Trading Metrics calculated at close of trading on 03-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
5,618.0 |
5,652.0 |
34.0 |
0.6% |
5,477.0 |
High |
5,655.0 |
5,652.0 |
-3.0 |
-0.1% |
5,655.0 |
Low |
5,606.0 |
5,608.0 |
2.0 |
0.0% |
5,464.0 |
Close |
5,651.0 |
5,613.0 |
-38.0 |
-0.7% |
5,651.0 |
Range |
49.0 |
44.0 |
-5.0 |
-10.2% |
191.0 |
ATR |
71.0 |
69.1 |
-1.9 |
-2.7% |
0.0 |
Volume |
18,818 |
14,662 |
-4,156 |
-22.1% |
107,510 |
|
Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,756.3 |
5,728.7 |
5,637.2 |
|
R3 |
5,712.3 |
5,684.7 |
5,625.1 |
|
R2 |
5,668.3 |
5,668.3 |
5,621.1 |
|
R1 |
5,640.7 |
5,640.7 |
5,617.0 |
5,632.5 |
PP |
5,624.3 |
5,624.3 |
5,624.3 |
5,620.3 |
S1 |
5,596.7 |
5,596.7 |
5,609.0 |
5,588.5 |
S2 |
5,580.3 |
5,580.3 |
5,604.9 |
|
S3 |
5,536.3 |
5,552.7 |
5,600.9 |
|
S4 |
5,492.3 |
5,508.7 |
5,588.8 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,163.0 |
6,098.0 |
5,756.1 |
|
R3 |
5,972.0 |
5,907.0 |
5,703.5 |
|
R2 |
5,781.0 |
5,781.0 |
5,686.0 |
|
R1 |
5,716.0 |
5,716.0 |
5,668.5 |
5,748.5 |
PP |
5,590.0 |
5,590.0 |
5,590.0 |
5,606.3 |
S1 |
5,525.0 |
5,525.0 |
5,633.5 |
5,557.5 |
S2 |
5,399.0 |
5,399.0 |
5,616.0 |
|
S3 |
5,208.0 |
5,334.0 |
5,598.5 |
|
S4 |
5,017.0 |
5,143.0 |
5,546.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,655.0 |
5,467.0 |
188.0 |
3.3% |
48.8 |
0.9% |
78% |
False |
False |
20,825 |
10 |
5,668.0 |
5,464.0 |
204.0 |
3.6% |
53.4 |
1.0% |
73% |
False |
False |
20,057 |
20 |
5,668.0 |
5,324.0 |
344.0 |
6.1% |
63.3 |
1.1% |
84% |
False |
False |
23,120 |
40 |
5,668.0 |
5,324.0 |
344.0 |
6.1% |
65.1 |
1.2% |
84% |
False |
False |
28,065 |
60 |
5,756.0 |
5,324.0 |
432.0 |
7.7% |
55.1 |
1.0% |
67% |
False |
False |
18,746 |
80 |
5,923.0 |
5,324.0 |
599.0 |
10.7% |
42.9 |
0.8% |
48% |
False |
False |
14,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,839.0 |
2.618 |
5,767.2 |
1.618 |
5,723.2 |
1.000 |
5,696.0 |
0.618 |
5,679.2 |
HIGH |
5,652.0 |
0.618 |
5,635.2 |
0.500 |
5,630.0 |
0.382 |
5,624.8 |
LOW |
5,608.0 |
0.618 |
5,580.8 |
1.000 |
5,564.0 |
1.618 |
5,536.8 |
2.618 |
5,492.8 |
4.250 |
5,421.0 |
|
|
Fisher Pivots for day following 03-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
5,630.0 |
5,621.5 |
PP |
5,624.3 |
5,618.7 |
S1 |
5,618.7 |
5,615.8 |
|