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 |
17,512 |
17,396 |
-116 |
-0.7% |
17,527 |
High |
17,557 |
17,595 |
38 |
0.2% |
17,721 |
Low |
17,424 |
17,396 |
-28 |
-0.2% |
17,319 |
Close |
17,454 |
17,475 |
21 |
0.1% |
17,614 |
Range |
133 |
199 |
66 |
49.6% |
402 |
ATR |
184 |
185 |
1 |
0.6% |
0 |
Volume |
125,478 |
129,595 |
4,117 |
3.3% |
693,324 |
|
Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,086 |
17,979 |
17,585 |
|
R3 |
17,887 |
17,780 |
17,530 |
|
R2 |
17,688 |
17,688 |
17,512 |
|
R1 |
17,581 |
17,581 |
17,493 |
17,635 |
PP |
17,489 |
17,489 |
17,489 |
17,515 |
S1 |
17,382 |
17,382 |
17,457 |
17,436 |
S2 |
17,290 |
17,290 |
17,439 |
|
S3 |
17,091 |
17,183 |
17,420 |
|
S4 |
16,892 |
16,984 |
17,366 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,757 |
18,588 |
17,835 |
|
R3 |
18,355 |
18,186 |
17,725 |
|
R2 |
17,953 |
17,953 |
17,688 |
|
R1 |
17,784 |
17,784 |
17,651 |
17,869 |
PP |
17,551 |
17,551 |
17,551 |
17,594 |
S1 |
17,382 |
17,382 |
17,577 |
17,467 |
S2 |
17,149 |
17,149 |
17,540 |
|
S3 |
16,747 |
16,980 |
17,504 |
|
S4 |
16,345 |
16,578 |
17,393 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,721 |
17,396 |
325 |
1.9% |
170 |
1.0% |
24% |
False |
True |
126,597 |
10 |
17,833 |
17,319 |
514 |
2.9% |
190 |
1.1% |
30% |
False |
False |
134,210 |
20 |
18,075 |
17,319 |
756 |
4.3% |
177 |
1.0% |
21% |
False |
False |
125,339 |
40 |
18,108 |
17,319 |
789 |
4.5% |
192 |
1.1% |
20% |
False |
False |
132,433 |
60 |
18,250 |
17,319 |
931 |
5.3% |
173 |
1.0% |
17% |
False |
False |
88,605 |
80 |
18,250 |
17,319 |
931 |
5.3% |
172 |
1.0% |
17% |
False |
False |
66,463 |
100 |
18,250 |
17,319 |
931 |
5.3% |
167 |
1.0% |
17% |
False |
False |
53,173 |
120 |
18,250 |
17,319 |
931 |
5.3% |
147 |
0.8% |
17% |
False |
False |
44,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,441 |
2.618 |
18,116 |
1.618 |
17,917 |
1.000 |
17,794 |
0.618 |
17,718 |
HIGH |
17,595 |
0.618 |
17,519 |
0.500 |
17,496 |
0.382 |
17,472 |
LOW |
17,396 |
0.618 |
17,273 |
1.000 |
17,197 |
1.618 |
17,074 |
2.618 |
16,875 |
4.250 |
16,550 |
|
|
Fisher Pivots for day following 05-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,496 |
17,527 |
PP |
17,489 |
17,510 |
S1 |
17,482 |
17,492 |
|