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 |
1,103.8 |
1,106.0 |
2.2 |
0.2% |
1,095.5 |
High |
1,116.7 |
1,124.5 |
7.8 |
0.7% |
1,098.3 |
Low |
1,094.0 |
1,101.5 |
7.5 |
0.7% |
1,080.5 |
Close |
1,107.6 |
1,123.2 |
15.6 |
1.4% |
1,094.1 |
Range |
22.7 |
23.0 |
0.3 |
1.3% |
17.8 |
ATR |
15.9 |
16.4 |
0.5 |
3.2% |
0.0 |
Volume |
997 |
797 |
-200 |
-20.1% |
5,647 |
|
Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,185.4 |
1,177.3 |
1,135.9 |
|
R3 |
1,162.4 |
1,154.3 |
1,129.5 |
|
R2 |
1,139.4 |
1,139.4 |
1,127.4 |
|
R1 |
1,131.3 |
1,131.3 |
1,125.3 |
1,135.4 |
PP |
1,116.4 |
1,116.4 |
1,116.4 |
1,118.4 |
S1 |
1,108.3 |
1,108.3 |
1,121.1 |
1,112.4 |
S2 |
1,093.4 |
1,093.4 |
1,119.0 |
|
S3 |
1,070.4 |
1,085.3 |
1,116.9 |
|
S4 |
1,047.4 |
1,062.3 |
1,110.6 |
|
|
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 |
1,124.5 |
1,081.7 |
42.8 |
3.8% |
17.8 |
1.6% |
97% |
True |
False |
715 |
10 |
1,124.5 |
1,079.1 |
45.4 |
4.0% |
16.3 |
1.5% |
97% |
True |
False |
6,333 |
20 |
1,148.2 |
1,072.3 |
75.9 |
6.8% |
17.6 |
1.6% |
67% |
False |
False |
97,318 |
40 |
1,205.7 |
1,072.3 |
133.4 |
11.9% |
15.4 |
1.4% |
38% |
False |
False |
114,015 |
60 |
1,226.3 |
1,072.3 |
154.0 |
13.7% |
14.8 |
1.3% |
33% |
False |
False |
110,864 |
80 |
1,232.8 |
1,072.3 |
160.5 |
14.3% |
15.1 |
1.3% |
32% |
False |
False |
85,862 |
100 |
1,232.8 |
1,072.3 |
160.5 |
14.3% |
14.8 |
1.3% |
32% |
False |
False |
69,341 |
120 |
1,232.8 |
1,072.3 |
160.5 |
14.3% |
14.9 |
1.3% |
32% |
False |
False |
58,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,222.3 |
2.618 |
1,184.7 |
1.618 |
1,161.7 |
1.000 |
1,147.5 |
0.618 |
1,138.7 |
HIGH |
1,124.5 |
0.618 |
1,115.7 |
0.500 |
1,113.0 |
0.382 |
1,110.3 |
LOW |
1,101.5 |
0.618 |
1,087.3 |
1.000 |
1,078.5 |
1.618 |
1,064.3 |
2.618 |
1,041.3 |
4.250 |
1,003.8 |
|
|
Fisher Pivots for day following 12-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,119.8 |
1,117.8 |
PP |
1,116.4 |
1,112.4 |
S1 |
1,113.0 |
1,107.0 |
|