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 |
4,570.50 |
4,551.50 |
-19.00 |
-0.4% |
4,562.25 |
High |
4,581.25 |
4,629.00 |
47.75 |
1.0% |
4,608.75 |
Low |
4,543.50 |
4,551.00 |
7.50 |
0.2% |
4,497.00 |
Close |
4,551.75 |
4,593.50 |
41.75 |
0.9% |
4,585.00 |
Range |
37.75 |
78.00 |
40.25 |
106.6% |
111.75 |
ATR |
59.53 |
60.85 |
1.32 |
2.2% |
0.00 |
Volume |
253,010 |
247,802 |
-5,208 |
-2.1% |
1,237,934 |
|
Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,825.25 |
4,787.25 |
4,636.50 |
|
R3 |
4,747.25 |
4,709.25 |
4,615.00 |
|
R2 |
4,669.25 |
4,669.25 |
4,607.75 |
|
R1 |
4,631.25 |
4,631.25 |
4,600.75 |
4,650.25 |
PP |
4,591.25 |
4,591.25 |
4,591.25 |
4,600.50 |
S1 |
4,553.25 |
4,553.25 |
4,586.25 |
4,572.25 |
S2 |
4,513.25 |
4,513.25 |
4,579.25 |
|
S3 |
4,435.25 |
4,475.25 |
4,572.00 |
|
S4 |
4,357.25 |
4,397.25 |
4,550.50 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,898.75 |
4,853.75 |
4,646.50 |
|
R3 |
4,787.00 |
4,742.00 |
4,615.75 |
|
R2 |
4,675.25 |
4,675.25 |
4,605.50 |
|
R1 |
4,630.25 |
4,630.25 |
4,595.25 |
4,652.75 |
PP |
4,563.50 |
4,563.50 |
4,563.50 |
4,575.00 |
S1 |
4,518.50 |
4,518.50 |
4,574.75 |
4,541.00 |
S2 |
4,451.75 |
4,451.75 |
4,564.50 |
|
S3 |
4,340.00 |
4,406.75 |
4,554.25 |
|
S4 |
4,228.25 |
4,295.00 |
4,523.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,629.00 |
4,530.75 |
98.25 |
2.1% |
55.00 |
1.2% |
64% |
True |
False |
238,668 |
10 |
4,638.75 |
4,497.00 |
141.75 |
3.1% |
58.50 |
1.3% |
68% |
False |
False |
243,770 |
20 |
4,686.00 |
4,331.75 |
354.25 |
7.7% |
61.25 |
1.3% |
74% |
False |
False |
224,972 |
40 |
4,686.00 |
4,331.75 |
354.25 |
7.7% |
59.25 |
1.3% |
74% |
False |
False |
219,758 |
60 |
4,686.00 |
4,331.75 |
354.25 |
7.7% |
55.50 |
1.2% |
74% |
False |
False |
146,920 |
80 |
4,686.00 |
4,321.75 |
364.25 |
7.9% |
54.25 |
1.2% |
75% |
False |
False |
110,205 |
100 |
4,686.00 |
4,253.50 |
432.50 |
9.4% |
52.50 |
1.1% |
79% |
False |
False |
88,174 |
120 |
4,686.00 |
4,253.50 |
432.50 |
9.4% |
44.75 |
1.0% |
79% |
False |
False |
73,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,960.50 |
2.618 |
4,833.25 |
1.618 |
4,755.25 |
1.000 |
4,707.00 |
0.618 |
4,677.25 |
HIGH |
4,629.00 |
0.618 |
4,599.25 |
0.500 |
4,590.00 |
0.382 |
4,580.75 |
LOW |
4,551.00 |
0.618 |
4,502.75 |
1.000 |
4,473.00 |
1.618 |
4,424.75 |
2.618 |
4,346.75 |
4.250 |
4,219.50 |
|
|
Fisher Pivots for day following 05-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
4,592.25 |
4,590.50 |
PP |
4,591.25 |
4,587.75 |
S1 |
4,590.00 |
4,584.75 |
|