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 |
1,229.2 |
1,211.7 |
-17.5 |
-1.4% |
1,233.3 |
High |
1,232.8 |
1,213.9 |
-18.9 |
-1.5% |
1,241.7 |
Low |
1,203.5 |
1,196.3 |
-7.2 |
-0.6% |
1,196.3 |
Close |
1,211.9 |
1,204.0 |
-7.9 |
-0.7% |
1,204.0 |
Range |
29.3 |
17.6 |
-11.7 |
-39.9% |
45.4 |
ATR |
18.2 |
18.2 |
0.0 |
-0.2% |
0.0 |
Volume |
117,012 |
111,017 |
-5,995 |
-5.1% |
480,066 |
|
Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,257.5 |
1,248.3 |
1,213.8 |
|
R3 |
1,240.0 |
1,230.8 |
1,208.8 |
|
R2 |
1,222.3 |
1,222.3 |
1,207.3 |
|
R1 |
1,213.3 |
1,213.3 |
1,205.5 |
1,209.0 |
PP |
1,204.8 |
1,204.8 |
1,204.8 |
1,202.5 |
S1 |
1,195.5 |
1,195.5 |
1,202.5 |
1,191.3 |
S2 |
1,187.3 |
1,187.3 |
1,200.8 |
|
S3 |
1,169.5 |
1,178.0 |
1,199.3 |
|
S4 |
1,152.0 |
1,160.3 |
1,194.3 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.3 |
1,322.5 |
1,229.0 |
|
R3 |
1,304.8 |
1,277.0 |
1,216.5 |
|
R2 |
1,259.5 |
1,259.5 |
1,212.3 |
|
R1 |
1,231.8 |
1,231.8 |
1,208.3 |
1,222.8 |
PP |
1,214.0 |
1,214.0 |
1,214.0 |
1,209.5 |
S1 |
1,186.3 |
1,186.3 |
1,199.8 |
1,177.5 |
S2 |
1,168.5 |
1,168.5 |
1,195.8 |
|
S3 |
1,123.3 |
1,141.0 |
1,191.5 |
|
S4 |
1,077.8 |
1,095.5 |
1,179.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,241.7 |
1,196.3 |
45.4 |
3.8% |
19.3 |
1.6% |
17% |
False |
True |
96,013 |
10 |
1,242.8 |
1,196.3 |
46.5 |
3.9% |
18.5 |
1.5% |
17% |
False |
True |
99,768 |
20 |
1,274.2 |
1,196.3 |
77.9 |
6.5% |
17.8 |
1.5% |
10% |
False |
True |
86,682 |
40 |
1,292.3 |
1,196.3 |
96.0 |
8.0% |
17.5 |
1.5% |
8% |
False |
True |
96,124 |
60 |
1,292.3 |
1,196.3 |
96.0 |
8.0% |
15.3 |
1.3% |
8% |
False |
True |
66,009 |
80 |
1,292.3 |
1,196.3 |
96.0 |
8.0% |
13.0 |
1.1% |
8% |
False |
True |
49,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,288.8 |
2.618 |
1,260.0 |
1.618 |
1,242.5 |
1.000 |
1,231.5 |
0.618 |
1,224.8 |
HIGH |
1,214.0 |
0.618 |
1,207.3 |
0.500 |
1,205.0 |
0.382 |
1,203.0 |
LOW |
1,196.3 |
0.618 |
1,185.5 |
1.000 |
1,178.8 |
1.618 |
1,167.8 |
2.618 |
1,150.3 |
4.250 |
1,121.5 |
|
|
Fisher Pivots for day following 07-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,205.0 |
1,219.0 |
PP |
1,204.8 |
1,214.0 |
S1 |
1,204.3 |
1,209.0 |
|