Trading Metrics calculated at close of trading on 12-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,593.59 |
17,382.93 |
-210.66 |
-1.2% |
17,696.74 |
High |
17,593.59 |
17,423.90 |
-169.69 |
-1.0% |
17,704.76 |
Low |
17,352.63 |
17,125.81 |
-226.82 |
-1.3% |
17,279.08 |
Close |
17,402.84 |
17,402.51 |
-0.33 |
0.0% |
17,373.38 |
Range |
240.96 |
298.09 |
57.13 |
23.7% |
425.68 |
ATR |
176.40 |
185.09 |
8.69 |
4.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,211.68 |
18,105.18 |
17,566.46 |
|
R3 |
17,913.59 |
17,807.09 |
17,484.48 |
|
R2 |
17,615.50 |
17,615.50 |
17,457.16 |
|
R1 |
17,509.00 |
17,509.00 |
17,429.83 |
17,562.25 |
PP |
17,317.41 |
17,317.41 |
17,317.41 |
17,344.03 |
S1 |
17,210.91 |
17,210.91 |
17,375.19 |
17,264.16 |
S2 |
17,019.32 |
17,019.32 |
17,347.86 |
|
S3 |
16,721.23 |
16,912.82 |
17,320.54 |
|
S4 |
16,423.14 |
16,614.73 |
17,238.56 |
|
|
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 |
17,629.13 |
17,125.81 |
503.32 |
2.9% |
227.61 |
1.3% |
55% |
False |
True |
|
10 |
17,783.59 |
17,125.81 |
657.78 |
3.8% |
187.73 |
1.1% |
42% |
False |
True |
|
20 |
18,137.12 |
17,125.81 |
1,011.31 |
5.8% |
165.74 |
1.0% |
27% |
False |
True |
|
40 |
18,188.81 |
17,125.81 |
1,063.00 |
6.1% |
172.49 |
1.0% |
26% |
False |
True |
|
60 |
18,351.36 |
17,125.81 |
1,225.55 |
7.0% |
161.84 |
0.9% |
23% |
False |
True |
|
80 |
18,351.36 |
17,125.81 |
1,225.55 |
7.0% |
162.52 |
0.9% |
23% |
False |
True |
|
100 |
18,351.36 |
17,125.81 |
1,225.55 |
7.0% |
166.13 |
1.0% |
23% |
False |
True |
|
120 |
18,351.36 |
17,125.81 |
1,225.55 |
7.0% |
168.90 |
1.0% |
23% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,690.78 |
2.618 |
18,204.30 |
1.618 |
17,906.21 |
1.000 |
17,721.99 |
0.618 |
17,608.12 |
HIGH |
17,423.90 |
0.618 |
17,310.03 |
0.500 |
17,274.86 |
0.382 |
17,239.68 |
LOW |
17,125.81 |
0.618 |
16,941.59 |
1.000 |
16,827.72 |
1.618 |
16,643.50 |
2.618 |
16,345.41 |
4.250 |
15,858.93 |
|
|
Fisher Pivots for day following 12-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,359.96 |
17,394.16 |
PP |
17,317.41 |
17,385.82 |
S1 |
17,274.86 |
17,377.47 |
|