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 |
20,530 |
20,755 |
225 |
1.1% |
20,390 |
High |
20,835 |
20,815 |
-20 |
-0.1% |
20,625 |
Low |
20,485 |
20,585 |
100 |
0.5% |
20,075 |
Close |
20,775 |
20,655 |
-120 |
-0.6% |
20,620 |
Range |
350 |
230 |
-120 |
-34.3% |
550 |
ATR |
289 |
285 |
-4 |
-1.5% |
0 |
Volume |
13,961 |
10,372 |
-3,589 |
-25.7% |
60,005 |
|
Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,375 |
21,245 |
20,782 |
|
R3 |
21,145 |
21,015 |
20,718 |
|
R2 |
20,915 |
20,915 |
20,697 |
|
R1 |
20,785 |
20,785 |
20,676 |
20,735 |
PP |
20,685 |
20,685 |
20,685 |
20,660 |
S1 |
20,555 |
20,555 |
20,634 |
20,505 |
S2 |
20,455 |
20,455 |
20,613 |
|
S3 |
20,225 |
20,325 |
20,592 |
|
S4 |
19,995 |
20,095 |
20,529 |
|
|
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% |
212 |
1.0% |
58% |
False |
False |
9,882 |
10 |
20,835 |
20,075 |
760 |
3.7% |
263 |
1.3% |
76% |
False |
False |
10,708 |
20 |
20,885 |
19,700 |
1,185 |
5.7% |
254 |
1.2% |
81% |
False |
False |
11,055 |
40 |
20,990 |
19,165 |
1,825 |
8.8% |
315 |
1.5% |
82% |
False |
False |
13,708 |
60 |
20,990 |
19,165 |
1,825 |
8.8% |
280 |
1.4% |
82% |
False |
False |
10,685 |
80 |
20,990 |
19,165 |
1,825 |
8.8% |
236 |
1.1% |
82% |
False |
False |
8,019 |
100 |
20,990 |
19,165 |
1,825 |
8.8% |
200 |
1.0% |
82% |
False |
False |
6,416 |
120 |
20,990 |
18,330 |
2,660 |
12.9% |
167 |
0.8% |
87% |
False |
False |
5,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,793 |
2.618 |
21,417 |
1.618 |
21,187 |
1.000 |
21,045 |
0.618 |
20,957 |
HIGH |
20,815 |
0.618 |
20,727 |
0.500 |
20,700 |
0.382 |
20,673 |
LOW |
20,585 |
0.618 |
20,443 |
1.000 |
20,355 |
1.618 |
20,213 |
2.618 |
19,983 |
4.250 |
19,608 |
|
|
Fisher Pivots for day following 06-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
20,700 |
20,648 |
PP |
20,685 |
20,640 |
S1 |
20,670 |
20,633 |
|