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 |
5,401.0 |
5,475.0 |
74.0 |
1.4% |
5,652.0 |
High |
5,450.0 |
5,495.0 |
45.0 |
0.8% |
5,671.0 |
Low |
5,380.0 |
5,397.0 |
17.0 |
0.3% |
5,401.0 |
Close |
5,445.0 |
5,406.0 |
-39.0 |
-0.7% |
5,405.0 |
Range |
70.0 |
98.0 |
28.0 |
40.0% |
270.0 |
ATR |
74.3 |
76.0 |
1.7 |
2.3% |
0.0 |
Volume |
27,856 |
38,101 |
10,245 |
36.8% |
130,589 |
|
Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,726.7 |
5,664.3 |
5,459.9 |
|
R3 |
5,628.7 |
5,566.3 |
5,433.0 |
|
R2 |
5,530.7 |
5,530.7 |
5,424.0 |
|
R1 |
5,468.3 |
5,468.3 |
5,415.0 |
5,450.5 |
PP |
5,432.7 |
5,432.7 |
5,432.7 |
5,423.8 |
S1 |
5,370.3 |
5,370.3 |
5,397.0 |
5,352.5 |
S2 |
5,334.7 |
5,334.7 |
5,388.0 |
|
S3 |
5,236.7 |
5,272.3 |
5,379.1 |
|
S4 |
5,138.7 |
5,174.3 |
5,352.1 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,302.3 |
6,123.7 |
5,553.5 |
|
R3 |
6,032.3 |
5,853.7 |
5,479.3 |
|
R2 |
5,762.3 |
5,762.3 |
5,454.5 |
|
R1 |
5,583.7 |
5,583.7 |
5,429.8 |
5,538.0 |
PP |
5,492.3 |
5,492.3 |
5,492.3 |
5,469.5 |
S1 |
5,313.7 |
5,313.7 |
5,380.3 |
5,268.0 |
S2 |
5,222.3 |
5,222.3 |
5,355.5 |
|
S3 |
4,952.3 |
5,043.7 |
5,330.8 |
|
S4 |
4,682.3 |
4,773.7 |
5,256.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,635.0 |
5,380.0 |
255.0 |
4.7% |
77.2 |
1.4% |
10% |
False |
False |
31,293 |
10 |
5,671.0 |
5,380.0 |
291.0 |
5.4% |
61.7 |
1.1% |
9% |
False |
False |
25,429 |
20 |
5,671.0 |
5,380.0 |
291.0 |
5.4% |
60.2 |
1.1% |
9% |
False |
False |
23,169 |
40 |
5,671.0 |
5,324.0 |
347.0 |
6.4% |
69.7 |
1.3% |
24% |
False |
False |
26,701 |
60 |
5,756.0 |
5,324.0 |
432.0 |
8.0% |
60.2 |
1.1% |
19% |
False |
False |
21,775 |
80 |
5,923.0 |
5,324.0 |
599.0 |
11.1% |
48.6 |
0.9% |
14% |
False |
False |
16,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,911.5 |
2.618 |
5,751.6 |
1.618 |
5,653.6 |
1.000 |
5,593.0 |
0.618 |
5,555.6 |
HIGH |
5,495.0 |
0.618 |
5,457.6 |
0.500 |
5,446.0 |
0.382 |
5,434.4 |
LOW |
5,397.0 |
0.618 |
5,336.4 |
1.000 |
5,299.0 |
1.618 |
5,238.4 |
2.618 |
5,140.4 |
4.250 |
4,980.5 |
|
|
Fisher Pivots for day following 11-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
5,446.0 |
5,437.5 |
PP |
5,432.7 |
5,427.0 |
S1 |
5,419.3 |
5,416.5 |
|