| 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 |
2,081.25 |
2,074.75 |
-6.50 |
-0.3% |
2,070.00 |
| High |
2,088.00 |
2,099.00 |
11.00 |
0.5% |
2,101.25 |
| Low |
2,074.00 |
2,074.75 |
0.75 |
0.0% |
2,049.00 |
| Close |
2,075.00 |
2,086.00 |
11.00 |
0.5% |
2,090.50 |
| Range |
14.00 |
24.25 |
10.25 |
73.2% |
52.25 |
| ATR |
20.73 |
20.98 |
0.25 |
1.2% |
0.00 |
| Volume |
3,193 |
3,836 |
643 |
20.1% |
16,634 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,159.25 |
2,147.00 |
2,099.25 |
|
| R3 |
2,135.00 |
2,122.75 |
2,092.75 |
|
| R2 |
2,110.75 |
2,110.75 |
2,090.50 |
|
| R1 |
2,098.50 |
2,098.50 |
2,088.25 |
2,104.50 |
| PP |
2,086.50 |
2,086.50 |
2,086.50 |
2,089.75 |
| S1 |
2,074.25 |
2,074.25 |
2,083.75 |
2,080.50 |
| S2 |
2,062.25 |
2,062.25 |
2,081.50 |
|
| S3 |
2,038.00 |
2,050.00 |
2,079.25 |
|
| S4 |
2,013.75 |
2,025.75 |
2,072.75 |
|
|
| 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% |
18.00 |
0.9% |
47% |
False |
False |
3,457 |
| 10 |
2,106.00 |
2,049.00 |
57.00 |
2.7% |
21.50 |
1.0% |
65% |
False |
False |
3,100 |
| 20 |
2,118.50 |
2,030.50 |
88.00 |
4.2% |
20.00 |
1.0% |
63% |
False |
False |
2,881 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
21.50 |
1.0% |
66% |
False |
False |
2,431 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.50 |
0.9% |
66% |
False |
False |
1,852 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.50 |
0.9% |
66% |
False |
False |
1,446 |
| 100 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.00 |
0.9% |
66% |
False |
False |
1,168 |
| 120 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
17.50 |
0.8% |
67% |
False |
False |
980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,202.00 |
|
2.618 |
2,162.50 |
|
1.618 |
2,138.25 |
|
1.000 |
2,123.25 |
|
0.618 |
2,114.00 |
|
HIGH |
2,099.00 |
|
0.618 |
2,089.75 |
|
0.500 |
2,087.00 |
|
0.382 |
2,084.00 |
|
LOW |
2,074.75 |
|
0.618 |
2,059.75 |
|
1.000 |
2,050.50 |
|
1.618 |
2,035.50 |
|
2.618 |
2,011.25 |
|
4.250 |
1,971.75 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.00 |
2,086.00 |
| PP |
2,086.50 |
2,085.75 |
| S1 |
2,086.25 |
2,085.50 |
|