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 |
1,086.5 |
1,084.4 |
-2.1 |
-0.2% |
1,098.6 |
High |
1,090.9 |
1,092.2 |
1.3 |
0.1% |
1,104.4 |
Low |
1,082.4 |
1,083.6 |
1.2 |
0.1% |
1,079.1 |
Close |
1,085.7 |
1,090.2 |
4.5 |
0.4% |
1,094.9 |
Range |
8.5 |
8.6 |
0.1 |
1.2% |
25.3 |
ATR |
15.6 |
15.1 |
-0.5 |
-3.2% |
0.0 |
Volume |
1,207 |
269 |
-938 |
-77.7% |
582,181 |
|
Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,114.5 |
1,110.9 |
1,094.9 |
|
R3 |
1,105.9 |
1,102.3 |
1,092.6 |
|
R2 |
1,097.3 |
1,097.3 |
1,091.8 |
|
R1 |
1,093.7 |
1,093.7 |
1,091.0 |
1,095.5 |
PP |
1,088.7 |
1,088.7 |
1,088.7 |
1,089.6 |
S1 |
1,085.1 |
1,085.1 |
1,089.4 |
1,086.9 |
S2 |
1,080.1 |
1,080.1 |
1,088.6 |
|
S3 |
1,071.5 |
1,076.5 |
1,087.8 |
|
S4 |
1,062.9 |
1,067.9 |
1,085.5 |
|
|
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% |
13.3 |
1.2% |
47% |
False |
False |
2,146 |
10 |
1,104.4 |
1,072.3 |
32.1 |
2.9% |
14.8 |
1.4% |
56% |
False |
False |
83,623 |
20 |
1,164.5 |
1,072.3 |
92.2 |
8.5% |
15.7 |
1.4% |
19% |
False |
False |
122,107 |
40 |
1,205.7 |
1,072.3 |
133.4 |
12.2% |
14.6 |
1.3% |
13% |
False |
False |
124,715 |
60 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
14.6 |
1.3% |
11% |
False |
False |
111,976 |
80 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
14.8 |
1.4% |
11% |
False |
False |
85,974 |
100 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
14.8 |
1.4% |
11% |
False |
False |
69,387 |
120 |
1,234.8 |
1,072.3 |
162.5 |
14.9% |
14.8 |
1.4% |
11% |
False |
False |
58,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,128.8 |
2.618 |
1,114.7 |
1.618 |
1,106.1 |
1.000 |
1,100.8 |
0.618 |
1,097.5 |
HIGH |
1,092.2 |
0.618 |
1,088.9 |
0.500 |
1,087.9 |
0.382 |
1,086.9 |
LOW |
1,083.6 |
0.618 |
1,078.3 |
1.000 |
1,075.0 |
1.618 |
1,069.7 |
2.618 |
1,061.1 |
4.250 |
1,047.1 |
|
|
Fisher Pivots for day following 06-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,089.4 |
1,089.2 |
PP |
1,088.7 |
1,088.2 |
S1 |
1,087.9 |
1,087.2 |
|