| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
11,480.0 |
11,607.5 |
127.5 |
1.1% |
11,315.0 |
| High |
11,659.0 |
11,673.0 |
14.0 |
0.1% |
11,329.0 |
| Low |
11,476.5 |
11,532.5 |
56.0 |
0.5% |
11,029.5 |
| Close |
11,650.0 |
11,589.5 |
-60.5 |
-0.5% |
11,306.0 |
| Range |
182.5 |
140.5 |
-42.0 |
-23.0% |
299.5 |
| ATR |
209.2 |
204.3 |
-4.9 |
-2.3% |
0.0 |
| Volume |
72,564 |
74,140 |
1,576 |
2.2% |
517,940 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,019.8 |
11,945.2 |
11,666.8 |
|
| R3 |
11,879.3 |
11,804.7 |
11,628.1 |
|
| R2 |
11,738.8 |
11,738.8 |
11,615.3 |
|
| R1 |
11,664.2 |
11,664.2 |
11,602.4 |
11,631.3 |
| PP |
11,598.3 |
11,598.3 |
11,598.3 |
11,581.9 |
| S1 |
11,523.7 |
11,523.7 |
11,576.6 |
11,490.8 |
| S2 |
11,457.8 |
11,457.8 |
11,563.7 |
|
| S3 |
11,317.3 |
11,383.2 |
11,550.9 |
|
| S4 |
11,176.8 |
11,242.7 |
11,512.2 |
|
|
| 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 |
11,673.0 |
11,169.5 |
503.5 |
4.3% |
159.9 |
1.4% |
83% |
True |
False |
83,269 |
| 10 |
11,673.0 |
11,029.5 |
643.5 |
5.6% |
187.7 |
1.6% |
87% |
True |
False |
96,216 |
| 20 |
11,807.0 |
11,029.5 |
777.5 |
6.7% |
176.9 |
1.5% |
72% |
False |
False |
87,186 |
| 40 |
11,807.0 |
10,650.0 |
1,157.0 |
10.0% |
217.1 |
1.9% |
81% |
False |
False |
96,158 |
| 60 |
11,934.0 |
10,650.0 |
1,284.0 |
11.1% |
217.3 |
1.9% |
73% |
False |
False |
64,789 |
| 80 |
12,368.5 |
10,650.0 |
1,718.5 |
14.8% |
226.0 |
1.9% |
55% |
False |
False |
48,742 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.3% |
217.5 |
1.9% |
53% |
False |
False |
39,058 |
| 120 |
12,428.5 |
10,650.0 |
1,778.5 |
15.3% |
196.5 |
1.7% |
53% |
False |
False |
32,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,270.1 |
|
2.618 |
12,040.8 |
|
1.618 |
11,900.3 |
|
1.000 |
11,813.5 |
|
0.618 |
11,759.8 |
|
HIGH |
11,673.0 |
|
0.618 |
11,619.3 |
|
0.500 |
11,602.8 |
|
0.382 |
11,586.2 |
|
LOW |
11,532.5 |
|
0.618 |
11,445.7 |
|
1.000 |
11,392.0 |
|
1.618 |
11,305.2 |
|
2.618 |
11,164.7 |
|
4.250 |
10,935.4 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,602.8 |
11,568.8 |
| PP |
11,598.3 |
11,548.0 |
| S1 |
11,593.9 |
11,527.3 |
|