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 |
17,310 |
17,548 |
238 |
1.4% |
17,620 |
High |
17,573 |
17,550 |
-23 |
-0.1% |
17,658 |
Low |
17,300 |
17,297 |
-3 |
0.0% |
17,221 |
Close |
17,553 |
17,355 |
-198 |
-1.1% |
17,321 |
Range |
273 |
253 |
-20 |
-7.3% |
437 |
ATR |
192 |
197 |
5 |
2.4% |
0 |
Volume |
128,190 |
161,616 |
33,426 |
26.1% |
685,358 |
|
Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,160 |
18,010 |
17,494 |
|
R3 |
17,907 |
17,757 |
17,425 |
|
R2 |
17,654 |
17,654 |
17,402 |
|
R1 |
17,504 |
17,504 |
17,378 |
17,453 |
PP |
17,401 |
17,401 |
17,401 |
17,375 |
S1 |
17,251 |
17,251 |
17,332 |
17,200 |
S2 |
17,148 |
17,148 |
17,309 |
|
S3 |
16,895 |
16,998 |
17,286 |
|
S4 |
16,642 |
16,745 |
17,216 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,711 |
18,453 |
17,561 |
|
R3 |
18,274 |
18,016 |
17,441 |
|
R2 |
17,837 |
17,837 |
17,401 |
|
R1 |
17,579 |
17,579 |
17,361 |
17,490 |
PP |
17,400 |
17,400 |
17,400 |
17,355 |
S1 |
17,142 |
17,142 |
17,281 |
17,053 |
S2 |
16,963 |
16,963 |
17,241 |
|
S3 |
16,526 |
16,705 |
17,201 |
|
S4 |
16,089 |
16,268 |
17,081 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,595 |
17,221 |
374 |
2.2% |
222 |
1.3% |
36% |
False |
False |
141,524 |
10 |
17,721 |
17,221 |
500 |
2.9% |
194 |
1.1% |
27% |
False |
False |
133,915 |
20 |
18,075 |
17,221 |
854 |
4.9% |
174 |
1.0% |
16% |
False |
False |
124,558 |
40 |
18,108 |
17,221 |
887 |
5.1% |
195 |
1.1% |
15% |
False |
False |
139,474 |
60 |
18,250 |
17,221 |
1,029 |
5.9% |
179 |
1.0% |
13% |
False |
False |
98,230 |
80 |
18,250 |
17,221 |
1,029 |
5.9% |
176 |
1.0% |
13% |
False |
False |
73,688 |
100 |
18,250 |
17,221 |
1,029 |
5.9% |
169 |
1.0% |
13% |
False |
False |
58,953 |
120 |
18,250 |
17,221 |
1,029 |
5.9% |
152 |
0.9% |
13% |
False |
False |
49,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,625 |
2.618 |
18,212 |
1.618 |
17,959 |
1.000 |
17,803 |
0.618 |
17,706 |
HIGH |
17,550 |
0.618 |
17,453 |
0.500 |
17,424 |
0.382 |
17,394 |
LOW |
17,297 |
0.618 |
17,141 |
1.000 |
17,044 |
1.618 |
16,888 |
2.618 |
16,635 |
4.250 |
16,222 |
|
|
Fisher Pivots for day following 11-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,424 |
17,397 |
PP |
17,401 |
17,383 |
S1 |
17,378 |
17,369 |
|