Trading Metrics calculated at close of trading on 14-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
5,314.0 |
5,311.0 |
-3.0 |
-0.1% |
5,401.0 |
High |
5,370.0 |
5,334.0 |
-36.0 |
-0.7% |
5,495.0 |
Low |
5,303.0 |
5,269.0 |
-34.0 |
-0.6% |
5,269.0 |
Close |
5,317.0 |
5,291.0 |
-26.0 |
-0.5% |
5,291.0 |
Range |
67.0 |
65.0 |
-2.0 |
-3.0% |
226.0 |
ATR |
80.8 |
79.7 |
-1.1 |
-1.4% |
0.0 |
Volume |
32,207 |
23,859 |
-8,348 |
-25.9% |
158,833 |
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,493.0 |
5,457.0 |
5,326.8 |
|
R3 |
5,428.0 |
5,392.0 |
5,308.9 |
|
R2 |
5,363.0 |
5,363.0 |
5,302.9 |
|
R1 |
5,327.0 |
5,327.0 |
5,297.0 |
5,312.5 |
PP |
5,298.0 |
5,298.0 |
5,298.0 |
5,290.8 |
S1 |
5,262.0 |
5,262.0 |
5,285.0 |
5,247.5 |
S2 |
5,233.0 |
5,233.0 |
5,279.1 |
|
S3 |
5,168.0 |
5,197.0 |
5,273.1 |
|
S4 |
5,103.0 |
5,132.0 |
5,255.3 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,029.7 |
5,886.3 |
5,415.3 |
|
R3 |
5,803.7 |
5,660.3 |
5,353.2 |
|
R2 |
5,577.7 |
5,577.7 |
5,332.4 |
|
R1 |
5,434.3 |
5,434.3 |
5,311.7 |
5,393.0 |
PP |
5,351.7 |
5,351.7 |
5,351.7 |
5,331.0 |
S1 |
5,208.3 |
5,208.3 |
5,270.3 |
5,167.0 |
S2 |
5,125.7 |
5,125.7 |
5,249.6 |
|
S3 |
4,899.7 |
4,982.3 |
5,228.9 |
|
S4 |
4,673.7 |
4,756.3 |
5,166.7 |
|
|
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 |
5,269.0 |
226.0 |
4.3% |
90.8 |
1.7% |
10% |
False |
True |
31,766 |
10 |
5,671.0 |
5,269.0 |
402.0 |
7.6% |
78.8 |
1.5% |
5% |
False |
True |
28,942 |
20 |
5,671.0 |
5,269.0 |
402.0 |
7.6% |
66.4 |
1.3% |
5% |
False |
True |
24,542 |
40 |
5,671.0 |
5,269.0 |
402.0 |
7.6% |
71.7 |
1.4% |
5% |
False |
True |
26,192 |
60 |
5,756.0 |
5,269.0 |
487.0 |
9.2% |
64.3 |
1.2% |
5% |
False |
True |
23,316 |
80 |
5,923.0 |
5,269.0 |
654.0 |
12.4% |
52.0 |
1.0% |
3% |
False |
True |
17,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,610.3 |
2.618 |
5,504.2 |
1.618 |
5,439.2 |
1.000 |
5,399.0 |
0.618 |
5,374.2 |
HIGH |
5,334.0 |
0.618 |
5,309.2 |
0.500 |
5,301.5 |
0.382 |
5,293.8 |
LOW |
5,269.0 |
0.618 |
5,228.8 |
1.000 |
5,204.0 |
1.618 |
5,163.8 |
2.618 |
5,098.8 |
4.250 |
4,992.8 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
5,301.5 |
5,353.0 |
PP |
5,298.0 |
5,332.3 |
S1 |
5,294.5 |
5,311.7 |
|