Trading Metrics calculated at close of trading on 10-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,405.05 |
17,375.18 |
-29.87 |
-0.2% |
17,696.74 |
High |
17,414.94 |
17,629.13 |
214.19 |
1.2% |
17,704.76 |
Low |
17,279.08 |
17,375.18 |
96.10 |
0.6% |
17,279.08 |
Close |
17,373.38 |
17,615.17 |
241.79 |
1.4% |
17,373.38 |
Range |
135.86 |
253.95 |
118.09 |
86.9% |
425.68 |
ATR |
163.16 |
169.78 |
6.61 |
4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,301.68 |
18,212.37 |
17,754.84 |
|
R3 |
18,047.73 |
17,958.42 |
17,685.01 |
|
R2 |
17,793.78 |
17,793.78 |
17,661.73 |
|
R1 |
17,704.47 |
17,704.47 |
17,638.45 |
17,749.13 |
PP |
17,539.83 |
17,539.83 |
17,539.83 |
17,562.15 |
S1 |
17,450.52 |
17,450.52 |
17,591.89 |
17,495.18 |
S2 |
17,285.88 |
17,285.88 |
17,568.61 |
|
S3 |
17,031.93 |
17,196.57 |
17,545.33 |
|
S4 |
16,777.98 |
16,942.62 |
17,475.50 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,729.45 |
18,477.09 |
17,607.50 |
|
R3 |
18,303.77 |
18,051.41 |
17,490.44 |
|
R2 |
17,878.09 |
17,878.09 |
17,451.42 |
|
R1 |
17,625.73 |
17,625.73 |
17,412.40 |
17,539.07 |
PP |
17,452.41 |
17,452.41 |
17,452.41 |
17,409.08 |
S1 |
17,200.05 |
17,200.05 |
17,334.36 |
17,113.39 |
S2 |
17,026.73 |
17,026.73 |
17,295.34 |
|
S3 |
16,601.05 |
16,774.37 |
17,256.32 |
|
S4 |
16,175.37 |
16,348.69 |
17,139.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,661.37 |
17,279.08 |
382.29 |
2.2% |
179.55 |
1.0% |
88% |
False |
False |
|
10 |
17,783.59 |
17,279.08 |
504.51 |
2.9% |
168.61 |
1.0% |
67% |
False |
False |
|
20 |
18,137.12 |
17,279.08 |
858.04 |
4.9% |
148.63 |
0.8% |
39% |
False |
False |
|
40 |
18,188.81 |
17,279.08 |
909.73 |
5.2% |
167.46 |
1.0% |
37% |
False |
False |
|
60 |
18,351.36 |
17,279.08 |
1,072.28 |
6.1% |
155.17 |
0.9% |
31% |
False |
False |
|
80 |
18,351.36 |
17,279.08 |
1,072.28 |
6.1% |
163.35 |
0.9% |
31% |
False |
False |
|
100 |
18,351.36 |
17,279.08 |
1,072.28 |
6.1% |
164.49 |
0.9% |
31% |
False |
False |
|
120 |
18,351.36 |
17,279.08 |
1,072.28 |
6.1% |
167.49 |
1.0% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,708.42 |
2.618 |
18,293.97 |
1.618 |
18,040.02 |
1.000 |
17,883.08 |
0.618 |
17,786.07 |
HIGH |
17,629.13 |
0.618 |
17,532.12 |
0.500 |
17,502.16 |
0.382 |
17,472.19 |
LOW |
17,375.18 |
0.618 |
17,218.24 |
1.000 |
17,121.23 |
1.618 |
16,964.29 |
2.618 |
16,710.34 |
4.250 |
16,295.89 |
|
|
Fisher Pivots for day following 10-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,577.50 |
17,561.48 |
PP |
17,539.83 |
17,507.79 |
S1 |
17,502.16 |
17,454.11 |
|