| 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 |
5,592.0 |
5,482.0 |
-110.0 |
-2.0% |
5,652.0 |
| High |
5,596.0 |
5,482.0 |
-114.0 |
-2.0% |
5,671.0 |
| Low |
5,518.0 |
5,401.0 |
-117.0 |
-2.1% |
5,401.0 |
| Close |
5,528.0 |
5,405.0 |
-123.0 |
-2.2% |
5,405.0 |
| Range |
78.0 |
81.0 |
3.0 |
3.8% |
270.0 |
| ATR |
70.6 |
74.7 |
4.0 |
5.7% |
0.0 |
| Volume |
30,861 |
35,484 |
4,623 |
15.0% |
130,589 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,672.3 |
5,619.7 |
5,449.6 |
|
| R3 |
5,591.3 |
5,538.7 |
5,427.3 |
|
| R2 |
5,510.3 |
5,510.3 |
5,419.9 |
|
| R1 |
5,457.7 |
5,457.7 |
5,412.4 |
5,443.5 |
| PP |
5,429.3 |
5,429.3 |
5,429.3 |
5,422.3 |
| S1 |
5,376.7 |
5,376.7 |
5,397.6 |
5,362.5 |
| S2 |
5,348.3 |
5,348.3 |
5,390.2 |
|
| S3 |
5,267.3 |
5,295.7 |
5,382.7 |
|
| S4 |
5,186.3 |
5,214.7 |
5,360.5 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,302.3 |
6,123.7 |
5,553.5 |
|
| R3 |
6,032.3 |
5,853.7 |
5,479.3 |
|
| R2 |
5,762.3 |
5,762.3 |
5,454.5 |
|
| R1 |
5,583.7 |
5,583.7 |
5,429.8 |
5,538.0 |
| PP |
5,492.3 |
5,492.3 |
5,492.3 |
5,469.5 |
| S1 |
5,313.7 |
5,313.7 |
5,380.3 |
5,268.0 |
| S2 |
5,222.3 |
5,222.3 |
5,355.5 |
|
| S3 |
4,952.3 |
5,043.7 |
5,330.8 |
|
| S4 |
4,682.3 |
4,773.7 |
5,256.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,671.0 |
5,401.0 |
270.0 |
5.0% |
66.8 |
1.2% |
1% |
False |
True |
26,117 |
| 10 |
5,671.0 |
5,401.0 |
270.0 |
5.0% |
60.8 |
1.1% |
1% |
False |
True |
23,809 |
| 20 |
5,671.0 |
5,393.0 |
278.0 |
5.1% |
59.3 |
1.1% |
4% |
False |
False |
22,968 |
| 40 |
5,671.0 |
5,324.0 |
347.0 |
6.4% |
68.2 |
1.3% |
23% |
False |
False |
30,598 |
| 60 |
5,756.0 |
5,324.0 |
432.0 |
8.0% |
58.5 |
1.1% |
19% |
False |
False |
20,676 |
| 80 |
5,923.0 |
5,324.0 |
599.0 |
11.1% |
46.5 |
0.9% |
14% |
False |
False |
15,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,826.3 |
|
2.618 |
5,694.1 |
|
1.618 |
5,613.1 |
|
1.000 |
5,563.0 |
|
0.618 |
5,532.1 |
|
HIGH |
5,482.0 |
|
0.618 |
5,451.1 |
|
0.500 |
5,441.5 |
|
0.382 |
5,431.9 |
|
LOW |
5,401.0 |
|
0.618 |
5,350.9 |
|
1.000 |
5,320.0 |
|
1.618 |
5,269.9 |
|
2.618 |
5,188.9 |
|
4.250 |
5,056.8 |
|
|
| Fisher Pivots for day following 07-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,441.5 |
5,518.0 |
| PP |
5,429.3 |
5,480.3 |
| S1 |
5,417.2 |
5,442.7 |
|