| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
17,396 |
17,479 |
83 |
0.5% |
17,527 |
| High |
17,595 |
17,513 |
-82 |
-0.5% |
17,721 |
| Low |
17,396 |
17,305 |
-91 |
-0.5% |
17,319 |
| Close |
17,475 |
17,375 |
-100 |
-0.6% |
17,614 |
| Range |
199 |
208 |
9 |
4.5% |
402 |
| ATR |
185 |
187 |
2 |
0.9% |
0 |
| Volume |
129,595 |
131,650 |
2,055 |
1.6% |
693,324 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,022 |
17,906 |
17,490 |
|
| R3 |
17,814 |
17,698 |
17,432 |
|
| R2 |
17,606 |
17,606 |
17,413 |
|
| R1 |
17,490 |
17,490 |
17,394 |
17,444 |
| PP |
17,398 |
17,398 |
17,398 |
17,375 |
| S1 |
17,282 |
17,282 |
17,356 |
17,236 |
| S2 |
17,190 |
17,190 |
17,337 |
|
| S3 |
16,982 |
17,074 |
17,318 |
|
| S4 |
16,774 |
16,866 |
17,261 |
|
|
| 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 |
17,305 |
416 |
2.4% |
183 |
1.0% |
17% |
False |
True |
129,745 |
| 10 |
17,721 |
17,305 |
416 |
2.4% |
190 |
1.1% |
17% |
False |
True |
134,587 |
| 20 |
18,075 |
17,305 |
770 |
4.4% |
175 |
1.0% |
9% |
False |
True |
121,897 |
| 40 |
18,108 |
17,305 |
803 |
4.6% |
190 |
1.1% |
9% |
False |
True |
135,421 |
| 60 |
18,250 |
17,305 |
945 |
5.4% |
173 |
1.0% |
7% |
False |
True |
90,798 |
| 80 |
18,250 |
17,305 |
945 |
5.4% |
173 |
1.0% |
7% |
False |
True |
68,109 |
| 100 |
18,250 |
17,305 |
945 |
5.4% |
168 |
1.0% |
7% |
False |
True |
54,489 |
| 120 |
18,250 |
17,305 |
945 |
5.4% |
148 |
0.9% |
7% |
False |
True |
45,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,397 |
|
2.618 |
18,058 |
|
1.618 |
17,850 |
|
1.000 |
17,721 |
|
0.618 |
17,642 |
|
HIGH |
17,513 |
|
0.618 |
17,434 |
|
0.500 |
17,409 |
|
0.382 |
17,385 |
|
LOW |
17,305 |
|
0.618 |
17,177 |
|
1.000 |
17,097 |
|
1.618 |
16,969 |
|
2.618 |
16,761 |
|
4.250 |
16,421 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,409 |
17,450 |
| PP |
17,398 |
17,425 |
| S1 |
17,386 |
17,400 |
|