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 |
1,085.1 |
1,086.5 |
1.4 |
0.1% |
1,098.6 |
High |
1,093.9 |
1,090.9 |
-3.0 |
-0.3% |
1,104.4 |
Low |
1,080.5 |
1,082.4 |
1.9 |
0.2% |
1,079.1 |
Close |
1,090.7 |
1,085.7 |
-5.0 |
-0.5% |
1,094.9 |
Range |
13.4 |
8.5 |
-4.9 |
-36.6% |
25.3 |
ATR |
16.2 |
15.6 |
-0.5 |
-3.4% |
0.0 |
Volume |
1,139 |
1,207 |
68 |
6.0% |
582,181 |
|
Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,111.8 |
1,107.3 |
1,090.4 |
|
R3 |
1,103.3 |
1,098.8 |
1,088.0 |
|
R2 |
1,094.8 |
1,094.8 |
1,087.3 |
|
R1 |
1,090.3 |
1,090.3 |
1,086.5 |
1,088.3 |
PP |
1,086.3 |
1,086.3 |
1,086.3 |
1,085.4 |
S1 |
1,081.8 |
1,081.8 |
1,084.9 |
1,079.8 |
S2 |
1,077.8 |
1,077.8 |
1,084.1 |
|
S3 |
1,069.3 |
1,073.3 |
1,083.4 |
|
S4 |
1,060.8 |
1,064.8 |
1,081.0 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,168.7 |
1,157.1 |
1,108.8 |
|
R3 |
1,143.4 |
1,131.8 |
1,101.9 |
|
R2 |
1,118.1 |
1,118.1 |
1,099.5 |
|
R1 |
1,106.5 |
1,106.5 |
1,097.2 |
1,099.7 |
PP |
1,092.8 |
1,092.8 |
1,092.8 |
1,089.4 |
S1 |
1,081.2 |
1,081.2 |
1,092.6 |
1,074.4 |
S2 |
1,067.5 |
1,067.5 |
1,090.3 |
|
S3 |
1,042.2 |
1,055.9 |
1,087.9 |
|
S4 |
1,016.9 |
1,030.6 |
1,081.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,102.8 |
1,079.1 |
23.7 |
2.2% |
14.8 |
1.4% |
28% |
False |
False |
11,952 |
10 |
1,104.9 |
1,072.3 |
32.6 |
3.0% |
15.8 |
1.5% |
41% |
False |
False |
104,003 |
20 |
1,166.9 |
1,072.3 |
94.6 |
8.7% |
15.9 |
1.5% |
14% |
False |
False |
128,595 |
40 |
1,205.7 |
1,072.3 |
133.4 |
12.3% |
14.8 |
1.4% |
10% |
False |
False |
127,826 |
60 |
1,232.8 |
1,072.3 |
160.5 |
14.8% |
14.7 |
1.4% |
8% |
False |
False |
112,378 |
80 |
1,232.8 |
1,072.3 |
160.5 |
14.8% |
14.9 |
1.4% |
8% |
False |
False |
85,993 |
100 |
1,232.8 |
1,072.3 |
160.5 |
14.8% |
14.9 |
1.4% |
8% |
False |
False |
69,399 |
120 |
1,235.7 |
1,072.3 |
163.4 |
15.1% |
14.8 |
1.4% |
8% |
False |
False |
58,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,127.0 |
2.618 |
1,113.2 |
1.618 |
1,104.7 |
1.000 |
1,099.4 |
0.618 |
1,096.2 |
HIGH |
1,090.9 |
0.618 |
1,087.7 |
0.500 |
1,086.7 |
0.382 |
1,085.6 |
LOW |
1,082.4 |
0.618 |
1,077.1 |
1.000 |
1,073.9 |
1.618 |
1,068.6 |
2.618 |
1,060.1 |
4.250 |
1,046.3 |
|
|
Fisher Pivots for day following 05-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,086.7 |
1,088.8 |
PP |
1,086.3 |
1,087.8 |
S1 |
1,086.0 |
1,086.7 |
|