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 |
1,085.3 |
1,087.3 |
2.0 |
0.2% |
1,098.2 |
High |
1,094.4 |
1,091.7 |
-2.7 |
-0.2% |
1,104.9 |
Low |
1,080.2 |
1,082.0 |
1.8 |
0.2% |
1,079.2 |
Close |
1,090.7 |
1,085.6 |
-5.1 |
-0.5% |
1,095.1 |
Range |
14.2 |
9.7 |
-4.5 |
-31.7% |
25.7 |
ATR |
15.9 |
15.5 |
-0.4 |
-2.8% |
0.0 |
Volume |
114,103 |
116,045 |
1,942 |
1.7% |
588,475 |
|
Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,115.5 |
1,110.3 |
1,090.9 |
|
R3 |
1,105.8 |
1,100.6 |
1,088.3 |
|
R2 |
1,096.1 |
1,096.1 |
1,087.4 |
|
R1 |
1,090.9 |
1,090.9 |
1,086.5 |
1,088.7 |
PP |
1,086.4 |
1,086.4 |
1,086.4 |
1,085.3 |
S1 |
1,081.2 |
1,081.2 |
1,084.7 |
1,079.0 |
S2 |
1,076.7 |
1,076.7 |
1,083.8 |
|
S3 |
1,067.0 |
1,071.5 |
1,082.9 |
|
S4 |
1,057.3 |
1,061.8 |
1,080.3 |
|
|
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% |
15.5 |
1.4% |
27% |
False |
False |
135,859 |
10 |
1,105.8 |
1,073.7 |
32.1 |
3.0% |
16.0 |
1.5% |
37% |
False |
False |
104,172 |
20 |
1,169.0 |
1,073.7 |
95.3 |
8.8% |
15.7 |
1.4% |
12% |
False |
False |
64,522 |
40 |
1,207.3 |
1,073.7 |
133.6 |
12.3% |
14.4 |
1.3% |
9% |
False |
False |
34,389 |
60 |
1,234.0 |
1,073.7 |
160.3 |
14.8% |
14.1 |
1.3% |
7% |
False |
False |
24,169 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.8% |
14.2 |
1.3% |
7% |
False |
False |
18,796 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.8% |
14.2 |
1.3% |
7% |
False |
False |
15,516 |
120 |
1,237.9 |
1,073.7 |
164.2 |
15.1% |
14.3 |
1.3% |
7% |
False |
False |
13,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,132.9 |
2.618 |
1,117.1 |
1.618 |
1,107.4 |
1.000 |
1,101.4 |
0.618 |
1,097.7 |
HIGH |
1,091.7 |
0.618 |
1,088.0 |
0.500 |
1,086.9 |
0.382 |
1,085.7 |
LOW |
1,082.0 |
0.618 |
1,076.0 |
1.000 |
1,072.3 |
1.618 |
1,066.3 |
2.618 |
1,056.6 |
4.250 |
1,040.8 |
|
|
Fisher Pivots for day following 05-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,086.9 |
1,089.1 |
PP |
1,086.4 |
1,087.9 |
S1 |
1,086.0 |
1,086.8 |
|