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 |
1,087.3 |
1,084.1 |
-3.2 |
-0.3% |
1,098.2 |
High |
1,091.7 |
1,093.3 |
1.6 |
0.1% |
1,104.9 |
Low |
1,082.0 |
1,082.7 |
0.7 |
0.1% |
1,079.2 |
Close |
1,085.6 |
1,090.1 |
4.5 |
0.4% |
1,095.1 |
Range |
9.7 |
10.6 |
0.9 |
9.3% |
25.7 |
ATR |
15.5 |
15.1 |
-0.3 |
-2.3% |
0.0 |
Volume |
116,045 |
94,613 |
-21,432 |
-18.5% |
588,475 |
|
Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,120.5 |
1,115.9 |
1,095.9 |
|
R3 |
1,109.9 |
1,105.3 |
1,093.0 |
|
R2 |
1,099.3 |
1,099.3 |
1,092.0 |
|
R1 |
1,094.7 |
1,094.7 |
1,091.1 |
1,097.0 |
PP |
1,088.7 |
1,088.7 |
1,088.7 |
1,089.9 |
S1 |
1,084.1 |
1,084.1 |
1,089.1 |
1,086.4 |
S2 |
1,078.1 |
1,078.1 |
1,088.2 |
|
S3 |
1,067.5 |
1,073.5 |
1,087.2 |
|
S4 |
1,056.9 |
1,062.9 |
1,084.3 |
|
|
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% |
14.2 |
1.3% |
46% |
False |
False |
120,962 |
10 |
1,104.9 |
1,073.7 |
31.2 |
2.9% |
15.2 |
1.4% |
53% |
False |
False |
107,445 |
20 |
1,166.8 |
1,073.7 |
93.1 |
8.5% |
15.7 |
1.4% |
18% |
False |
False |
68,396 |
40 |
1,207.3 |
1,073.7 |
133.6 |
12.3% |
14.2 |
1.3% |
12% |
False |
False |
36,705 |
60 |
1,234.0 |
1,073.7 |
160.3 |
14.7% |
14.0 |
1.3% |
10% |
False |
False |
25,679 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.7% |
14.2 |
1.3% |
10% |
False |
False |
19,958 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.7% |
14.2 |
1.3% |
10% |
False |
False |
16,434 |
120 |
1,237.9 |
1,073.7 |
164.2 |
15.1% |
14.3 |
1.3% |
10% |
False |
False |
14,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,138.4 |
2.618 |
1,121.1 |
1.618 |
1,110.5 |
1.000 |
1,103.9 |
0.618 |
1,099.9 |
HIGH |
1,093.3 |
0.618 |
1,089.3 |
0.500 |
1,088.0 |
0.382 |
1,086.7 |
LOW |
1,082.7 |
0.618 |
1,076.1 |
1.000 |
1,072.1 |
1.618 |
1,065.5 |
2.618 |
1,054.9 |
4.250 |
1,037.7 |
|
|
Fisher Pivots for day following 06-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,089.4 |
1,089.2 |
PP |
1,088.7 |
1,088.2 |
S1 |
1,088.0 |
1,087.3 |
|