| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
17,620 |
17,512 |
-108 |
-0.6% |
17,527 |
| High |
17,658 |
17,557 |
-101 |
-0.6% |
17,721 |
| Low |
17,415 |
17,424 |
9 |
0.1% |
17,319 |
| Close |
17,511 |
17,454 |
-57 |
-0.3% |
17,614 |
| Range |
243 |
133 |
-110 |
-45.3% |
402 |
| ATR |
188 |
184 |
-4 |
-2.1% |
0 |
| Volume |
142,066 |
125,478 |
-16,588 |
-11.7% |
693,324 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,877 |
17,799 |
17,527 |
|
| R3 |
17,744 |
17,666 |
17,491 |
|
| R2 |
17,611 |
17,611 |
17,479 |
|
| R1 |
17,533 |
17,533 |
17,466 |
17,506 |
| PP |
17,478 |
17,478 |
17,478 |
17,465 |
| S1 |
17,400 |
17,400 |
17,442 |
17,373 |
| S2 |
17,345 |
17,345 |
17,430 |
|
| S3 |
17,212 |
17,267 |
17,418 |
|
| S4 |
17,079 |
17,134 |
17,381 |
|
|
| 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 |
17,415 |
306 |
1.8% |
165 |
0.9% |
13% |
False |
False |
126,307 |
| 10 |
17,837 |
17,319 |
518 |
3.0% |
181 |
1.0% |
26% |
False |
False |
131,565 |
| 20 |
18,075 |
17,319 |
756 |
4.3% |
181 |
1.0% |
18% |
False |
False |
131,551 |
| 40 |
18,108 |
17,319 |
789 |
4.5% |
189 |
1.1% |
17% |
False |
False |
129,246 |
| 60 |
18,250 |
17,319 |
931 |
5.3% |
171 |
1.0% |
15% |
False |
False |
86,448 |
| 80 |
18,250 |
17,319 |
931 |
5.3% |
171 |
1.0% |
15% |
False |
False |
64,844 |
| 100 |
18,250 |
17,319 |
931 |
5.3% |
166 |
1.0% |
15% |
False |
False |
51,877 |
| 120 |
18,250 |
17,319 |
931 |
5.3% |
145 |
0.8% |
15% |
False |
False |
43,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,122 |
|
2.618 |
17,905 |
|
1.618 |
17,772 |
|
1.000 |
17,690 |
|
0.618 |
17,639 |
|
HIGH |
17,557 |
|
0.618 |
17,506 |
|
0.500 |
17,491 |
|
0.382 |
17,475 |
|
LOW |
17,424 |
|
0.618 |
17,342 |
|
1.000 |
17,291 |
|
1.618 |
17,209 |
|
2.618 |
17,076 |
|
4.250 |
16,859 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,491 |
17,568 |
| PP |
17,478 |
17,530 |
| S1 |
17,466 |
17,492 |
|