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 |
3,626.0 |
3,664.0 |
38.0 |
1.0% |
3,589.0 |
High |
3,684.0 |
3,688.0 |
4.0 |
0.1% |
3,605.0 |
Low |
3,625.0 |
3,648.0 |
23.0 |
0.6% |
3,502.0 |
Close |
3,680.0 |
3,669.0 |
-11.0 |
-0.3% |
3,598.0 |
Range |
59.0 |
40.0 |
-19.0 |
-32.2% |
103.0 |
ATR |
67.1 |
65.2 |
-1.9 |
-2.9% |
0.0 |
Volume |
664,534 |
653,411 |
-11,123 |
-1.7% |
4,172,636 |
|
Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,788.3 |
3,768.7 |
3,691.0 |
|
R3 |
3,748.3 |
3,728.7 |
3,680.0 |
|
R2 |
3,708.3 |
3,708.3 |
3,676.3 |
|
R1 |
3,688.7 |
3,688.7 |
3,672.7 |
3,698.5 |
PP |
3,668.3 |
3,668.3 |
3,668.3 |
3,673.3 |
S1 |
3,648.7 |
3,648.7 |
3,665.3 |
3,658.5 |
S2 |
3,628.3 |
3,628.3 |
3,661.7 |
|
S3 |
3,588.3 |
3,608.7 |
3,658.0 |
|
S4 |
3,548.3 |
3,568.7 |
3,647.0 |
|
|
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 |
3,688.0 |
3,554.0 |
134.0 |
3.7% |
47.2 |
1.3% |
86% |
True |
False |
742,296 |
10 |
3,688.0 |
3,502.0 |
186.0 |
5.1% |
55.3 |
1.5% |
90% |
True |
False |
823,260 |
20 |
3,714.0 |
3,474.0 |
240.0 |
6.5% |
56.2 |
1.5% |
81% |
False |
False |
872,821 |
40 |
3,714.0 |
3,280.0 |
434.0 |
11.8% |
71.5 |
1.9% |
90% |
False |
False |
1,124,337 |
60 |
3,714.0 |
3,280.0 |
434.0 |
11.8% |
69.8 |
1.9% |
90% |
False |
False |
763,355 |
80 |
3,751.0 |
3,280.0 |
471.0 |
12.8% |
70.2 |
1.9% |
83% |
False |
False |
573,138 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.1% |
64.2 |
1.7% |
81% |
False |
False |
459,000 |
120 |
3,761.0 |
3,280.0 |
481.0 |
13.1% |
55.6 |
1.5% |
81% |
False |
False |
382,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,858.0 |
2.618 |
3,792.7 |
1.618 |
3,752.7 |
1.000 |
3,728.0 |
0.618 |
3,712.7 |
HIGH |
3,688.0 |
0.618 |
3,672.7 |
0.500 |
3,668.0 |
0.382 |
3,663.3 |
LOW |
3,648.0 |
0.618 |
3,623.3 |
1.000 |
3,608.0 |
1.618 |
3,583.3 |
2.618 |
3,543.3 |
4.250 |
3,478.0 |
|
|
Fisher Pivots for day following 06-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,668.7 |
3,660.8 |
PP |
3,668.3 |
3,652.7 |
S1 |
3,668.0 |
3,644.5 |
|