| 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 |
2,092.25 |
2,081.25 |
-11.00 |
-0.5% |
2,070.00 |
| High |
2,094.25 |
2,088.00 |
-6.25 |
-0.3% |
2,101.25 |
| Low |
2,072.25 |
2,074.00 |
1.75 |
0.1% |
2,049.00 |
| Close |
2,083.00 |
2,075.00 |
-8.00 |
-0.4% |
2,090.50 |
| Range |
22.00 |
14.00 |
-8.00 |
-36.4% |
52.25 |
| ATR |
21.24 |
20.73 |
-0.52 |
-2.4% |
0.00 |
| Volume |
3,413 |
3,193 |
-220 |
-6.4% |
16,634 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,121.00 |
2,112.00 |
2,082.75 |
|
| R3 |
2,107.00 |
2,098.00 |
2,078.75 |
|
| R2 |
2,093.00 |
2,093.00 |
2,077.50 |
|
| R1 |
2,084.00 |
2,084.00 |
2,076.25 |
2,081.50 |
| PP |
2,079.00 |
2,079.00 |
2,079.00 |
2,077.75 |
| S1 |
2,070.00 |
2,070.00 |
2,073.75 |
2,067.50 |
| S2 |
2,065.00 |
2,065.00 |
2,072.50 |
|
| S3 |
2,051.00 |
2,056.00 |
2,071.25 |
|
| S4 |
2,037.00 |
2,042.00 |
2,067.25 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,237.00 |
2,216.00 |
2,119.25 |
|
| R3 |
2,184.75 |
2,163.75 |
2,104.75 |
|
| R2 |
2,132.50 |
2,132.50 |
2,100.00 |
|
| R1 |
2,111.50 |
2,111.50 |
2,095.25 |
2,122.00 |
| PP |
2,080.25 |
2,080.25 |
2,080.25 |
2,085.50 |
| S1 |
2,059.25 |
2,059.25 |
2,085.75 |
2,069.75 |
| S2 |
2,028.00 |
2,028.00 |
2,081.00 |
|
| S3 |
1,975.75 |
2,007.00 |
2,076.25 |
|
| S4 |
1,923.50 |
1,954.75 |
2,061.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,101.25 |
2,072.25 |
29.00 |
1.4% |
17.00 |
0.8% |
9% |
False |
False |
3,575 |
| 10 |
2,106.00 |
2,049.00 |
57.00 |
2.7% |
20.00 |
1.0% |
46% |
False |
False |
3,004 |
| 20 |
2,118.50 |
2,029.00 |
89.50 |
4.3% |
20.50 |
1.0% |
51% |
False |
False |
2,854 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
21.25 |
1.0% |
55% |
False |
False |
2,526 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.25 |
0.9% |
55% |
False |
False |
1,790 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.25 |
0.9% |
55% |
False |
False |
1,399 |
| 100 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.00 |
0.9% |
55% |
False |
False |
1,130 |
| 120 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
17.25 |
0.8% |
56% |
False |
False |
949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,147.50 |
|
2.618 |
2,124.75 |
|
1.618 |
2,110.75 |
|
1.000 |
2,102.00 |
|
0.618 |
2,096.75 |
|
HIGH |
2,088.00 |
|
0.618 |
2,082.75 |
|
0.500 |
2,081.00 |
|
0.382 |
2,079.25 |
|
LOW |
2,074.00 |
|
0.618 |
2,065.25 |
|
1.000 |
2,060.00 |
|
1.618 |
2,051.25 |
|
2.618 |
2,037.25 |
|
4.250 |
2,014.50 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,081.00 |
2,086.75 |
| PP |
2,079.00 |
2,082.75 |
| S1 |
2,077.00 |
2,079.00 |
|