| 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 |
2,074.75 |
2,087.00 |
12.25 |
0.6% |
2,070.00 |
| High |
2,099.00 |
2,091.00 |
-8.00 |
-0.4% |
2,101.25 |
| Low |
2,074.75 |
2,062.50 |
-12.25 |
-0.6% |
2,049.00 |
| Close |
2,086.00 |
2,071.75 |
-14.25 |
-0.7% |
2,090.50 |
| Range |
24.25 |
28.50 |
4.25 |
17.5% |
52.25 |
| ATR |
20.98 |
21.51 |
0.54 |
2.6% |
0.00 |
| Volume |
3,836 |
4,688 |
852 |
22.2% |
16,634 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.50 |
2,144.75 |
2,087.50 |
|
| R3 |
2,132.00 |
2,116.25 |
2,079.50 |
|
| R2 |
2,103.50 |
2,103.50 |
2,077.00 |
|
| R1 |
2,087.75 |
2,087.75 |
2,074.25 |
2,081.50 |
| PP |
2,075.00 |
2,075.00 |
2,075.00 |
2,072.00 |
| S1 |
2,059.25 |
2,059.25 |
2,069.25 |
2,053.00 |
| S2 |
2,046.50 |
2,046.50 |
2,066.50 |
|
| S3 |
2,018.00 |
2,030.75 |
2,064.00 |
|
| S4 |
1,989.50 |
2,002.25 |
2,056.00 |
|
|
| 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 |
2,062.50 |
38.75 |
1.9% |
20.50 |
1.0% |
24% |
False |
True |
3,794 |
| 10 |
2,101.25 |
2,049.00 |
52.25 |
2.5% |
22.25 |
1.1% |
44% |
False |
False |
3,345 |
| 20 |
2,118.50 |
2,037.75 |
80.75 |
3.9% |
20.00 |
1.0% |
42% |
False |
False |
2,923 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
21.50 |
1.0% |
51% |
False |
False |
2,504 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.50 |
0.9% |
51% |
False |
False |
1,926 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.50 |
0.9% |
51% |
False |
False |
1,505 |
| 100 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.25 |
0.9% |
51% |
False |
False |
1,215 |
| 120 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
17.75 |
0.9% |
53% |
False |
False |
1,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,212.00 |
|
2.618 |
2,165.50 |
|
1.618 |
2,137.00 |
|
1.000 |
2,119.50 |
|
0.618 |
2,108.50 |
|
HIGH |
2,091.00 |
|
0.618 |
2,080.00 |
|
0.500 |
2,076.75 |
|
0.382 |
2,073.50 |
|
LOW |
2,062.50 |
|
0.618 |
2,045.00 |
|
1.000 |
2,034.00 |
|
1.618 |
2,016.50 |
|
2.618 |
1,988.00 |
|
4.250 |
1,941.50 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,076.75 |
2,080.75 |
| PP |
2,075.00 |
2,077.75 |
| S1 |
2,073.50 |
2,074.75 |
|