Trading Metrics calculated at close of trading on 14-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1,124.3 |
1,113.9 |
-10.4 |
-0.9% |
1,093.2 |
High |
1,124.3 |
1,118.8 |
-5.5 |
-0.5% |
1,124.5 |
Low |
1,113.0 |
1,112.1 |
-0.9 |
-0.1% |
1,089.5 |
Close |
1,115.7 |
1,112.9 |
-2.8 |
-0.3% |
1,112.9 |
Range |
11.3 |
6.7 |
-4.6 |
-40.7% |
35.0 |
ATR |
16.1 |
15.4 |
-0.7 |
-4.2% |
0.0 |
Volume |
441 |
908 |
467 |
105.9% |
4,043 |
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,134.7 |
1,130.5 |
1,116.6 |
|
R3 |
1,128.0 |
1,123.8 |
1,114.7 |
|
R2 |
1,121.3 |
1,121.3 |
1,114.1 |
|
R1 |
1,117.1 |
1,117.1 |
1,113.5 |
1,115.9 |
PP |
1,114.6 |
1,114.6 |
1,114.6 |
1,114.0 |
S1 |
1,110.4 |
1,110.4 |
1,112.3 |
1,109.2 |
S2 |
1,107.9 |
1,107.9 |
1,111.7 |
|
S3 |
1,101.2 |
1,103.7 |
1,111.1 |
|
S4 |
1,094.5 |
1,097.0 |
1,109.2 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,214.0 |
1,198.4 |
1,132.2 |
|
R3 |
1,179.0 |
1,163.4 |
1,122.5 |
|
R2 |
1,144.0 |
1,144.0 |
1,119.3 |
|
R1 |
1,128.4 |
1,128.4 |
1,116.1 |
1,136.2 |
PP |
1,109.0 |
1,109.0 |
1,109.0 |
1,112.9 |
S1 |
1,093.4 |
1,093.4 |
1,109.7 |
1,101.2 |
S2 |
1,074.0 |
1,074.0 |
1,106.5 |
|
S3 |
1,039.0 |
1,058.4 |
1,103.3 |
|
S4 |
1,004.0 |
1,023.4 |
1,093.7 |
|
|
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 |
1,089.5 |
35.0 |
3.1% |
16.4 |
1.5% |
67% |
False |
False |
808 |
10 |
1,124.5 |
1,080.5 |
44.0 |
4.0% |
14.1 |
1.3% |
74% |
False |
False |
969 |
20 |
1,132.5 |
1,072.3 |
60.2 |
5.4% |
17.3 |
1.6% |
67% |
False |
False |
83,050 |
40 |
1,204.0 |
1,072.3 |
131.7 |
11.8% |
14.9 |
1.3% |
31% |
False |
False |
106,743 |
60 |
1,215.2 |
1,072.3 |
142.9 |
12.8% |
14.6 |
1.3% |
28% |
False |
False |
110,140 |
80 |
1,232.8 |
1,072.3 |
160.5 |
14.4% |
15.0 |
1.3% |
25% |
False |
False |
85,826 |
100 |
1,232.8 |
1,072.3 |
160.5 |
14.4% |
14.8 |
1.3% |
25% |
False |
False |
69,295 |
120 |
1,232.8 |
1,072.3 |
160.5 |
14.4% |
14.8 |
1.3% |
25% |
False |
False |
58,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,147.3 |
2.618 |
1,136.3 |
1.618 |
1,129.6 |
1.000 |
1,125.5 |
0.618 |
1,122.9 |
HIGH |
1,118.8 |
0.618 |
1,116.2 |
0.500 |
1,115.5 |
0.382 |
1,114.7 |
LOW |
1,112.1 |
0.618 |
1,108.0 |
1.000 |
1,105.4 |
1.618 |
1,101.3 |
2.618 |
1,094.6 |
4.250 |
1,083.6 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,115.5 |
1,113.0 |
PP |
1,114.6 |
1,113.0 |
S1 |
1,113.8 |
1,112.9 |
|