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 |
1,084.1 |
1,088.8 |
4.7 |
0.4% |
1,095.1 |
High |
1,093.3 |
1,098.9 |
5.6 |
0.5% |
1,098.9 |
Low |
1,082.7 |
1,081.4 |
-1.3 |
-0.1% |
1,080.2 |
Close |
1,090.1 |
1,094.1 |
4.0 |
0.4% |
1,094.1 |
Range |
10.6 |
17.5 |
6.9 |
65.1% |
18.7 |
ATR |
15.1 |
15.3 |
0.2 |
1.1% |
0.0 |
Volume |
94,613 |
172,487 |
77,874 |
82.3% |
603,171 |
|
Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,144.0 |
1,136.5 |
1,103.7 |
|
R3 |
1,126.5 |
1,119.0 |
1,098.9 |
|
R2 |
1,109.0 |
1,109.0 |
1,097.3 |
|
R1 |
1,101.5 |
1,101.5 |
1,095.7 |
1,105.3 |
PP |
1,091.5 |
1,091.5 |
1,091.5 |
1,093.3 |
S1 |
1,084.0 |
1,084.0 |
1,092.5 |
1,087.8 |
S2 |
1,074.0 |
1,074.0 |
1,090.9 |
|
S3 |
1,056.5 |
1,066.5 |
1,089.3 |
|
S4 |
1,039.0 |
1,049.0 |
1,084.5 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,147.2 |
1,139.3 |
1,104.4 |
|
R3 |
1,128.5 |
1,120.6 |
1,099.2 |
|
R2 |
1,109.8 |
1,109.8 |
1,097.5 |
|
R1 |
1,101.9 |
1,101.9 |
1,095.8 |
1,096.5 |
PP |
1,091.1 |
1,091.1 |
1,091.1 |
1,088.4 |
S1 |
1,083.2 |
1,083.2 |
1,092.4 |
1,077.8 |
S2 |
1,072.4 |
1,072.4 |
1,090.7 |
|
S3 |
1,053.7 |
1,064.5 |
1,089.0 |
|
S4 |
1,035.0 |
1,045.8 |
1,083.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,098.9 |
1,080.2 |
18.7 |
1.7% |
13.0 |
1.2% |
74% |
True |
False |
120,634 |
10 |
1,104.9 |
1,079.2 |
25.7 |
2.3% |
14.2 |
1.3% |
58% |
False |
False |
119,164 |
20 |
1,165.4 |
1,073.7 |
91.7 |
8.4% |
16.2 |
1.5% |
22% |
False |
False |
76,139 |
40 |
1,207.3 |
1,073.7 |
133.6 |
12.2% |
14.4 |
1.3% |
15% |
False |
False |
40,893 |
60 |
1,234.0 |
1,073.7 |
160.3 |
14.7% |
13.8 |
1.3% |
13% |
False |
False |
28,479 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.7% |
14.2 |
1.3% |
13% |
False |
False |
22,075 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.7% |
14.2 |
1.3% |
13% |
False |
False |
18,150 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.7% |
14.2 |
1.3% |
13% |
False |
False |
15,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,173.3 |
2.618 |
1,144.7 |
1.618 |
1,127.2 |
1.000 |
1,116.4 |
0.618 |
1,109.7 |
HIGH |
1,098.9 |
0.618 |
1,092.2 |
0.500 |
1,090.2 |
0.382 |
1,088.1 |
LOW |
1,081.4 |
0.618 |
1,070.6 |
1.000 |
1,063.9 |
1.618 |
1,053.1 |
2.618 |
1,035.6 |
4.250 |
1,007.0 |
|
|
Fisher Pivots for day following 07-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,092.8 |
1,092.8 |
PP |
1,091.5 |
1,091.5 |
S1 |
1,090.2 |
1,090.2 |
|