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 |
1,095.1 |
1,085.3 |
-9.8 |
-0.9% |
1,098.2 |
High |
1,098.0 |
1,094.4 |
-3.6 |
-0.3% |
1,104.9 |
Low |
1,085.1 |
1,080.2 |
-4.9 |
-0.5% |
1,079.2 |
Close |
1,089.4 |
1,090.7 |
1.3 |
0.1% |
1,095.1 |
Range |
12.9 |
14.2 |
1.3 |
10.1% |
25.7 |
ATR |
16.1 |
15.9 |
-0.1 |
-0.8% |
0.0 |
Volume |
105,923 |
114,103 |
8,180 |
7.7% |
588,475 |
|
Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,131.0 |
1,125.1 |
1,098.5 |
|
R3 |
1,116.8 |
1,110.9 |
1,094.6 |
|
R2 |
1,102.6 |
1,102.6 |
1,093.3 |
|
R1 |
1,096.7 |
1,096.7 |
1,092.0 |
1,099.7 |
PP |
1,088.4 |
1,088.4 |
1,088.4 |
1,089.9 |
S1 |
1,082.5 |
1,082.5 |
1,089.4 |
1,085.5 |
S2 |
1,074.2 |
1,074.2 |
1,088.1 |
|
S3 |
1,060.0 |
1,068.3 |
1,086.8 |
|
S4 |
1,045.8 |
1,054.1 |
1,082.9 |
|
|
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% |
15.9 |
1.5% |
48% |
False |
False |
135,363 |
10 |
1,105.8 |
1,073.7 |
32.1 |
2.9% |
16.7 |
1.5% |
53% |
False |
False |
95,240 |
20 |
1,169.0 |
1,073.7 |
95.3 |
8.7% |
16.1 |
1.5% |
18% |
False |
False |
59,446 |
40 |
1,207.3 |
1,073.7 |
133.6 |
12.2% |
14.4 |
1.3% |
13% |
False |
False |
31,567 |
60 |
1,234.0 |
1,073.7 |
160.3 |
14.7% |
14.1 |
1.3% |
11% |
False |
False |
22,314 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.7% |
14.3 |
1.3% |
11% |
False |
False |
17,374 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.7% |
14.2 |
1.3% |
11% |
False |
False |
14,379 |
120 |
1,237.9 |
1,073.7 |
164.2 |
15.1% |
14.3 |
1.3% |
10% |
False |
False |
12,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,154.8 |
2.618 |
1,131.6 |
1.618 |
1,117.4 |
1.000 |
1,108.6 |
0.618 |
1,103.2 |
HIGH |
1,094.4 |
0.618 |
1,089.0 |
0.500 |
1,087.3 |
0.382 |
1,085.6 |
LOW |
1,080.2 |
0.618 |
1,071.4 |
1.000 |
1,066.0 |
1.618 |
1,057.2 |
2.618 |
1,043.0 |
4.250 |
1,019.9 |
|
|
Fisher Pivots for day following 04-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,089.6 |
1,091.1 |
PP |
1,088.4 |
1,091.0 |
S1 |
1,087.3 |
1,090.8 |
|