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 |
1,211.7 |
1,203.1 |
-8.6 |
-0.7% |
1,233.3 |
High |
1,213.9 |
1,221.2 |
7.3 |
0.6% |
1,241.7 |
Low |
1,196.3 |
1,202.0 |
5.7 |
0.5% |
1,196.3 |
Close |
1,204.0 |
1,218.2 |
14.2 |
1.2% |
1,204.0 |
Range |
17.6 |
19.2 |
1.6 |
9.1% |
45.4 |
ATR |
18.2 |
18.3 |
0.1 |
0.4% |
0.0 |
Volume |
111,017 |
84,385 |
-26,632 |
-24.0% |
480,066 |
|
Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,271.5 |
1,264.0 |
1,228.8 |
|
R3 |
1,252.3 |
1,244.8 |
1,223.5 |
|
R2 |
1,233.0 |
1,233.0 |
1,221.8 |
|
R1 |
1,225.5 |
1,225.5 |
1,220.0 |
1,229.3 |
PP |
1,213.8 |
1,213.8 |
1,213.8 |
1,215.8 |
S1 |
1,206.5 |
1,206.5 |
1,216.5 |
1,210.0 |
S2 |
1,194.5 |
1,194.5 |
1,214.8 |
|
S3 |
1,175.5 |
1,187.3 |
1,213.0 |
|
S4 |
1,156.3 |
1,168.0 |
1,207.8 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.3 |
1,322.5 |
1,229.0 |
|
R3 |
1,304.8 |
1,277.0 |
1,216.5 |
|
R2 |
1,259.5 |
1,259.5 |
1,212.3 |
|
R1 |
1,231.8 |
1,231.8 |
1,208.3 |
1,222.8 |
PP |
1,214.0 |
1,214.0 |
1,214.0 |
1,209.5 |
S1 |
1,186.3 |
1,186.3 |
1,199.8 |
1,177.5 |
S2 |
1,168.5 |
1,168.5 |
1,195.8 |
|
S3 |
1,123.3 |
1,141.0 |
1,191.5 |
|
S4 |
1,077.8 |
1,095.5 |
1,179.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,241.7 |
1,196.3 |
45.4 |
3.7% |
19.5 |
1.6% |
48% |
False |
False |
94,254 |
10 |
1,242.8 |
1,196.3 |
46.5 |
3.8% |
18.8 |
1.5% |
47% |
False |
False |
97,945 |
20 |
1,274.2 |
1,196.3 |
77.9 |
6.4% |
17.0 |
1.4% |
28% |
False |
False |
87,389 |
40 |
1,292.3 |
1,196.3 |
96.0 |
7.9% |
17.8 |
1.5% |
23% |
False |
False |
95,089 |
60 |
1,292.3 |
1,196.3 |
96.0 |
7.9% |
15.5 |
1.3% |
23% |
False |
False |
67,416 |
80 |
1,292.3 |
1,196.3 |
96.0 |
7.9% |
13.3 |
1.1% |
23% |
False |
False |
50,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,302.8 |
2.618 |
1,271.5 |
1.618 |
1,252.3 |
1.000 |
1,240.5 |
0.618 |
1,233.0 |
HIGH |
1,221.3 |
0.618 |
1,213.8 |
0.500 |
1,211.5 |
0.382 |
1,209.3 |
LOW |
1,202.0 |
0.618 |
1,190.3 |
1.000 |
1,182.8 |
1.618 |
1,171.0 |
2.618 |
1,151.8 |
4.250 |
1,120.5 |
|
|
Fisher Pivots for day following 10-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,216.0 |
1,217.0 |
PP |
1,213.8 |
1,215.8 |
S1 |
1,211.5 |
1,214.5 |
|