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 |
1,084.4 |
1,088.9 |
4.5 |
0.4% |
1,095.5 |
High |
1,092.2 |
1,098.3 |
6.1 |
0.6% |
1,098.3 |
Low |
1,083.6 |
1,081.7 |
-1.9 |
-0.2% |
1,080.5 |
Close |
1,090.2 |
1,094.1 |
3.9 |
0.4% |
1,094.1 |
Range |
8.6 |
16.6 |
8.0 |
93.0% |
17.8 |
ATR |
15.1 |
15.2 |
0.1 |
0.7% |
0.0 |
Volume |
269 |
614 |
345 |
128.3% |
5,647 |
|
Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,141.2 |
1,134.2 |
1,103.2 |
|
R3 |
1,124.6 |
1,117.6 |
1,098.7 |
|
R2 |
1,108.0 |
1,108.0 |
1,097.1 |
|
R1 |
1,101.0 |
1,101.0 |
1,095.6 |
1,104.5 |
PP |
1,091.4 |
1,091.4 |
1,091.4 |
1,093.1 |
S1 |
1,084.4 |
1,084.4 |
1,092.6 |
1,087.9 |
S2 |
1,074.8 |
1,074.8 |
1,091.1 |
|
S3 |
1,058.2 |
1,067.8 |
1,089.5 |
|
S4 |
1,041.6 |
1,051.2 |
1,085.0 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,144.4 |
1,137.0 |
1,103.9 |
|
R3 |
1,126.6 |
1,119.2 |
1,099.0 |
|
R2 |
1,108.8 |
1,108.8 |
1,097.4 |
|
R1 |
1,101.4 |
1,101.4 |
1,095.7 |
1,096.2 |
PP |
1,091.0 |
1,091.0 |
1,091.0 |
1,088.4 |
S1 |
1,083.6 |
1,083.6 |
1,092.5 |
1,078.4 |
S2 |
1,073.2 |
1,073.2 |
1,090.8 |
|
S3 |
1,055.4 |
1,065.8 |
1,089.2 |
|
S4 |
1,037.6 |
1,048.0 |
1,084.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,098.3 |
1,080.5 |
17.8 |
1.6% |
11.8 |
1.1% |
76% |
True |
False |
1,129 |
10 |
1,104.4 |
1,079.1 |
25.3 |
2.3% |
13.6 |
1.2% |
59% |
False |
False |
58,782 |
20 |
1,163.9 |
1,072.3 |
91.6 |
8.4% |
16.1 |
1.5% |
24% |
False |
False |
116,510 |
40 |
1,205.7 |
1,072.3 |
133.4 |
12.2% |
14.7 |
1.3% |
16% |
False |
False |
121,858 |
60 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
14.4 |
1.3% |
14% |
False |
False |
111,458 |
80 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
14.8 |
1.4% |
14% |
False |
False |
85,950 |
100 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
14.8 |
1.4% |
14% |
False |
False |
69,381 |
120 |
1,232.8 |
1,072.3 |
160.5 |
14.7% |
14.7 |
1.3% |
14% |
False |
False |
58,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,168.9 |
2.618 |
1,141.8 |
1.618 |
1,125.2 |
1.000 |
1,114.9 |
0.618 |
1,108.6 |
HIGH |
1,098.3 |
0.618 |
1,092.0 |
0.500 |
1,090.0 |
0.382 |
1,088.0 |
LOW |
1,081.7 |
0.618 |
1,071.4 |
1.000 |
1,065.1 |
1.618 |
1,054.8 |
2.618 |
1,038.2 |
4.250 |
1,011.2 |
|
|
Fisher Pivots for day following 07-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,092.7 |
1,092.7 |
PP |
1,091.4 |
1,091.4 |
S1 |
1,090.0 |
1,090.0 |
|