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 |
4,514.00 |
4,582.50 |
68.50 |
1.5% |
4,583.25 |
High |
4,580.00 |
4,584.75 |
4.75 |
0.1% |
4,629.00 |
Low |
4,512.75 |
4,485.50 |
-27.25 |
-0.6% |
4,480.50 |
Close |
4,566.00 |
4,510.75 |
-55.25 |
-1.2% |
4,519.00 |
Range |
67.25 |
99.25 |
32.00 |
47.6% |
148.50 |
ATR |
63.58 |
66.13 |
2.55 |
4.0% |
0.00 |
Volume |
199,353 |
301,820 |
102,467 |
51.4% |
1,273,663 |
|
Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,824.75 |
4,767.00 |
4,565.25 |
|
R3 |
4,725.50 |
4,667.75 |
4,538.00 |
|
R2 |
4,626.25 |
4,626.25 |
4,529.00 |
|
R1 |
4,568.50 |
4,568.50 |
4,519.75 |
4,547.75 |
PP |
4,527.00 |
4,527.00 |
4,527.00 |
4,516.50 |
S1 |
4,469.25 |
4,469.25 |
4,501.75 |
4,448.50 |
S2 |
4,427.75 |
4,427.75 |
4,492.50 |
|
S3 |
4,328.50 |
4,370.00 |
4,483.50 |
|
S4 |
4,229.25 |
4,270.75 |
4,456.25 |
|
|
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% |
80.75 |
1.8% |
20% |
False |
False |
254,052 |
10 |
4,629.00 |
4,480.50 |
148.50 |
3.3% |
63.50 |
1.4% |
20% |
False |
False |
243,836 |
20 |
4,686.00 |
4,480.50 |
205.50 |
4.6% |
61.25 |
1.4% |
15% |
False |
False |
232,948 |
40 |
4,686.00 |
4,331.75 |
354.25 |
7.9% |
62.50 |
1.4% |
51% |
False |
False |
230,919 |
60 |
4,686.00 |
4,331.75 |
354.25 |
7.9% |
57.75 |
1.3% |
51% |
False |
False |
163,956 |
80 |
4,686.00 |
4,331.75 |
354.25 |
7.9% |
56.00 |
1.2% |
51% |
False |
False |
122,984 |
100 |
4,686.00 |
4,253.50 |
432.50 |
9.6% |
54.00 |
1.2% |
59% |
False |
False |
98,398 |
120 |
4,686.00 |
4,253.50 |
432.50 |
9.6% |
47.50 |
1.1% |
59% |
False |
False |
81,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,006.50 |
2.618 |
4,844.50 |
1.618 |
4,745.25 |
1.000 |
4,684.00 |
0.618 |
4,646.00 |
HIGH |
4,584.75 |
0.618 |
4,546.75 |
0.500 |
4,535.00 |
0.382 |
4,523.50 |
LOW |
4,485.50 |
0.618 |
4,424.25 |
1.000 |
4,386.25 |
1.618 |
4,325.00 |
2.618 |
4,225.75 |
4.250 |
4,063.75 |
|
|
Fisher Pivots for day following 11-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
4,535.00 |
4,532.50 |
PP |
4,527.00 |
4,525.25 |
S1 |
4,519.00 |
4,518.00 |
|