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 |
1,093.2 |
1,103.8 |
10.6 |
1.0% |
1,095.5 |
High |
1,107.6 |
1,116.7 |
9.1 |
0.8% |
1,098.3 |
Low |
1,089.5 |
1,094.0 |
4.5 |
0.4% |
1,080.5 |
Close |
1,104.2 |
1,107.6 |
3.4 |
0.3% |
1,094.1 |
Range |
18.1 |
22.7 |
4.6 |
25.4% |
17.8 |
ATR |
15.4 |
15.9 |
0.5 |
3.4% |
0.0 |
Volume |
900 |
997 |
97 |
10.8% |
5,647 |
|
Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,174.2 |
1,163.6 |
1,120.1 |
|
R3 |
1,151.5 |
1,140.9 |
1,113.8 |
|
R2 |
1,128.8 |
1,128.8 |
1,111.8 |
|
R1 |
1,118.2 |
1,118.2 |
1,109.7 |
1,123.5 |
PP |
1,106.1 |
1,106.1 |
1,106.1 |
1,108.8 |
S1 |
1,095.5 |
1,095.5 |
1,105.5 |
1,100.8 |
S2 |
1,083.4 |
1,083.4 |
1,103.4 |
|
S3 |
1,060.7 |
1,072.8 |
1,101.4 |
|
S4 |
1,038.0 |
1,050.1 |
1,095.1 |
|
|
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 |
1,116.7 |
1,081.7 |
35.0 |
3.2% |
14.9 |
1.3% |
74% |
True |
False |
797 |
10 |
1,116.7 |
1,079.1 |
37.6 |
3.4% |
15.2 |
1.4% |
76% |
True |
False |
22,168 |
20 |
1,155.8 |
1,072.3 |
83.5 |
7.5% |
17.1 |
1.5% |
42% |
False |
False |
104,811 |
40 |
1,205.7 |
1,072.3 |
133.4 |
12.0% |
15.1 |
1.4% |
26% |
False |
False |
116,501 |
60 |
1,232.8 |
1,072.3 |
160.5 |
14.5% |
14.5 |
1.3% |
22% |
False |
False |
111,116 |
80 |
1,232.8 |
1,072.3 |
160.5 |
14.5% |
15.0 |
1.4% |
22% |
False |
False |
85,875 |
100 |
1,232.8 |
1,072.3 |
160.5 |
14.5% |
14.8 |
1.3% |
22% |
False |
False |
69,351 |
120 |
1,232.8 |
1,072.3 |
160.5 |
14.5% |
14.8 |
1.3% |
22% |
False |
False |
58,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,213.2 |
2.618 |
1,176.1 |
1.618 |
1,153.4 |
1.000 |
1,139.4 |
0.618 |
1,130.7 |
HIGH |
1,116.7 |
0.618 |
1,108.0 |
0.500 |
1,105.4 |
0.382 |
1,102.7 |
LOW |
1,094.0 |
0.618 |
1,080.0 |
1.000 |
1,071.3 |
1.618 |
1,057.3 |
2.618 |
1,034.6 |
4.250 |
997.5 |
|
|
Fisher Pivots for day following 11-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,106.9 |
1,104.8 |
PP |
1,106.1 |
1,102.0 |
S1 |
1,105.4 |
1,099.2 |
|