| 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 |
17,479 |
17,370 |
-109 |
-0.6% |
17,620 |
| High |
17,513 |
17,399 |
-114 |
-0.7% |
17,658 |
| Low |
17,305 |
17,221 |
-84 |
-0.5% |
17,221 |
| Close |
17,375 |
17,321 |
-54 |
-0.3% |
17,321 |
| Range |
208 |
178 |
-30 |
-14.4% |
437 |
| ATR |
187 |
186 |
-1 |
-0.3% |
0 |
| Volume |
131,650 |
156,569 |
24,919 |
18.9% |
685,358 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,848 |
17,762 |
17,419 |
|
| R3 |
17,670 |
17,584 |
17,370 |
|
| R2 |
17,492 |
17,492 |
17,354 |
|
| R1 |
17,406 |
17,406 |
17,337 |
17,360 |
| PP |
17,314 |
17,314 |
17,314 |
17,291 |
| S1 |
17,228 |
17,228 |
17,305 |
17,182 |
| S2 |
17,136 |
17,136 |
17,288 |
|
| S3 |
16,958 |
17,050 |
17,272 |
|
| S4 |
16,780 |
16,872 |
17,223 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,711 |
18,453 |
17,561 |
|
| R3 |
18,274 |
18,016 |
17,441 |
|
| R2 |
17,837 |
17,837 |
17,401 |
|
| R1 |
17,579 |
17,579 |
17,361 |
17,490 |
| PP |
17,400 |
17,400 |
17,400 |
17,355 |
| S1 |
17,142 |
17,142 |
17,281 |
17,053 |
| S2 |
16,963 |
16,963 |
17,241 |
|
| S3 |
16,526 |
16,705 |
17,201 |
|
| S4 |
16,089 |
16,268 |
17,081 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,658 |
17,221 |
437 |
2.5% |
192 |
1.1% |
23% |
False |
True |
137,071 |
| 10 |
17,721 |
17,221 |
500 |
2.9% |
184 |
1.1% |
20% |
False |
True |
137,868 |
| 20 |
18,075 |
17,221 |
854 |
4.9% |
172 |
1.0% |
12% |
False |
True |
121,783 |
| 40 |
18,108 |
17,221 |
887 |
5.1% |
192 |
1.1% |
11% |
False |
True |
138,626 |
| 60 |
18,250 |
17,221 |
1,029 |
5.9% |
175 |
1.0% |
10% |
False |
True |
93,405 |
| 80 |
18,250 |
17,221 |
1,029 |
5.9% |
174 |
1.0% |
10% |
False |
True |
70,066 |
| 100 |
18,250 |
17,221 |
1,029 |
5.9% |
167 |
1.0% |
10% |
False |
True |
56,055 |
| 120 |
18,250 |
17,221 |
1,029 |
5.9% |
148 |
0.9% |
10% |
False |
True |
46,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,156 |
|
2.618 |
17,865 |
|
1.618 |
17,687 |
|
1.000 |
17,577 |
|
0.618 |
17,509 |
|
HIGH |
17,399 |
|
0.618 |
17,331 |
|
0.500 |
17,310 |
|
0.382 |
17,289 |
|
LOW |
17,221 |
|
0.618 |
17,111 |
|
1.000 |
17,043 |
|
1.618 |
16,933 |
|
2.618 |
16,755 |
|
4.250 |
16,465 |
|
|
| Fisher Pivots for day following 07-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,317 |
17,408 |
| PP |
17,314 |
17,379 |
| S1 |
17,310 |
17,350 |
|