| Trading Metrics calculated at close of trading on 07-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
11,607.5 |
11,587.5 |
-20.0 |
-0.2% |
11,290.0 |
| High |
11,673.0 |
11,588.0 |
-85.0 |
-0.7% |
11,673.0 |
| Low |
11,532.5 |
11,482.5 |
-50.0 |
-0.4% |
11,246.5 |
| Close |
11,589.5 |
11,494.5 |
-95.0 |
-0.8% |
11,494.5 |
| Range |
140.5 |
105.5 |
-35.0 |
-24.9% |
426.5 |
| ATR |
204.3 |
197.3 |
-6.9 |
-3.4% |
0.0 |
| Volume |
74,140 |
75,804 |
1,664 |
2.2% |
387,138 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,838.2 |
11,771.8 |
11,552.5 |
|
| R3 |
11,732.7 |
11,666.3 |
11,523.5 |
|
| R2 |
11,627.2 |
11,627.2 |
11,513.8 |
|
| R1 |
11,560.8 |
11,560.8 |
11,504.2 |
11,541.3 |
| PP |
11,521.7 |
11,521.7 |
11,521.7 |
11,511.9 |
| S1 |
11,455.3 |
11,455.3 |
11,484.8 |
11,435.8 |
| S2 |
11,416.2 |
11,416.2 |
11,475.2 |
|
| S3 |
11,310.7 |
11,349.8 |
11,465.5 |
|
| S4 |
11,205.2 |
11,244.3 |
11,436.5 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,750.8 |
12,549.2 |
11,729.1 |
|
| R3 |
12,324.3 |
12,122.7 |
11,611.8 |
|
| R2 |
11,897.8 |
11,897.8 |
11,572.7 |
|
| R1 |
11,696.2 |
11,696.2 |
11,533.6 |
11,797.0 |
| PP |
11,471.3 |
11,471.3 |
11,471.3 |
11,521.8 |
| S1 |
11,269.7 |
11,269.7 |
11,455.4 |
11,370.5 |
| S2 |
11,044.8 |
11,044.8 |
11,416.3 |
|
| S3 |
10,618.3 |
10,843.2 |
11,377.2 |
|
| S4 |
10,191.8 |
10,416.7 |
11,259.9 |
|
|
| 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 |
11,246.5 |
426.5 |
3.7% |
149.1 |
1.3% |
58% |
False |
False |
77,427 |
| 10 |
11,673.0 |
11,029.5 |
643.5 |
5.6% |
171.5 |
1.5% |
72% |
False |
False |
90,507 |
| 20 |
11,807.0 |
11,029.5 |
777.5 |
6.8% |
169.4 |
1.5% |
60% |
False |
False |
85,882 |
| 40 |
11,807.0 |
10,650.0 |
1,157.0 |
10.1% |
214.4 |
1.9% |
73% |
False |
False |
97,595 |
| 60 |
11,934.0 |
10,650.0 |
1,284.0 |
11.2% |
214.1 |
1.9% |
66% |
False |
False |
66,043 |
| 80 |
12,353.0 |
10,650.0 |
1,703.0 |
14.8% |
225.4 |
2.0% |
50% |
False |
False |
49,687 |
| 100 |
12,428.5 |
10,650.0 |
1,778.5 |
15.5% |
216.5 |
1.9% |
47% |
False |
False |
39,816 |
| 120 |
12,428.5 |
10,650.0 |
1,778.5 |
15.5% |
197.0 |
1.7% |
47% |
False |
False |
33,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,036.4 |
|
2.618 |
11,864.2 |
|
1.618 |
11,758.7 |
|
1.000 |
11,693.5 |
|
0.618 |
11,653.2 |
|
HIGH |
11,588.0 |
|
0.618 |
11,547.7 |
|
0.500 |
11,535.3 |
|
0.382 |
11,522.8 |
|
LOW |
11,482.5 |
|
0.618 |
11,417.3 |
|
1.000 |
11,377.0 |
|
1.618 |
11,311.8 |
|
2.618 |
11,206.3 |
|
4.250 |
11,034.1 |
|
|
| Fisher Pivots for day following 07-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,535.3 |
11,574.8 |
| PP |
11,521.7 |
11,548.0 |
| S1 |
11,508.1 |
11,521.3 |
|