Trading Metrics calculated at close of trading on 13-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1,106.0 |
1,124.3 |
18.3 |
1.7% |
1,095.5 |
High |
1,124.5 |
1,124.3 |
-0.2 |
0.0% |
1,098.3 |
Low |
1,101.5 |
1,113.0 |
11.5 |
1.0% |
1,080.5 |
Close |
1,123.2 |
1,115.7 |
-7.5 |
-0.7% |
1,094.1 |
Range |
23.0 |
11.3 |
-11.7 |
-50.9% |
17.8 |
ATR |
16.4 |
16.1 |
-0.4 |
-2.2% |
0.0 |
Volume |
797 |
441 |
-356 |
-44.7% |
5,647 |
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,151.6 |
1,144.9 |
1,121.9 |
|
R3 |
1,140.3 |
1,133.6 |
1,118.8 |
|
R2 |
1,129.0 |
1,129.0 |
1,117.8 |
|
R1 |
1,122.3 |
1,122.3 |
1,116.7 |
1,120.0 |
PP |
1,117.7 |
1,117.7 |
1,117.7 |
1,116.5 |
S1 |
1,111.0 |
1,111.0 |
1,114.7 |
1,108.7 |
S2 |
1,106.4 |
1,106.4 |
1,113.6 |
|
S3 |
1,095.1 |
1,099.7 |
1,112.6 |
|
S4 |
1,083.8 |
1,088.4 |
1,109.5 |
|
|
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% |
18.3 |
1.6% |
79% |
False |
False |
749 |
10 |
1,124.5 |
1,079.1 |
45.4 |
4.1% |
15.8 |
1.4% |
81% |
False |
False |
1,448 |
20 |
1,144.5 |
1,072.3 |
72.2 |
6.5% |
17.8 |
1.6% |
60% |
False |
False |
91,055 |
40 |
1,205.7 |
1,072.3 |
133.4 |
12.0% |
15.3 |
1.4% |
33% |
False |
False |
111,488 |
60 |
1,215.2 |
1,072.3 |
142.9 |
12.8% |
14.6 |
1.3% |
30% |
False |
False |
110,489 |
80 |
1,232.8 |
1,072.3 |
160.5 |
14.4% |
15.1 |
1.4% |
27% |
False |
False |
85,827 |
100 |
1,232.8 |
1,072.3 |
160.5 |
14.4% |
14.9 |
1.3% |
27% |
False |
False |
69,310 |
120 |
1,232.8 |
1,072.3 |
160.5 |
14.4% |
14.8 |
1.3% |
27% |
False |
False |
58,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,172.3 |
2.618 |
1,153.9 |
1.618 |
1,142.6 |
1.000 |
1,135.6 |
0.618 |
1,131.3 |
HIGH |
1,124.3 |
0.618 |
1,120.0 |
0.500 |
1,118.7 |
0.382 |
1,117.3 |
LOW |
1,113.0 |
0.618 |
1,106.0 |
1.000 |
1,101.7 |
1.618 |
1,094.7 |
2.618 |
1,083.4 |
4.250 |
1,065.0 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,118.7 |
1,113.6 |
PP |
1,117.7 |
1,111.4 |
S1 |
1,116.7 |
1,109.3 |
|