Trading Metrics calculated at close of trading on 04-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
20,575 |
20,500 |
-75 |
-0.4% |
20,390 |
High |
20,595 |
20,575 |
-20 |
-0.1% |
20,625 |
Low |
20,405 |
20,430 |
25 |
0.1% |
20,075 |
Close |
20,515 |
20,530 |
15 |
0.1% |
20,620 |
Range |
190 |
145 |
-45 |
-23.7% |
550 |
ATR |
295 |
284 |
-11 |
-3.6% |
0 |
Volume |
8,054 |
7,178 |
-876 |
-10.9% |
60,005 |
|
Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,947 |
20,883 |
20,610 |
|
R3 |
20,802 |
20,738 |
20,570 |
|
R2 |
20,657 |
20,657 |
20,557 |
|
R1 |
20,593 |
20,593 |
20,543 |
20,625 |
PP |
20,512 |
20,512 |
20,512 |
20,528 |
S1 |
20,448 |
20,448 |
20,517 |
20,480 |
S2 |
20,367 |
20,367 |
20,504 |
|
S3 |
20,222 |
20,303 |
20,490 |
|
S4 |
20,077 |
20,158 |
20,450 |
|
|
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 |
20,220 |
405 |
2.0% |
190 |
0.9% |
77% |
False |
False |
8,729 |
10 |
20,725 |
20,075 |
650 |
3.2% |
239 |
1.2% |
70% |
False |
False |
10,005 |
20 |
20,885 |
19,165 |
1,720 |
8.4% |
325 |
1.6% |
79% |
False |
False |
13,634 |
40 |
20,990 |
19,165 |
1,825 |
8.9% |
317 |
1.5% |
75% |
False |
False |
14,063 |
60 |
20,990 |
19,165 |
1,825 |
8.9% |
272 |
1.3% |
75% |
False |
False |
10,280 |
80 |
20,990 |
19,165 |
1,825 |
8.9% |
231 |
1.1% |
75% |
False |
False |
7,715 |
100 |
20,990 |
19,165 |
1,825 |
8.9% |
195 |
0.9% |
75% |
False |
False |
6,172 |
120 |
20,990 |
18,135 |
2,855 |
13.9% |
162 |
0.8% |
84% |
False |
False |
5,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,191 |
2.618 |
20,955 |
1.618 |
20,810 |
1.000 |
20,720 |
0.618 |
20,665 |
HIGH |
20,575 |
0.618 |
20,520 |
0.500 |
20,503 |
0.382 |
20,486 |
LOW |
20,430 |
0.618 |
20,341 |
1.000 |
20,285 |
1.618 |
20,196 |
2.618 |
20,051 |
4.250 |
19,814 |
|
|
Fisher Pivots for day following 04-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
20,521 |
20,525 |
PP |
20,512 |
20,520 |
S1 |
20,503 |
20,515 |
|