| 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 |
2,087.00 |
2,071.25 |
-15.75 |
-0.8% |
2,092.25 |
| High |
2,091.00 |
2,074.50 |
-16.50 |
-0.8% |
2,099.00 |
| Low |
2,062.50 |
2,054.50 |
-8.00 |
-0.4% |
2,054.50 |
| Close |
2,071.75 |
2,065.75 |
-6.00 |
-0.3% |
2,065.75 |
| Range |
28.50 |
20.00 |
-8.50 |
-29.8% |
44.50 |
| ATR |
21.51 |
21.41 |
-0.11 |
-0.5% |
0.00 |
| Volume |
4,688 |
2,686 |
-2,002 |
-42.7% |
17,816 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,125.00 |
2,115.25 |
2,076.75 |
|
| R3 |
2,105.00 |
2,095.25 |
2,071.25 |
|
| R2 |
2,085.00 |
2,085.00 |
2,069.50 |
|
| R1 |
2,075.25 |
2,075.25 |
2,067.50 |
2,070.00 |
| PP |
2,065.00 |
2,065.00 |
2,065.00 |
2,062.25 |
| S1 |
2,055.25 |
2,055.25 |
2,064.00 |
2,050.00 |
| S2 |
2,045.00 |
2,045.00 |
2,062.00 |
|
| S3 |
2,025.00 |
2,035.25 |
2,060.25 |
|
| S4 |
2,005.00 |
2,015.25 |
2,054.75 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,206.50 |
2,180.75 |
2,090.25 |
|
| R3 |
2,162.00 |
2,136.25 |
2,078.00 |
|
| R2 |
2,117.50 |
2,117.50 |
2,074.00 |
|
| R1 |
2,091.75 |
2,091.75 |
2,069.75 |
2,082.50 |
| PP |
2,073.00 |
2,073.00 |
2,073.00 |
2,068.50 |
| S1 |
2,047.25 |
2,047.25 |
2,061.75 |
2,038.00 |
| S2 |
2,028.50 |
2,028.50 |
2,057.50 |
|
| S3 |
1,984.00 |
2,002.75 |
2,053.50 |
|
| S4 |
1,939.50 |
1,958.25 |
2,041.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,099.00 |
2,054.50 |
44.50 |
2.2% |
21.75 |
1.1% |
25% |
False |
True |
3,563 |
| 10 |
2,101.25 |
2,049.00 |
52.25 |
2.5% |
20.75 |
1.0% |
32% |
False |
False |
3,445 |
| 20 |
2,118.50 |
2,045.75 |
72.75 |
3.5% |
19.50 |
0.9% |
27% |
False |
False |
2,804 |
| 40 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
21.75 |
1.1% |
45% |
False |
False |
2,567 |
| 60 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.75 |
1.0% |
45% |
False |
False |
1,953 |
| 80 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.75 |
1.0% |
45% |
False |
False |
1,537 |
| 100 |
2,118.50 |
2,022.50 |
96.00 |
4.6% |
19.00 |
0.9% |
45% |
False |
False |
1,241 |
| 120 |
2,118.50 |
2,018.75 |
99.75 |
4.8% |
17.75 |
0.9% |
47% |
False |
False |
1,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,159.50 |
|
2.618 |
2,126.75 |
|
1.618 |
2,106.75 |
|
1.000 |
2,094.50 |
|
0.618 |
2,086.75 |
|
HIGH |
2,074.50 |
|
0.618 |
2,066.75 |
|
0.500 |
2,064.50 |
|
0.382 |
2,062.25 |
|
LOW |
2,054.50 |
|
0.618 |
2,042.25 |
|
1.000 |
2,034.50 |
|
1.618 |
2,022.25 |
|
2.618 |
2,002.25 |
|
4.250 |
1,969.50 |
|
|
| Fisher Pivots for day following 07-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,065.25 |
2,076.75 |
| PP |
2,065.00 |
2,073.00 |
| S1 |
2,064.50 |
2,069.50 |
|