Trading Metrics calculated at close of trading on 13-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
5,387.0 |
5,314.0 |
-73.0 |
-1.4% |
5,652.0 |
High |
5,437.0 |
5,370.0 |
-67.0 |
-1.2% |
5,671.0 |
Low |
5,283.0 |
5,303.0 |
20.0 |
0.4% |
5,401.0 |
Close |
5,299.0 |
5,317.0 |
18.0 |
0.3% |
5,405.0 |
Range |
154.0 |
67.0 |
-87.0 |
-56.5% |
270.0 |
ATR |
81.6 |
80.8 |
-0.8 |
-0.9% |
0.0 |
Volume |
36,810 |
32,207 |
-4,603 |
-12.5% |
130,589 |
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,531.0 |
5,491.0 |
5,353.9 |
|
R3 |
5,464.0 |
5,424.0 |
5,335.4 |
|
R2 |
5,397.0 |
5,397.0 |
5,329.3 |
|
R1 |
5,357.0 |
5,357.0 |
5,323.1 |
5,377.0 |
PP |
5,330.0 |
5,330.0 |
5,330.0 |
5,340.0 |
S1 |
5,290.0 |
5,290.0 |
5,310.9 |
5,310.0 |
S2 |
5,263.0 |
5,263.0 |
5,304.7 |
|
S3 |
5,196.0 |
5,223.0 |
5,298.6 |
|
S4 |
5,129.0 |
5,156.0 |
5,280.2 |
|
|
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 |
5,495.0 |
5,283.0 |
212.0 |
4.0% |
94.0 |
1.8% |
16% |
False |
False |
34,091 |
10 |
5,671.0 |
5,283.0 |
388.0 |
7.3% |
77.2 |
1.5% |
9% |
False |
False |
28,438 |
20 |
5,671.0 |
5,283.0 |
388.0 |
7.3% |
65.6 |
1.2% |
9% |
False |
False |
24,195 |
40 |
5,671.0 |
5,283.0 |
388.0 |
7.3% |
71.6 |
1.3% |
9% |
False |
False |
26,225 |
60 |
5,756.0 |
5,283.0 |
473.0 |
8.9% |
63.2 |
1.2% |
7% |
False |
False |
22,920 |
80 |
5,923.0 |
5,283.0 |
640.0 |
12.0% |
51.2 |
1.0% |
5% |
False |
False |
17,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,654.8 |
2.618 |
5,545.4 |
1.618 |
5,478.4 |
1.000 |
5,437.0 |
0.618 |
5,411.4 |
HIGH |
5,370.0 |
0.618 |
5,344.4 |
0.500 |
5,336.5 |
0.382 |
5,328.6 |
LOW |
5,303.0 |
0.618 |
5,261.6 |
1.000 |
5,236.0 |
1.618 |
5,194.6 |
2.618 |
5,127.6 |
4.250 |
5,018.3 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
5,336.5 |
5,389.0 |
PP |
5,330.0 |
5,365.0 |
S1 |
5,323.5 |
5,341.0 |
|