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 |
4,512.75 |
4,529.75 |
17.00 |
0.4% |
4,583.25 |
High |
4,535.50 |
4,557.00 |
21.50 |
0.5% |
4,629.00 |
Low |
4,431.25 |
4,508.75 |
77.50 |
1.7% |
4,480.50 |
Close |
4,533.50 |
4,517.25 |
-16.25 |
-0.4% |
4,519.00 |
Range |
104.25 |
48.25 |
-56.00 |
-53.7% |
148.50 |
ATR |
68.85 |
67.38 |
-1.47 |
-2.1% |
0.00 |
Volume |
358,454 |
234,832 |
-123,622 |
-34.5% |
1,273,663 |
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,672.50 |
4,643.00 |
4,543.75 |
|
R3 |
4,624.25 |
4,594.75 |
4,530.50 |
|
R2 |
4,576.00 |
4,576.00 |
4,526.00 |
|
R1 |
4,546.50 |
4,546.50 |
4,521.75 |
4,537.00 |
PP |
4,527.75 |
4,527.75 |
4,527.75 |
4,523.00 |
S1 |
4,498.25 |
4,498.25 |
4,512.75 |
4,489.00 |
S2 |
4,479.50 |
4,479.50 |
4,508.50 |
|
S3 |
4,431.25 |
4,450.00 |
4,504.00 |
|
S4 |
4,383.00 |
4,401.75 |
4,490.75 |
|
|
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 |
4,584.75 |
4,431.25 |
153.50 |
3.4% |
74.50 |
1.6% |
56% |
False |
False |
268,738 |
10 |
4,629.00 |
4,431.25 |
197.75 |
4.4% |
68.50 |
1.5% |
43% |
False |
False |
258,280 |
20 |
4,686.00 |
4,431.25 |
254.75 |
5.6% |
63.50 |
1.4% |
34% |
False |
False |
243,636 |
40 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
63.75 |
1.4% |
52% |
False |
False |
234,639 |
60 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
59.25 |
1.3% |
52% |
False |
False |
173,841 |
80 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
56.75 |
1.3% |
52% |
False |
False |
130,399 |
100 |
4,686.00 |
4,253.50 |
432.50 |
9.6% |
55.00 |
1.2% |
61% |
False |
False |
104,330 |
120 |
4,686.00 |
4,253.50 |
432.50 |
9.6% |
48.75 |
1.1% |
61% |
False |
False |
86,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,762.00 |
2.618 |
4,683.25 |
1.618 |
4,635.00 |
1.000 |
4,605.25 |
0.618 |
4,586.75 |
HIGH |
4,557.00 |
0.618 |
4,538.50 |
0.500 |
4,533.00 |
0.382 |
4,527.25 |
LOW |
4,508.75 |
0.618 |
4,479.00 |
1.000 |
4,460.50 |
1.618 |
4,430.75 |
2.618 |
4,382.50 |
4.250 |
4,303.75 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
4,533.00 |
4,514.25 |
PP |
4,527.75 |
4,511.00 |
S1 |
4,522.50 |
4,508.00 |
|