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 |
3,627.0 |
3,626.0 |
-1.0 |
0.0% |
3,589.0 |
High |
3,632.0 |
3,684.0 |
52.0 |
1.4% |
3,605.0 |
Low |
3,601.0 |
3,625.0 |
24.0 |
0.7% |
3,502.0 |
Close |
3,618.0 |
3,680.0 |
62.0 |
1.7% |
3,598.0 |
Range |
31.0 |
59.0 |
28.0 |
90.3% |
103.0 |
ATR |
67.2 |
67.1 |
-0.1 |
-0.1% |
0.0 |
Volume |
861,339 |
664,534 |
-196,805 |
-22.8% |
4,172,636 |
|
Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,840.0 |
3,819.0 |
3,712.5 |
|
R3 |
3,781.0 |
3,760.0 |
3,696.2 |
|
R2 |
3,722.0 |
3,722.0 |
3,690.8 |
|
R1 |
3,701.0 |
3,701.0 |
3,685.4 |
3,711.5 |
PP |
3,663.0 |
3,663.0 |
3,663.0 |
3,668.3 |
S1 |
3,642.0 |
3,642.0 |
3,674.6 |
3,652.5 |
S2 |
3,604.0 |
3,604.0 |
3,669.2 |
|
S3 |
3,545.0 |
3,583.0 |
3,663.8 |
|
S4 |
3,486.0 |
3,524.0 |
3,647.6 |
|
|
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 |
3,684.0 |
3,551.0 |
133.0 |
3.6% |
49.2 |
1.3% |
97% |
True |
False |
776,113 |
10 |
3,684.0 |
3,502.0 |
182.0 |
4.9% |
57.3 |
1.6% |
98% |
True |
False |
848,843 |
20 |
3,714.0 |
3,332.0 |
382.0 |
10.4% |
59.2 |
1.6% |
91% |
False |
False |
926,038 |
40 |
3,714.0 |
3,280.0 |
434.0 |
11.8% |
73.3 |
2.0% |
92% |
False |
False |
1,117,907 |
60 |
3,714.0 |
3,280.0 |
434.0 |
11.8% |
70.4 |
1.9% |
92% |
False |
False |
752,471 |
80 |
3,761.0 |
3,280.0 |
481.0 |
13.1% |
70.1 |
1.9% |
83% |
False |
False |
565,013 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.1% |
63.8 |
1.7% |
83% |
False |
False |
452,466 |
120 |
3,761.0 |
3,280.0 |
481.0 |
13.1% |
55.2 |
1.5% |
83% |
False |
False |
377,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,934.8 |
2.618 |
3,838.5 |
1.618 |
3,779.5 |
1.000 |
3,743.0 |
0.618 |
3,720.5 |
HIGH |
3,684.0 |
0.618 |
3,661.5 |
0.500 |
3,654.5 |
0.382 |
3,647.5 |
LOW |
3,625.0 |
0.618 |
3,588.5 |
1.000 |
3,566.0 |
1.618 |
3,529.5 |
2.618 |
3,470.5 |
4.250 |
3,374.3 |
|
|
Fisher Pivots for day following 05-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,671.5 |
3,665.2 |
PP |
3,663.0 |
3,650.3 |
S1 |
3,654.5 |
3,635.5 |
|