Trading Metrics calculated at close of trading on 06-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
5,635.0 |
5,592.0 |
-43.0 |
-0.8% |
5,477.0 |
High |
5,635.0 |
5,596.0 |
-39.0 |
-0.7% |
5,655.0 |
Low |
5,576.0 |
5,518.0 |
-58.0 |
-1.0% |
5,464.0 |
Close |
5,612.0 |
5,528.0 |
-84.0 |
-1.5% |
5,651.0 |
Range |
59.0 |
78.0 |
19.0 |
32.2% |
191.0 |
ATR |
68.8 |
70.6 |
1.8 |
2.6% |
0.0 |
Volume |
24,166 |
30,861 |
6,695 |
27.7% |
107,510 |
|
Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,781.3 |
5,732.7 |
5,570.9 |
|
R3 |
5,703.3 |
5,654.7 |
5,549.5 |
|
R2 |
5,625.3 |
5,625.3 |
5,542.3 |
|
R1 |
5,576.7 |
5,576.7 |
5,535.2 |
5,562.0 |
PP |
5,547.3 |
5,547.3 |
5,547.3 |
5,540.0 |
S1 |
5,498.7 |
5,498.7 |
5,520.9 |
5,484.0 |
S2 |
5,469.3 |
5,469.3 |
5,513.7 |
|
S3 |
5,391.3 |
5,420.7 |
5,506.6 |
|
S4 |
5,313.3 |
5,342.7 |
5,485.1 |
|
|
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 |
5,518.0 |
153.0 |
2.8% |
60.4 |
1.1% |
7% |
False |
True |
22,784 |
10 |
5,671.0 |
5,464.0 |
207.0 |
3.7% |
59.2 |
1.1% |
31% |
False |
False |
22,111 |
20 |
5,671.0 |
5,393.0 |
278.0 |
5.0% |
58.1 |
1.1% |
49% |
False |
False |
22,228 |
40 |
5,671.0 |
5,324.0 |
347.0 |
6.3% |
66.8 |
1.2% |
59% |
False |
False |
29,966 |
60 |
5,756.0 |
5,324.0 |
432.0 |
7.8% |
57.1 |
1.0% |
47% |
False |
False |
20,085 |
80 |
5,923.0 |
5,324.0 |
599.0 |
10.8% |
45.5 |
0.8% |
34% |
False |
False |
15,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,927.5 |
2.618 |
5,800.2 |
1.618 |
5,722.2 |
1.000 |
5,674.0 |
0.618 |
5,644.2 |
HIGH |
5,596.0 |
0.618 |
5,566.2 |
0.500 |
5,557.0 |
0.382 |
5,547.8 |
LOW |
5,518.0 |
0.618 |
5,469.8 |
1.000 |
5,440.0 |
1.618 |
5,391.8 |
2.618 |
5,313.8 |
4.250 |
5,186.5 |
|
|
Fisher Pivots for day following 06-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
5,557.0 |
5,594.5 |
PP |
5,547.3 |
5,572.3 |
S1 |
5,537.7 |
5,550.2 |
|