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 |
3,590.0 |
3,591.0 |
1.0 |
0.0% |
3,589.0 |
High |
3,605.0 |
3,642.0 |
37.0 |
1.0% |
3,605.0 |
Low |
3,554.0 |
3,587.0 |
33.0 |
0.9% |
3,502.0 |
Close |
3,598.0 |
3,634.0 |
36.0 |
1.0% |
3,598.0 |
Range |
51.0 |
55.0 |
4.0 |
7.8% |
103.0 |
ATR |
71.0 |
69.9 |
-1.1 |
-1.6% |
0.0 |
Volume |
866,176 |
666,020 |
-200,156 |
-23.1% |
4,172,636 |
|
Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,786.0 |
3,765.0 |
3,664.3 |
|
R3 |
3,731.0 |
3,710.0 |
3,649.1 |
|
R2 |
3,676.0 |
3,676.0 |
3,644.1 |
|
R1 |
3,655.0 |
3,655.0 |
3,639.0 |
3,665.5 |
PP |
3,621.0 |
3,621.0 |
3,621.0 |
3,626.3 |
S1 |
3,600.0 |
3,600.0 |
3,629.0 |
3,610.5 |
S2 |
3,566.0 |
3,566.0 |
3,623.9 |
|
S3 |
3,511.0 |
3,545.0 |
3,618.9 |
|
S4 |
3,456.0 |
3,490.0 |
3,603.8 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,877.3 |
3,840.7 |
3,654.7 |
|
R3 |
3,774.3 |
3,737.7 |
3,626.3 |
|
R2 |
3,671.3 |
3,671.3 |
3,616.9 |
|
R1 |
3,634.7 |
3,634.7 |
3,607.4 |
3,653.0 |
PP |
3,568.3 |
3,568.3 |
3,568.3 |
3,577.5 |
S1 |
3,531.7 |
3,531.7 |
3,588.6 |
3,550.0 |
S2 |
3,465.3 |
3,465.3 |
3,579.1 |
|
S3 |
3,362.3 |
3,428.7 |
3,569.7 |
|
S4 |
3,259.3 |
3,325.7 |
3,541.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,642.0 |
3,520.0 |
122.0 |
3.4% |
51.6 |
1.4% |
93% |
True |
False |
788,429 |
10 |
3,696.0 |
3,502.0 |
194.0 |
5.3% |
57.8 |
1.6% |
68% |
False |
False |
833,516 |
20 |
3,714.0 |
3,280.0 |
434.0 |
11.9% |
62.5 |
1.7% |
82% |
False |
False |
1,006,933 |
40 |
3,714.0 |
3,280.0 |
434.0 |
11.9% |
74.6 |
2.1% |
82% |
False |
False |
1,082,884 |
60 |
3,714.0 |
3,280.0 |
434.0 |
11.9% |
71.0 |
2.0% |
82% |
False |
False |
727,046 |
80 |
3,761.0 |
3,280.0 |
481.0 |
13.2% |
69.9 |
1.9% |
74% |
False |
False |
546,046 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.2% |
63.3 |
1.7% |
74% |
False |
False |
437,208 |
120 |
3,761.0 |
3,265.0 |
496.0 |
13.6% |
54.8 |
1.5% |
74% |
False |
False |
364,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,875.8 |
2.618 |
3,786.0 |
1.618 |
3,731.0 |
1.000 |
3,697.0 |
0.618 |
3,676.0 |
HIGH |
3,642.0 |
0.618 |
3,621.0 |
0.500 |
3,614.5 |
0.382 |
3,608.0 |
LOW |
3,587.0 |
0.618 |
3,553.0 |
1.000 |
3,532.0 |
1.618 |
3,498.0 |
2.618 |
3,443.0 |
4.250 |
3,353.3 |
|
|
Fisher Pivots for day following 03-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,627.5 |
3,621.5 |
PP |
3,621.0 |
3,609.0 |
S1 |
3,614.5 |
3,596.5 |
|