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 |
1,088.9 |
1,093.2 |
4.3 |
0.4% |
1,095.5 |
High |
1,098.3 |
1,107.6 |
9.3 |
0.8% |
1,098.3 |
Low |
1,081.7 |
1,089.5 |
7.8 |
0.7% |
1,080.5 |
Close |
1,094.1 |
1,104.2 |
10.1 |
0.9% |
1,094.1 |
Range |
16.6 |
18.1 |
1.5 |
9.0% |
17.8 |
ATR |
15.2 |
15.4 |
0.2 |
1.4% |
0.0 |
Volume |
614 |
900 |
286 |
46.6% |
5,647 |
|
Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,154.7 |
1,147.6 |
1,114.2 |
|
R3 |
1,136.6 |
1,129.5 |
1,109.2 |
|
R2 |
1,118.5 |
1,118.5 |
1,107.5 |
|
R1 |
1,111.4 |
1,111.4 |
1,105.9 |
1,115.0 |
PP |
1,100.4 |
1,100.4 |
1,100.4 |
1,102.2 |
S1 |
1,093.3 |
1,093.3 |
1,102.5 |
1,096.9 |
S2 |
1,082.3 |
1,082.3 |
1,100.9 |
|
S3 |
1,064.2 |
1,075.2 |
1,099.2 |
|
S4 |
1,046.1 |
1,057.1 |
1,094.2 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,144.4 |
1,137.0 |
1,103.9 |
|
R3 |
1,126.6 |
1,119.2 |
1,099.0 |
|
R2 |
1,108.8 |
1,108.8 |
1,097.4 |
|
R1 |
1,101.4 |
1,101.4 |
1,095.7 |
1,096.2 |
PP |
1,091.0 |
1,091.0 |
1,091.0 |
1,088.4 |
S1 |
1,083.6 |
1,083.6 |
1,092.5 |
1,078.4 |
S2 |
1,073.2 |
1,073.2 |
1,090.8 |
|
S3 |
1,055.4 |
1,065.8 |
1,089.2 |
|
S4 |
1,037.6 |
1,048.0 |
1,084.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,107.6 |
1,080.5 |
27.1 |
2.5% |
13.0 |
1.2% |
87% |
True |
False |
825 |
10 |
1,107.6 |
1,079.1 |
28.5 |
2.6% |
13.7 |
1.2% |
88% |
True |
False |
39,676 |
20 |
1,159.1 |
1,072.3 |
86.8 |
7.9% |
16.3 |
1.5% |
37% |
False |
False |
110,218 |
40 |
1,205.7 |
1,072.3 |
133.4 |
12.1% |
15.0 |
1.4% |
24% |
False |
False |
119,721 |
60 |
1,232.8 |
1,072.3 |
160.5 |
14.5% |
14.4 |
1.3% |
20% |
False |
False |
111,296 |
80 |
1,232.8 |
1,072.3 |
160.5 |
14.5% |
14.9 |
1.3% |
20% |
False |
False |
85,899 |
100 |
1,232.8 |
1,072.3 |
160.5 |
14.5% |
14.7 |
1.3% |
20% |
False |
False |
69,377 |
120 |
1,232.8 |
1,072.3 |
160.5 |
14.5% |
14.7 |
1.3% |
20% |
False |
False |
58,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,184.5 |
2.618 |
1,155.0 |
1.618 |
1,136.9 |
1.000 |
1,125.7 |
0.618 |
1,118.8 |
HIGH |
1,107.6 |
0.618 |
1,100.7 |
0.500 |
1,098.6 |
0.382 |
1,096.4 |
LOW |
1,089.5 |
0.618 |
1,078.3 |
1.000 |
1,071.4 |
1.618 |
1,060.2 |
2.618 |
1,042.1 |
4.250 |
1,012.6 |
|
|
Fisher Pivots for day following 10-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,102.3 |
1,101.0 |
PP |
1,100.4 |
1,097.8 |
S1 |
1,098.6 |
1,094.7 |
|