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 |
5,613.0 |
5,635.0 |
22.0 |
0.4% |
5,477.0 |
High |
5,671.0 |
5,635.0 |
-36.0 |
-0.6% |
5,655.0 |
Low |
5,599.0 |
5,576.0 |
-23.0 |
-0.4% |
5,464.0 |
Close |
5,639.0 |
5,612.0 |
-27.0 |
-0.5% |
5,651.0 |
Range |
72.0 |
59.0 |
-13.0 |
-18.1% |
191.0 |
ATR |
69.3 |
68.8 |
-0.4 |
-0.6% |
0.0 |
Volume |
25,416 |
24,166 |
-1,250 |
-4.9% |
107,510 |
|
Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,784.7 |
5,757.3 |
5,644.5 |
|
R3 |
5,725.7 |
5,698.3 |
5,628.2 |
|
R2 |
5,666.7 |
5,666.7 |
5,622.8 |
|
R1 |
5,639.3 |
5,639.3 |
5,617.4 |
5,623.5 |
PP |
5,607.7 |
5,607.7 |
5,607.7 |
5,599.8 |
S1 |
5,580.3 |
5,580.3 |
5,606.6 |
5,564.5 |
S2 |
5,548.7 |
5,548.7 |
5,601.2 |
|
S3 |
5,489.7 |
5,521.3 |
5,595.8 |
|
S4 |
5,430.7 |
5,462.3 |
5,579.6 |
|
|
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 |
5,576.0 |
95.0 |
1.7% |
51.0 |
0.9% |
38% |
False |
True |
20,270 |
10 |
5,671.0 |
5,464.0 |
207.0 |
3.7% |
55.1 |
1.0% |
71% |
False |
False |
20,838 |
20 |
5,671.0 |
5,324.0 |
347.0 |
6.2% |
59.9 |
1.1% |
83% |
False |
False |
22,183 |
40 |
5,671.0 |
5,324.0 |
347.0 |
6.2% |
66.2 |
1.2% |
83% |
False |
False |
29,263 |
60 |
5,756.0 |
5,324.0 |
432.0 |
7.7% |
55.8 |
1.0% |
67% |
False |
False |
19,571 |
80 |
5,923.0 |
5,324.0 |
599.0 |
10.7% |
44.5 |
0.8% |
48% |
False |
False |
14,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,885.8 |
2.618 |
5,789.5 |
1.618 |
5,730.5 |
1.000 |
5,694.0 |
0.618 |
5,671.5 |
HIGH |
5,635.0 |
0.618 |
5,612.5 |
0.500 |
5,605.5 |
0.382 |
5,598.5 |
LOW |
5,576.0 |
0.618 |
5,539.5 |
1.000 |
5,517.0 |
1.618 |
5,480.5 |
2.618 |
5,421.5 |
4.250 |
5,325.3 |
|
|
Fisher Pivots for day following 05-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
5,609.8 |
5,623.5 |
PP |
5,607.7 |
5,619.7 |
S1 |
5,605.5 |
5,615.8 |
|