Trading Metrics calculated at close of trading on 04-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
5,652.0 |
5,613.0 |
-39.0 |
-0.7% |
5,477.0 |
High |
5,652.0 |
5,671.0 |
19.0 |
0.3% |
5,655.0 |
Low |
5,608.0 |
5,599.0 |
-9.0 |
-0.2% |
5,464.0 |
Close |
5,613.0 |
5,639.0 |
26.0 |
0.5% |
5,651.0 |
Range |
44.0 |
72.0 |
28.0 |
63.6% |
191.0 |
ATR |
69.1 |
69.3 |
0.2 |
0.3% |
0.0 |
Volume |
14,662 |
25,416 |
10,754 |
73.3% |
107,510 |
|
Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,852.3 |
5,817.7 |
5,678.6 |
|
R3 |
5,780.3 |
5,745.7 |
5,658.8 |
|
R2 |
5,708.3 |
5,708.3 |
5,652.2 |
|
R1 |
5,673.7 |
5,673.7 |
5,645.6 |
5,691.0 |
PP |
5,636.3 |
5,636.3 |
5,636.3 |
5,645.0 |
S1 |
5,601.7 |
5,601.7 |
5,632.4 |
5,619.0 |
S2 |
5,564.3 |
5,564.3 |
5,625.8 |
|
S3 |
5,492.3 |
5,529.7 |
5,619.2 |
|
S4 |
5,420.3 |
5,457.7 |
5,599.4 |
|
|
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 |
5,671.0 |
5,559.0 |
112.0 |
2.0% |
46.2 |
0.8% |
71% |
True |
False |
19,565 |
10 |
5,671.0 |
5,464.0 |
207.0 |
3.7% |
57.0 |
1.0% |
85% |
True |
False |
20,588 |
20 |
5,671.0 |
5,324.0 |
347.0 |
6.2% |
62.6 |
1.1% |
91% |
True |
False |
22,608 |
40 |
5,671.0 |
5,324.0 |
347.0 |
6.2% |
65.7 |
1.2% |
91% |
True |
False |
28,690 |
60 |
5,756.0 |
5,324.0 |
432.0 |
7.7% |
54.8 |
1.0% |
73% |
False |
False |
19,169 |
80 |
5,923.0 |
5,324.0 |
599.0 |
10.6% |
43.8 |
0.8% |
53% |
False |
False |
14,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,977.0 |
2.618 |
5,859.5 |
1.618 |
5,787.5 |
1.000 |
5,743.0 |
0.618 |
5,715.5 |
HIGH |
5,671.0 |
0.618 |
5,643.5 |
0.500 |
5,635.0 |
0.382 |
5,626.5 |
LOW |
5,599.0 |
0.618 |
5,554.5 |
1.000 |
5,527.0 |
1.618 |
5,482.5 |
2.618 |
5,410.5 |
4.250 |
5,293.0 |
|
|
Fisher Pivots for day following 04-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
5,637.7 |
5,637.7 |
PP |
5,636.3 |
5,636.3 |
S1 |
5,635.0 |
5,635.0 |
|