Trading Metrics calculated at close of trading on 07-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3,664.0 |
3,668.0 |
4.0 |
0.1% |
3,591.0 |
High |
3,688.0 |
3,671.0 |
-17.0 |
-0.5% |
3,688.0 |
Low |
3,648.0 |
3,635.0 |
-13.0 |
-0.4% |
3,587.0 |
Close |
3,669.0 |
3,640.0 |
-29.0 |
-0.8% |
3,640.0 |
Range |
40.0 |
36.0 |
-4.0 |
-10.0% |
101.0 |
ATR |
65.2 |
63.1 |
-2.1 |
-3.2% |
0.0 |
Volume |
653,411 |
671,007 |
17,596 |
2.7% |
3,516,311 |
|
Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,756.7 |
3,734.3 |
3,659.8 |
|
R3 |
3,720.7 |
3,698.3 |
3,649.9 |
|
R2 |
3,684.7 |
3,684.7 |
3,646.6 |
|
R1 |
3,662.3 |
3,662.3 |
3,643.3 |
3,655.5 |
PP |
3,648.7 |
3,648.7 |
3,648.7 |
3,645.3 |
S1 |
3,626.3 |
3,626.3 |
3,636.7 |
3,619.5 |
S2 |
3,612.7 |
3,612.7 |
3,633.4 |
|
S3 |
3,576.7 |
3,590.3 |
3,630.1 |
|
S4 |
3,540.7 |
3,554.3 |
3,620.2 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,941.3 |
3,891.7 |
3,695.6 |
|
R3 |
3,840.3 |
3,790.7 |
3,667.8 |
|
R2 |
3,739.3 |
3,739.3 |
3,658.5 |
|
R1 |
3,689.7 |
3,689.7 |
3,649.3 |
3,714.5 |
PP |
3,638.3 |
3,638.3 |
3,638.3 |
3,650.8 |
S1 |
3,588.7 |
3,588.7 |
3,630.7 |
3,613.5 |
S2 |
3,537.3 |
3,537.3 |
3,621.5 |
|
S3 |
3,436.3 |
3,487.7 |
3,612.2 |
|
S4 |
3,335.3 |
3,386.7 |
3,584.5 |
|
|
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 |
3,587.0 |
101.0 |
2.8% |
44.2 |
1.2% |
52% |
False |
False |
703,262 |
10 |
3,688.0 |
3,502.0 |
186.0 |
5.1% |
51.2 |
1.4% |
74% |
False |
False |
768,894 |
20 |
3,714.0 |
3,492.0 |
222.0 |
6.1% |
53.7 |
1.5% |
67% |
False |
False |
835,864 |
40 |
3,714.0 |
3,280.0 |
434.0 |
11.9% |
70.5 |
1.9% |
83% |
False |
False |
1,131,206 |
60 |
3,714.0 |
3,280.0 |
434.0 |
11.9% |
69.1 |
1.9% |
83% |
False |
False |
774,534 |
80 |
3,746.0 |
3,280.0 |
466.0 |
12.8% |
70.0 |
1.9% |
77% |
False |
False |
581,523 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.2% |
64.3 |
1.8% |
75% |
False |
False |
465,709 |
120 |
3,761.0 |
3,280.0 |
481.0 |
13.2% |
55.9 |
1.5% |
75% |
False |
False |
388,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,824.0 |
2.618 |
3,765.2 |
1.618 |
3,729.2 |
1.000 |
3,707.0 |
0.618 |
3,693.2 |
HIGH |
3,671.0 |
0.618 |
3,657.2 |
0.500 |
3,653.0 |
0.382 |
3,648.8 |
LOW |
3,635.0 |
0.618 |
3,612.8 |
1.000 |
3,599.0 |
1.618 |
3,576.8 |
2.618 |
3,540.8 |
4.250 |
3,482.0 |
|
|
Fisher Pivots for day following 07-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,653.0 |
3,656.5 |
PP |
3,648.7 |
3,651.0 |
S1 |
3,644.3 |
3,645.5 |
|