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 |
20,755 |
20,650 |
-105 |
-0.5% |
20,575 |
High |
20,815 |
20,760 |
-55 |
-0.3% |
20,835 |
Low |
20,585 |
20,585 |
0 |
0.0% |
20,405 |
Close |
20,655 |
20,665 |
10 |
0.0% |
20,665 |
Range |
230 |
175 |
-55 |
-23.9% |
430 |
ATR |
285 |
277 |
-8 |
-2.8% |
0 |
Volume |
10,372 |
9,963 |
-409 |
-3.9% |
49,528 |
|
Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,195 |
21,105 |
20,761 |
|
R3 |
21,020 |
20,930 |
20,713 |
|
R2 |
20,845 |
20,845 |
20,697 |
|
R1 |
20,755 |
20,755 |
20,681 |
20,800 |
PP |
20,670 |
20,670 |
20,670 |
20,693 |
S1 |
20,580 |
20,580 |
20,649 |
20,625 |
S2 |
20,495 |
20,495 |
20,633 |
|
S3 |
20,320 |
20,405 |
20,617 |
|
S4 |
20,145 |
20,230 |
20,569 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,925 |
21,725 |
20,902 |
|
R3 |
21,495 |
21,295 |
20,783 |
|
R2 |
21,065 |
21,065 |
20,744 |
|
R1 |
20,865 |
20,865 |
20,705 |
20,965 |
PP |
20,635 |
20,635 |
20,635 |
20,685 |
S1 |
20,435 |
20,435 |
20,626 |
20,535 |
S2 |
20,205 |
20,205 |
20,586 |
|
S3 |
19,775 |
20,005 |
20,547 |
|
S4 |
19,345 |
19,575 |
20,429 |
|
|
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% |
218 |
1.1% |
60% |
False |
False |
9,905 |
10 |
20,835 |
20,075 |
760 |
3.7% |
251 |
1.2% |
78% |
False |
False |
10,953 |
20 |
20,885 |
19,965 |
920 |
4.5% |
238 |
1.2% |
76% |
False |
False |
10,424 |
40 |
20,990 |
19,165 |
1,825 |
8.8% |
309 |
1.5% |
82% |
False |
False |
13,573 |
60 |
20,990 |
19,165 |
1,825 |
8.8% |
280 |
1.4% |
82% |
False |
False |
10,851 |
80 |
20,990 |
19,165 |
1,825 |
8.8% |
238 |
1.1% |
82% |
False |
False |
8,143 |
100 |
20,990 |
19,165 |
1,825 |
8.8% |
202 |
1.0% |
82% |
False |
False |
6,515 |
120 |
20,990 |
18,440 |
2,550 |
12.3% |
169 |
0.8% |
87% |
False |
False |
5,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,504 |
2.618 |
21,218 |
1.618 |
21,043 |
1.000 |
20,935 |
0.618 |
20,868 |
HIGH |
20,760 |
0.618 |
20,693 |
0.500 |
20,673 |
0.382 |
20,652 |
LOW |
20,585 |
0.618 |
20,477 |
1.000 |
20,410 |
1.618 |
20,302 |
2.618 |
20,127 |
4.250 |
19,841 |
|
|
Fisher Pivots for day following 07-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
20,673 |
20,663 |
PP |
20,670 |
20,662 |
S1 |
20,668 |
20,660 |
|