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 |
4,529.75 |
4,514.50 |
-15.25 |
-0.3% |
4,514.00 |
High |
4,557.00 |
4,534.00 |
-23.00 |
-0.5% |
4,584.75 |
Low |
4,508.75 |
4,499.00 |
-9.75 |
-0.2% |
4,431.25 |
Close |
4,517.25 |
4,531.75 |
14.50 |
0.3% |
4,531.75 |
Range |
48.25 |
35.00 |
-13.25 |
-27.5% |
153.50 |
ATR |
67.38 |
65.07 |
-2.31 |
-3.4% |
0.00 |
Volume |
234,832 |
167,712 |
-67,120 |
-28.6% |
1,262,171 |
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,626.50 |
4,614.25 |
4,551.00 |
|
R3 |
4,591.50 |
4,579.25 |
4,541.50 |
|
R2 |
4,556.50 |
4,556.50 |
4,538.25 |
|
R1 |
4,544.25 |
4,544.25 |
4,535.00 |
4,550.50 |
PP |
4,521.50 |
4,521.50 |
4,521.50 |
4,524.75 |
S1 |
4,509.25 |
4,509.25 |
4,528.50 |
4,515.50 |
S2 |
4,486.50 |
4,486.50 |
4,525.25 |
|
S3 |
4,451.50 |
4,474.25 |
4,522.00 |
|
S4 |
4,416.50 |
4,439.25 |
4,512.50 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,976.50 |
4,907.50 |
4,616.25 |
|
R3 |
4,823.00 |
4,754.00 |
4,574.00 |
|
R2 |
4,669.50 |
4,669.50 |
4,560.00 |
|
R1 |
4,600.50 |
4,600.50 |
4,545.75 |
4,635.00 |
PP |
4,516.00 |
4,516.00 |
4,516.00 |
4,533.00 |
S1 |
4,447.00 |
4,447.00 |
4,517.75 |
4,481.50 |
S2 |
4,362.50 |
4,362.50 |
4,503.50 |
|
S3 |
4,209.00 |
4,293.50 |
4,489.50 |
|
S4 |
4,055.50 |
4,140.00 |
4,447.25 |
|
|
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% |
70.75 |
1.6% |
65% |
False |
False |
252,434 |
10 |
4,629.00 |
4,431.25 |
197.75 |
4.4% |
68.75 |
1.5% |
51% |
False |
False |
253,583 |
20 |
4,686.00 |
4,431.25 |
254.75 |
5.6% |
62.75 |
1.4% |
39% |
False |
False |
242,625 |
40 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
62.25 |
1.4% |
56% |
False |
False |
231,943 |
60 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
59.00 |
1.3% |
56% |
False |
False |
176,635 |
80 |
4,686.00 |
4,331.75 |
354.25 |
7.8% |
56.50 |
1.2% |
56% |
False |
False |
132,495 |
100 |
4,686.00 |
4,253.50 |
432.50 |
9.5% |
54.25 |
1.2% |
64% |
False |
False |
106,007 |
120 |
4,686.00 |
4,253.50 |
432.50 |
9.5% |
49.00 |
1.1% |
64% |
False |
False |
88,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,682.75 |
2.618 |
4,625.75 |
1.618 |
4,590.75 |
1.000 |
4,569.00 |
0.618 |
4,555.75 |
HIGH |
4,534.00 |
0.618 |
4,520.75 |
0.500 |
4,516.50 |
0.382 |
4,512.25 |
LOW |
4,499.00 |
0.618 |
4,477.25 |
1.000 |
4,464.00 |
1.618 |
4,442.25 |
2.618 |
4,407.25 |
4.250 |
4,350.25 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
4,526.75 |
4,519.25 |
PP |
4,521.50 |
4,506.75 |
S1 |
4,516.50 |
4,494.00 |
|