Trading Metrics calculated at close of trading on 12-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
5,475.0 |
5,387.0 |
-88.0 |
-1.6% |
5,652.0 |
High |
5,495.0 |
5,437.0 |
-58.0 |
-1.1% |
5,671.0 |
Low |
5,397.0 |
5,283.0 |
-114.0 |
-2.1% |
5,401.0 |
Close |
5,406.0 |
5,299.0 |
-107.0 |
-2.0% |
5,405.0 |
Range |
98.0 |
154.0 |
56.0 |
57.1% |
270.0 |
ATR |
76.0 |
81.6 |
5.6 |
7.3% |
0.0 |
Volume |
38,101 |
36,810 |
-1,291 |
-3.4% |
130,589 |
|
Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,801.7 |
5,704.3 |
5,383.7 |
|
R3 |
5,647.7 |
5,550.3 |
5,341.4 |
|
R2 |
5,493.7 |
5,493.7 |
5,327.2 |
|
R1 |
5,396.3 |
5,396.3 |
5,313.1 |
5,368.0 |
PP |
5,339.7 |
5,339.7 |
5,339.7 |
5,325.5 |
S1 |
5,242.3 |
5,242.3 |
5,284.9 |
5,214.0 |
S2 |
5,185.7 |
5,185.7 |
5,270.8 |
|
S3 |
5,031.7 |
5,088.3 |
5,256.7 |
|
S4 |
4,877.7 |
4,934.3 |
5,214.3 |
|
|
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 |
5,596.0 |
5,283.0 |
313.0 |
5.9% |
96.2 |
1.8% |
5% |
False |
True |
33,822 |
10 |
5,671.0 |
5,283.0 |
388.0 |
7.3% |
73.6 |
1.4% |
4% |
False |
True |
27,046 |
20 |
5,671.0 |
5,283.0 |
388.0 |
7.3% |
64.7 |
1.2% |
4% |
False |
True |
23,707 |
40 |
5,671.0 |
5,283.0 |
388.0 |
7.3% |
72.3 |
1.4% |
4% |
False |
True |
26,404 |
60 |
5,756.0 |
5,283.0 |
473.0 |
8.9% |
62.7 |
1.2% |
3% |
False |
True |
22,388 |
80 |
5,923.0 |
5,283.0 |
640.0 |
12.1% |
50.6 |
1.0% |
3% |
False |
True |
16,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,091.5 |
2.618 |
5,840.2 |
1.618 |
5,686.2 |
1.000 |
5,591.0 |
0.618 |
5,532.2 |
HIGH |
5,437.0 |
0.618 |
5,378.2 |
0.500 |
5,360.0 |
0.382 |
5,341.8 |
LOW |
5,283.0 |
0.618 |
5,187.8 |
1.000 |
5,129.0 |
1.618 |
5,033.8 |
2.618 |
4,879.8 |
4.250 |
4,628.5 |
|
|
Fisher Pivots for day following 12-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
5,360.0 |
5,389.0 |
PP |
5,339.7 |
5,359.0 |
S1 |
5,319.3 |
5,329.0 |
|