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 |
20,500 |
20,530 |
30 |
0.1% |
20,390 |
High |
20,575 |
20,835 |
260 |
1.3% |
20,625 |
Low |
20,430 |
20,485 |
55 |
0.3% |
20,075 |
Close |
20,530 |
20,775 |
245 |
1.2% |
20,620 |
Range |
145 |
350 |
205 |
141.4% |
550 |
ATR |
284 |
289 |
5 |
1.6% |
0 |
Volume |
7,178 |
13,961 |
6,783 |
94.5% |
60,005 |
|
Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,748 |
21,612 |
20,968 |
|
R3 |
21,398 |
21,262 |
20,871 |
|
R2 |
21,048 |
21,048 |
20,839 |
|
R1 |
20,912 |
20,912 |
20,807 |
20,980 |
PP |
20,698 |
20,698 |
20,698 |
20,733 |
S1 |
20,562 |
20,562 |
20,743 |
20,630 |
S2 |
20,348 |
20,348 |
20,711 |
|
S3 |
19,998 |
20,212 |
20,679 |
|
S4 |
19,648 |
19,862 |
20,583 |
|
|
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 |
20,835 |
20,405 |
430 |
2.1% |
196 |
0.9% |
86% |
True |
False |
9,526 |
10 |
20,835 |
20,075 |
760 |
3.7% |
259 |
1.2% |
92% |
True |
False |
10,437 |
20 |
20,885 |
19,165 |
1,720 |
8.3% |
282 |
1.4% |
94% |
False |
False |
11,927 |
40 |
20,990 |
19,165 |
1,825 |
8.8% |
316 |
1.5% |
88% |
False |
False |
13,867 |
60 |
20,990 |
19,165 |
1,825 |
8.8% |
277 |
1.3% |
88% |
False |
False |
10,512 |
80 |
20,990 |
19,165 |
1,825 |
8.8% |
234 |
1.1% |
88% |
False |
False |
7,889 |
100 |
20,990 |
19,165 |
1,825 |
8.8% |
198 |
1.0% |
88% |
False |
False |
6,312 |
120 |
20,990 |
18,185 |
2,805 |
13.5% |
165 |
0.8% |
92% |
False |
False |
5,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,323 |
2.618 |
21,751 |
1.618 |
21,401 |
1.000 |
21,185 |
0.618 |
21,051 |
HIGH |
20,835 |
0.618 |
20,701 |
0.500 |
20,660 |
0.382 |
20,619 |
LOW |
20,485 |
0.618 |
20,269 |
1.000 |
20,135 |
1.618 |
19,919 |
2.618 |
19,569 |
4.250 |
18,998 |
|
|
Fisher Pivots for day following 05-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
20,737 |
20,723 |
PP |
20,698 |
20,672 |
S1 |
20,660 |
20,620 |
|