| 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 |
3,591.0 |
3,627.0 |
36.0 |
1.0% |
3,589.0 |
| High |
3,642.0 |
3,632.0 |
-10.0 |
-0.3% |
3,605.0 |
| Low |
3,587.0 |
3,601.0 |
14.0 |
0.4% |
3,502.0 |
| Close |
3,634.0 |
3,618.0 |
-16.0 |
-0.4% |
3,598.0 |
| Range |
55.0 |
31.0 |
-24.0 |
-43.6% |
103.0 |
| ATR |
69.9 |
67.2 |
-2.6 |
-3.8% |
0.0 |
| Volume |
666,020 |
861,339 |
195,319 |
29.3% |
4,172,636 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,710.0 |
3,695.0 |
3,635.1 |
|
| R3 |
3,679.0 |
3,664.0 |
3,626.5 |
|
| R2 |
3,648.0 |
3,648.0 |
3,623.7 |
|
| R1 |
3,633.0 |
3,633.0 |
3,620.8 |
3,625.0 |
| PP |
3,617.0 |
3,617.0 |
3,617.0 |
3,613.0 |
| S1 |
3,602.0 |
3,602.0 |
3,615.2 |
3,594.0 |
| S2 |
3,586.0 |
3,586.0 |
3,612.3 |
|
| S3 |
3,555.0 |
3,571.0 |
3,609.5 |
|
| S4 |
3,524.0 |
3,540.0 |
3,601.0 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,877.3 |
3,840.7 |
3,654.7 |
|
| R3 |
3,774.3 |
3,737.7 |
3,626.3 |
|
| R2 |
3,671.3 |
3,671.3 |
3,616.9 |
|
| R1 |
3,634.7 |
3,634.7 |
3,607.4 |
3,653.0 |
| PP |
3,568.3 |
3,568.3 |
3,568.3 |
3,577.5 |
| S1 |
3,531.7 |
3,531.7 |
3,588.6 |
3,550.0 |
| S2 |
3,465.3 |
3,465.3 |
3,579.1 |
|
| S3 |
3,362.3 |
3,428.7 |
3,569.7 |
|
| S4 |
3,259.3 |
3,325.7 |
3,541.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,642.0 |
3,543.0 |
99.0 |
2.7% |
48.2 |
1.3% |
76% |
False |
False |
806,017 |
| 10 |
3,666.0 |
3,502.0 |
164.0 |
4.5% |
54.8 |
1.5% |
71% |
False |
False |
847,883 |
| 20 |
3,714.0 |
3,280.0 |
434.0 |
12.0% |
59.4 |
1.6% |
78% |
False |
False |
962,156 |
| 40 |
3,714.0 |
3,280.0 |
434.0 |
12.0% |
73.4 |
2.0% |
78% |
False |
False |
1,102,856 |
| 60 |
3,714.0 |
3,280.0 |
434.0 |
12.0% |
69.9 |
1.9% |
78% |
False |
False |
741,397 |
| 80 |
3,761.0 |
3,280.0 |
481.0 |
13.3% |
69.7 |
1.9% |
70% |
False |
False |
556,725 |
| 100 |
3,761.0 |
3,280.0 |
481.0 |
13.3% |
63.6 |
1.8% |
70% |
False |
False |
445,821 |
| 120 |
3,761.0 |
3,280.0 |
481.0 |
13.3% |
54.8 |
1.5% |
70% |
False |
False |
371,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,763.8 |
|
2.618 |
3,713.2 |
|
1.618 |
3,682.2 |
|
1.000 |
3,663.0 |
|
0.618 |
3,651.2 |
|
HIGH |
3,632.0 |
|
0.618 |
3,620.2 |
|
0.500 |
3,616.5 |
|
0.382 |
3,612.8 |
|
LOW |
3,601.0 |
|
0.618 |
3,581.8 |
|
1.000 |
3,570.0 |
|
1.618 |
3,550.8 |
|
2.618 |
3,519.8 |
|
4.250 |
3,469.3 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,617.5 |
3,611.3 |
| PP |
3,617.0 |
3,604.7 |
| S1 |
3,616.5 |
3,598.0 |
|