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 |
1,087.7 |
1,095.1 |
7.4 |
0.7% |
1,098.2 |
High |
1,103.0 |
1,098.0 |
-5.0 |
-0.5% |
1,104.9 |
Low |
1,079.2 |
1,085.1 |
5.9 |
0.5% |
1,079.2 |
Close |
1,095.1 |
1,089.4 |
-5.7 |
-0.5% |
1,095.1 |
Range |
23.8 |
12.9 |
-10.9 |
-45.8% |
25.7 |
ATR |
16.3 |
16.1 |
-0.2 |
-1.5% |
0.0 |
Volume |
174,127 |
105,923 |
-68,204 |
-39.2% |
588,475 |
|
Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,129.5 |
1,122.4 |
1,096.5 |
|
R3 |
1,116.6 |
1,109.5 |
1,092.9 |
|
R2 |
1,103.7 |
1,103.7 |
1,091.8 |
|
R1 |
1,096.6 |
1,096.6 |
1,090.6 |
1,093.7 |
PP |
1,090.8 |
1,090.8 |
1,090.8 |
1,089.4 |
S1 |
1,083.7 |
1,083.7 |
1,088.2 |
1,080.8 |
S2 |
1,077.9 |
1,077.9 |
1,087.0 |
|
S3 |
1,065.0 |
1,070.8 |
1,085.9 |
|
S4 |
1,052.1 |
1,057.9 |
1,082.3 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,170.2 |
1,158.3 |
1,109.2 |
|
R3 |
1,144.5 |
1,132.6 |
1,102.2 |
|
R2 |
1,118.8 |
1,118.8 |
1,099.8 |
|
R1 |
1,106.9 |
1,106.9 |
1,097.5 |
1,100.0 |
PP |
1,093.1 |
1,093.1 |
1,093.1 |
1,089.6 |
S1 |
1,081.2 |
1,081.2 |
1,092.7 |
1,074.3 |
S2 |
1,067.4 |
1,067.4 |
1,090.4 |
|
S3 |
1,041.7 |
1,055.5 |
1,088.0 |
|
S4 |
1,016.0 |
1,029.8 |
1,081.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,103.0 |
1,079.2 |
23.8 |
2.2% |
14.5 |
1.3% |
43% |
False |
False |
128,163 |
10 |
1,110.0 |
1,073.7 |
36.3 |
3.3% |
16.5 |
1.5% |
43% |
False |
False |
87,607 |
20 |
1,171.5 |
1,073.7 |
97.8 |
9.0% |
16.5 |
1.5% |
16% |
False |
False |
54,028 |
40 |
1,207.3 |
1,073.7 |
133.6 |
12.3% |
14.2 |
1.3% |
12% |
False |
False |
28,852 |
60 |
1,234.0 |
1,073.7 |
160.3 |
14.7% |
14.0 |
1.3% |
10% |
False |
False |
20,473 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.7% |
14.3 |
1.3% |
10% |
False |
False |
15,973 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.7% |
14.2 |
1.3% |
10% |
False |
False |
13,258 |
120 |
1,240.7 |
1,073.7 |
167.0 |
15.3% |
14.4 |
1.3% |
9% |
False |
False |
11,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,152.8 |
2.618 |
1,131.8 |
1.618 |
1,118.9 |
1.000 |
1,110.9 |
0.618 |
1,106.0 |
HIGH |
1,098.0 |
0.618 |
1,093.1 |
0.500 |
1,091.6 |
0.382 |
1,090.0 |
LOW |
1,085.1 |
0.618 |
1,077.1 |
1.000 |
1,072.2 |
1.618 |
1,064.2 |
2.618 |
1,051.3 |
4.250 |
1,030.3 |
|
|
Fisher Pivots for day following 03-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,091.6 |
1,091.1 |
PP |
1,090.8 |
1,090.5 |
S1 |
1,090.1 |
1,090.0 |
|