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 |
17,393 |
17,300 |
-93 |
-0.5% |
17,530 |
High |
17,403 |
17,314 |
-89 |
-0.5% |
17,530 |
Low |
17,217 |
17,140 |
-77 |
-0.4% |
17,140 |
Close |
17,291 |
17,236 |
-55 |
-0.3% |
17,236 |
Range |
186 |
174 |
-12 |
-6.5% |
390 |
ATR |
155 |
156 |
1 |
0.9% |
0 |
Volume |
47 |
37 |
-10 |
-21.3% |
242 |
|
Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,752 |
17,668 |
17,332 |
|
R3 |
17,578 |
17,494 |
17,284 |
|
R2 |
17,404 |
17,404 |
17,268 |
|
R1 |
17,320 |
17,320 |
17,252 |
17,275 |
PP |
17,230 |
17,230 |
17,230 |
17,208 |
S1 |
17,146 |
17,146 |
17,220 |
17,101 |
S2 |
17,056 |
17,056 |
17,204 |
|
S3 |
16,882 |
16,972 |
17,188 |
|
S4 |
16,708 |
16,798 |
17,140 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,472 |
18,244 |
17,451 |
|
R3 |
18,082 |
17,854 |
17,343 |
|
R2 |
17,692 |
17,692 |
17,308 |
|
R1 |
17,464 |
17,464 |
17,272 |
17,383 |
PP |
17,302 |
17,302 |
17,302 |
17,262 |
S1 |
17,074 |
17,074 |
17,200 |
16,993 |
S2 |
16,912 |
16,912 |
17,165 |
|
S3 |
16,522 |
16,684 |
17,129 |
|
S4 |
16,132 |
16,294 |
17,022 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,530 |
17,140 |
390 |
2.3% |
163 |
0.9% |
25% |
False |
True |
48 |
10 |
17,635 |
17,140 |
495 |
2.9% |
160 |
0.9% |
19% |
False |
True |
47 |
20 |
17,979 |
17,140 |
839 |
4.9% |
142 |
0.8% |
11% |
False |
True |
37 |
40 |
18,002 |
17,140 |
862 |
5.0% |
140 |
0.8% |
11% |
False |
True |
35 |
60 |
18,149 |
17,140 |
1,009 |
5.9% |
106 |
0.6% |
10% |
False |
True |
25 |
80 |
18,149 |
17,140 |
1,009 |
5.9% |
85 |
0.5% |
10% |
False |
True |
19 |
100 |
18,149 |
17,140 |
1,009 |
5.9% |
70 |
0.4% |
10% |
False |
True |
15 |
120 |
18,149 |
17,140 |
1,009 |
5.9% |
61 |
0.4% |
10% |
False |
True |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,054 |
2.618 |
17,770 |
1.618 |
17,596 |
1.000 |
17,488 |
0.618 |
17,422 |
HIGH |
17,314 |
0.618 |
17,248 |
0.500 |
17,227 |
0.382 |
17,207 |
LOW |
17,140 |
0.618 |
17,033 |
1.000 |
16,966 |
1.618 |
16,859 |
2.618 |
16,685 |
4.250 |
16,401 |
|
|
Fisher Pivots for day following 07-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,233 |
17,320 |
PP |
17,230 |
17,292 |
S1 |
17,227 |
17,264 |
|