| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
17,512 |
17,396 |
-116 |
-0.7% |
17,527 |
| High |
17,557 |
17,595 |
38 |
0.2% |
17,721 |
| Low |
17,424 |
17,396 |
-28 |
-0.2% |
17,319 |
| Close |
17,454 |
17,475 |
21 |
0.1% |
17,614 |
| Range |
133 |
199 |
66 |
49.6% |
402 |
| ATR |
184 |
185 |
1 |
0.6% |
0 |
| Volume |
125,478 |
129,595 |
4,117 |
3.3% |
693,324 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,086 |
17,979 |
17,585 |
|
| R3 |
17,887 |
17,780 |
17,530 |
|
| R2 |
17,688 |
17,688 |
17,512 |
|
| R1 |
17,581 |
17,581 |
17,493 |
17,635 |
| PP |
17,489 |
17,489 |
17,489 |
17,515 |
| S1 |
17,382 |
17,382 |
17,457 |
17,436 |
| S2 |
17,290 |
17,290 |
17,439 |
|
| S3 |
17,091 |
17,183 |
17,420 |
|
| S4 |
16,892 |
16,984 |
17,366 |
|
|
| 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 |
17,396 |
325 |
1.9% |
170 |
1.0% |
24% |
False |
True |
126,597 |
| 10 |
17,833 |
17,319 |
514 |
2.9% |
190 |
1.1% |
30% |
False |
False |
134,210 |
| 20 |
18,075 |
17,319 |
756 |
4.3% |
177 |
1.0% |
21% |
False |
False |
125,339 |
| 40 |
18,108 |
17,319 |
789 |
4.5% |
192 |
1.1% |
20% |
False |
False |
132,433 |
| 60 |
18,250 |
17,319 |
931 |
5.3% |
173 |
1.0% |
17% |
False |
False |
88,605 |
| 80 |
18,250 |
17,319 |
931 |
5.3% |
172 |
1.0% |
17% |
False |
False |
66,463 |
| 100 |
18,250 |
17,319 |
931 |
5.3% |
167 |
1.0% |
17% |
False |
False |
53,173 |
| 120 |
18,250 |
17,319 |
931 |
5.3% |
147 |
0.8% |
17% |
False |
False |
44,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,441 |
|
2.618 |
18,116 |
|
1.618 |
17,917 |
|
1.000 |
17,794 |
|
0.618 |
17,718 |
|
HIGH |
17,595 |
|
0.618 |
17,519 |
|
0.500 |
17,496 |
|
0.382 |
17,472 |
|
LOW |
17,396 |
|
0.618 |
17,273 |
|
1.000 |
17,197 |
|
1.618 |
17,074 |
|
2.618 |
16,875 |
|
4.250 |
16,550 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,496 |
17,527 |
| PP |
17,489 |
17,510 |
| S1 |
17,482 |
17,492 |
|