| Trading Metrics calculated at close of trading on 03-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
17,675 |
17,620 |
-55 |
-0.3% |
17,527 |
| High |
17,721 |
17,658 |
-63 |
-0.4% |
17,721 |
| Low |
17,592 |
17,415 |
-177 |
-1.0% |
17,319 |
| Close |
17,614 |
17,511 |
-103 |
-0.6% |
17,614 |
| Range |
129 |
243 |
114 |
88.4% |
402 |
| ATR |
184 |
188 |
4 |
2.3% |
0 |
| Volume |
119,936 |
142,066 |
22,130 |
18.5% |
693,324 |
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,257 |
18,127 |
17,645 |
|
| R3 |
18,014 |
17,884 |
17,578 |
|
| R2 |
17,771 |
17,771 |
17,556 |
|
| R1 |
17,641 |
17,641 |
17,533 |
17,585 |
| PP |
17,528 |
17,528 |
17,528 |
17,500 |
| S1 |
17,398 |
17,398 |
17,489 |
17,342 |
| S2 |
17,285 |
17,285 |
17,467 |
|
| S3 |
17,042 |
17,155 |
17,444 |
|
| S4 |
16,799 |
16,912 |
17,377 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,757 |
18,588 |
17,835 |
|
| R3 |
18,355 |
18,186 |
17,725 |
|
| R2 |
17,953 |
17,953 |
17,688 |
|
| R1 |
17,784 |
17,784 |
17,651 |
17,869 |
| PP |
17,551 |
17,551 |
17,551 |
17,594 |
| S1 |
17,382 |
17,382 |
17,577 |
17,467 |
| S2 |
17,149 |
17,149 |
17,540 |
|
| S3 |
16,747 |
16,980 |
17,504 |
|
| S4 |
16,345 |
16,578 |
17,393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,721 |
17,371 |
350 |
2.0% |
178 |
1.0% |
40% |
False |
False |
134,050 |
| 10 |
18,020 |
17,319 |
701 |
4.0% |
191 |
1.1% |
27% |
False |
False |
131,299 |
| 20 |
18,075 |
17,319 |
756 |
4.3% |
192 |
1.1% |
25% |
False |
False |
137,758 |
| 40 |
18,108 |
17,319 |
789 |
4.5% |
189 |
1.1% |
24% |
False |
False |
126,168 |
| 60 |
18,250 |
17,319 |
931 |
5.3% |
173 |
1.0% |
21% |
False |
False |
84,359 |
| 80 |
18,250 |
17,319 |
931 |
5.3% |
171 |
1.0% |
21% |
False |
False |
63,275 |
| 100 |
18,250 |
17,319 |
931 |
5.3% |
166 |
0.9% |
21% |
False |
False |
50,622 |
| 120 |
18,250 |
17,319 |
931 |
5.3% |
144 |
0.8% |
21% |
False |
False |
42,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,691 |
|
2.618 |
18,294 |
|
1.618 |
18,051 |
|
1.000 |
17,901 |
|
0.618 |
17,808 |
|
HIGH |
17,658 |
|
0.618 |
17,565 |
|
0.500 |
17,537 |
|
0.382 |
17,508 |
|
LOW |
17,415 |
|
0.618 |
17,265 |
|
1.000 |
17,172 |
|
1.618 |
17,022 |
|
2.618 |
16,779 |
|
4.250 |
16,382 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,537 |
17,568 |
| PP |
17,528 |
17,549 |
| S1 |
17,520 |
17,530 |
|