Trading Metrics calculated at close of trading on 11-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,375.18 |
17,593.59 |
218.41 |
1.3% |
17,696.74 |
High |
17,629.13 |
17,593.59 |
-35.54 |
-0.2% |
17,704.76 |
Low |
17,375.18 |
17,352.63 |
-22.55 |
-0.1% |
17,279.08 |
Close |
17,615.17 |
17,402.84 |
-212.33 |
-1.2% |
17,373.38 |
Range |
253.95 |
240.96 |
-12.99 |
-5.1% |
425.68 |
ATR |
169.78 |
176.40 |
6.63 |
3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,172.57 |
18,028.66 |
17,535.37 |
|
R3 |
17,931.61 |
17,787.70 |
17,469.10 |
|
R2 |
17,690.65 |
17,690.65 |
17,447.02 |
|
R1 |
17,546.74 |
17,546.74 |
17,424.93 |
17,498.22 |
PP |
17,449.69 |
17,449.69 |
17,449.69 |
17,425.42 |
S1 |
17,305.78 |
17,305.78 |
17,380.75 |
17,257.26 |
S2 |
17,208.73 |
17,208.73 |
17,358.66 |
|
S3 |
16,967.77 |
17,064.82 |
17,336.58 |
|
S4 |
16,726.81 |
16,823.86 |
17,270.31 |
|
|
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% |
201.68 |
1.2% |
32% |
False |
False |
|
10 |
17,783.59 |
17,279.08 |
504.51 |
2.9% |
172.68 |
1.0% |
25% |
False |
False |
|
20 |
18,137.12 |
17,279.08 |
858.04 |
4.9% |
154.85 |
0.9% |
14% |
False |
False |
|
40 |
18,188.81 |
17,279.08 |
909.73 |
5.2% |
168.68 |
1.0% |
14% |
False |
False |
|
60 |
18,351.36 |
17,279.08 |
1,072.28 |
6.2% |
158.23 |
0.9% |
12% |
False |
False |
|
80 |
18,351.36 |
17,279.08 |
1,072.28 |
6.2% |
161.93 |
0.9% |
12% |
False |
False |
|
100 |
18,351.36 |
17,279.08 |
1,072.28 |
6.2% |
165.51 |
1.0% |
12% |
False |
False |
|
120 |
18,351.36 |
17,279.08 |
1,072.28 |
6.2% |
168.63 |
1.0% |
12% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,617.67 |
2.618 |
18,224.42 |
1.618 |
17,983.46 |
1.000 |
17,834.55 |
0.618 |
17,742.50 |
HIGH |
17,593.59 |
0.618 |
17,501.54 |
0.500 |
17,473.11 |
0.382 |
17,444.68 |
LOW |
17,352.63 |
0.618 |
17,203.72 |
1.000 |
17,111.67 |
1.618 |
16,962.76 |
2.618 |
16,721.80 |
4.250 |
16,328.55 |
|
|
Fisher Pivots for day following 11-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,473.11 |
17,454.11 |
PP |
17,449.69 |
17,437.02 |
S1 |
17,426.26 |
17,419.93 |
|