11,584.3 |
| PP |
11,595.2 |
11,518.5 |
| S1 |
11,567.8 |
11,452.8 |
|