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 |
20,565 |
20,575 |
10 |
0.0% |
20,390 |
High |
20,625 |
20,595 |
-30 |
-0.1% |
20,625 |
Low |
20,480 |
20,405 |
-75 |
-0.4% |
20,075 |
Close |
20,620 |
20,515 |
-105 |
-0.5% |
20,620 |
Range |
145 |
190 |
45 |
31.0% |
550 |
ATR |
301 |
295 |
-6 |
-2.0% |
0 |
Volume |
9,848 |
8,054 |
-1,794 |
-18.2% |
60,005 |
|
Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,075 |
20,985 |
20,620 |
|
R3 |
20,885 |
20,795 |
20,567 |
|
R2 |
20,695 |
20,695 |
20,550 |
|
R1 |
20,605 |
20,605 |
20,533 |
20,555 |
PP |
20,505 |
20,505 |
20,505 |
20,480 |
S1 |
20,415 |
20,415 |
20,498 |
20,365 |
S2 |
20,315 |
20,315 |
20,480 |
|
S3 |
20,125 |
20,225 |
20,463 |
|
S4 |
19,935 |
20,035 |
20,411 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,090 |
21,905 |
20,923 |
|
R3 |
21,540 |
21,355 |
20,771 |
|
R2 |
20,990 |
20,990 |
20,721 |
|
R1 |
20,805 |
20,805 |
20,671 |
20,898 |
PP |
20,440 |
20,440 |
20,440 |
20,486 |
S1 |
20,255 |
20,255 |
20,570 |
20,348 |
S2 |
19,890 |
19,890 |
20,519 |
|
S3 |
19,340 |
19,705 |
20,469 |
|
S4 |
18,790 |
19,155 |
20,318 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,625 |
20,085 |
540 |
2.6% |
234 |
1.1% |
80% |
False |
False |
10,195 |
10 |
20,885 |
20,075 |
810 |
3.9% |
251 |
1.2% |
54% |
False |
False |
10,601 |
20 |
20,885 |
19,165 |
1,720 |
8.4% |
336 |
1.6% |
78% |
False |
False |
14,336 |
40 |
20,990 |
19,165 |
1,825 |
8.9% |
321 |
1.6% |
74% |
False |
False |
14,831 |
60 |
20,990 |
19,165 |
1,825 |
8.9% |
274 |
1.3% |
74% |
False |
False |
10,161 |
80 |
20,990 |
19,165 |
1,825 |
8.9% |
230 |
1.1% |
74% |
False |
False |
7,625 |
100 |
20,990 |
19,165 |
1,825 |
8.9% |
193 |
0.9% |
74% |
False |
False |
6,101 |
120 |
20,990 |
18,005 |
2,985 |
14.6% |
161 |
0.8% |
84% |
False |
False |
5,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,403 |
2.618 |
21,093 |
1.618 |
20,903 |
1.000 |
20,785 |
0.618 |
20,713 |
HIGH |
20,595 |
0.618 |
20,523 |
0.500 |
20,500 |
0.382 |
20,478 |
LOW |
20,405 |
0.618 |
20,288 |
1.000 |
20,215 |
1.618 |
20,098 |
2.618 |
19,908 |
4.250 |
19,598 |
|
|
Fisher Pivots for day following 03-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
20,510 |
20,515 |
PP |
20,505 |
20,515 |
S1 |
20,500 |
20,515 |
|