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 |
4,527.25 |
4,514.00 |
-13.25 |
-0.3% |
4,583.25 |
High |
4,533.75 |
4,580.00 |
46.25 |
1.0% |
4,629.00 |
Low |
4,480.50 |
4,512.75 |
32.25 |
0.7% |
4,480.50 |
Close |
4,519.00 |
4,566.00 |
47.00 |
1.0% |
4,519.00 |
Range |
53.25 |
67.25 |
14.00 |
26.3% |
148.50 |
ATR |
63.30 |
63.58 |
0.28 |
0.4% |
0.00 |
Volume |
249,232 |
199,353 |
-49,879 |
-20.0% |
1,273,663 |
|
Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,754.75 |
4,727.50 |
4,603.00 |
|
R3 |
4,687.50 |
4,660.25 |
4,584.50 |
|
R2 |
4,620.25 |
4,620.25 |
4,578.25 |
|
R1 |
4,593.00 |
4,593.00 |
4,572.25 |
4,606.50 |
PP |
4,553.00 |
4,553.00 |
4,553.00 |
4,559.75 |
S1 |
4,525.75 |
4,525.75 |
4,559.75 |
4,539.50 |
S2 |
4,485.75 |
4,485.75 |
4,553.75 |
|
S3 |
4,418.50 |
4,458.50 |
4,547.50 |
|
S4 |
4,351.25 |
4,391.25 |
4,529.00 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,988.25 |
4,902.25 |
4,600.75 |
|
R3 |
4,839.75 |
4,753.75 |
4,559.75 |
|
R2 |
4,691.25 |
4,691.25 |
4,546.25 |
|
R1 |
4,605.25 |
4,605.25 |
4,532.50 |
4,574.00 |
PP |
4,542.75 |
4,542.75 |
4,542.75 |
4,527.25 |
S1 |
4,456.75 |
4,456.75 |
4,505.50 |
4,425.50 |
S2 |
4,394.25 |
4,394.25 |
4,491.75 |
|
S3 |
4,245.75 |
4,308.25 |
4,478.25 |
|
S4 |
4,097.25 |
4,159.75 |
4,437.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,629.00 |
4,480.50 |
148.50 |
3.3% |
68.50 |
1.5% |
58% |
False |
False |
244,290 |
10 |
4,629.00 |
4,480.50 |
148.50 |
3.3% |
60.00 |
1.3% |
58% |
False |
False |
241,721 |
20 |
4,686.00 |
4,480.50 |
205.50 |
4.5% |
58.75 |
1.3% |
42% |
False |
False |
225,669 |
40 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
61.50 |
1.3% |
66% |
False |
False |
229,991 |
60 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
56.75 |
1.2% |
66% |
False |
False |
158,928 |
80 |
4,686.00 |
4,321.75 |
364.25 |
8.0% |
56.00 |
1.2% |
67% |
False |
False |
119,211 |
100 |
4,686.00 |
4,253.50 |
432.50 |
9.5% |
53.50 |
1.2% |
72% |
False |
False |
95,380 |
120 |
4,686.00 |
4,253.50 |
432.50 |
9.5% |
46.75 |
1.0% |
72% |
False |
False |
79,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,865.75 |
2.618 |
4,756.00 |
1.618 |
4,688.75 |
1.000 |
4,647.25 |
0.618 |
4,621.50 |
HIGH |
4,580.00 |
0.618 |
4,554.25 |
0.500 |
4,546.50 |
0.382 |
4,538.50 |
LOW |
4,512.75 |
0.618 |
4,471.25 |
1.000 |
4,445.50 |
1.618 |
4,404.00 |
2.618 |
4,336.75 |
4.250 |
4,227.00 |
|
|
Fisher Pivots for day following 10-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
4,559.50 |
4,559.00 |
PP |
4,553.00 |
4,551.75 |
S1 |
4,546.50 |
4,544.50 |
|