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 |
17,547.49 |
17,405.05 |
-142.44 |
-0.8% |
17,696.74 |
High |
17,572.04 |
17,414.94 |
-157.10 |
-0.9% |
17,704.76 |
Low |
17,362.86 |
17,279.08 |
-83.78 |
-0.5% |
17,279.08 |
Close |
17,419.75 |
17,373.38 |
-46.37 |
-0.3% |
17,373.38 |
Range |
209.18 |
135.86 |
-73.32 |
-35.1% |
425.68 |
ATR |
164.89 |
163.16 |
-1.73 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,763.38 |
17,704.24 |
17,448.10 |
|
R3 |
17,627.52 |
17,568.38 |
17,410.74 |
|
R2 |
17,491.66 |
17,491.66 |
17,398.29 |
|
R1 |
17,432.52 |
17,432.52 |
17,385.83 |
17,394.16 |
PP |
17,355.80 |
17,355.80 |
17,355.80 |
17,336.62 |
S1 |
17,296.66 |
17,296.66 |
17,360.93 |
17,258.30 |
S2 |
17,219.94 |
17,219.94 |
17,348.47 |
|
S3 |
17,084.08 |
17,160.80 |
17,336.02 |
|
S4 |
16,948.22 |
17,024.94 |
17,298.66 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,729.45 |
18,477.09 |
17,607.50 |
|
R3 |
18,303.77 |
18,051.41 |
17,490.44 |
|
R2 |
17,878.09 |
17,878.09 |
17,451.42 |
|
R1 |
17,625.73 |
17,625.73 |
17,412.40 |
17,539.07 |
PP |
17,452.41 |
17,452.41 |
17,452.41 |
17,409.08 |
S1 |
17,200.05 |
17,200.05 |
17,334.36 |
17,113.39 |
S2 |
17,026.73 |
17,026.73 |
17,295.34 |
|
S3 |
16,601.05 |
16,774.37 |
17,256.32 |
|
S4 |
16,175.37 |
16,348.69 |
17,139.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,704.76 |
17,279.08 |
425.68 |
2.5% |
170.39 |
1.0% |
22% |
False |
True |
|
10 |
17,783.59 |
17,279.08 |
504.51 |
2.9% |
159.48 |
0.9% |
19% |
False |
True |
|
20 |
18,137.12 |
17,279.08 |
858.04 |
4.9% |
145.95 |
0.8% |
11% |
False |
True |
|
40 |
18,188.81 |
17,279.08 |
909.73 |
5.2% |
165.58 |
1.0% |
10% |
False |
True |
|
60 |
18,351.36 |
17,279.08 |
1,072.28 |
6.2% |
154.15 |
0.9% |
9% |
False |
True |
|
80 |
18,351.36 |
17,279.08 |
1,072.28 |
6.2% |
161.49 |
0.9% |
9% |
False |
True |
|
100 |
18,351.36 |
17,279.08 |
1,072.28 |
6.2% |
165.94 |
1.0% |
9% |
False |
True |
|
120 |
18,351.36 |
17,279.08 |
1,072.28 |
6.2% |
165.92 |
1.0% |
9% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,992.35 |
2.618 |
17,770.62 |
1.618 |
17,634.76 |
1.000 |
17,550.80 |
0.618 |
17,498.90 |
HIGH |
17,414.94 |
0.618 |
17,363.04 |
0.500 |
17,347.01 |
0.382 |
17,330.98 |
LOW |
17,279.08 |
0.618 |
17,195.12 |
1.000 |
17,143.22 |
1.618 |
17,059.26 |
2.618 |
16,923.40 |
4.250 |
16,701.68 |
|
|
Fisher Pivots for day following 07-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,364.59 |
17,470.23 |
PP |
17,355.80 |
17,437.94 |
S1 |
17,347.01 |
17,405.66 |
|