Trading Metrics calculated at close of trading on 10-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3,668.0 |
3,657.0 |
-11.0 |
-0.3% |
3,591.0 |
High |
3,671.0 |
3,682.0 |
11.0 |
0.3% |
3,688.0 |
Low |
3,635.0 |
3,623.0 |
-12.0 |
-0.3% |
3,587.0 |
Close |
3,640.0 |
3,675.0 |
35.0 |
1.0% |
3,640.0 |
Range |
36.0 |
59.0 |
23.0 |
63.9% |
101.0 |
ATR |
63.1 |
62.8 |
-0.3 |
-0.5% |
0.0 |
Volume |
671,007 |
994,198 |
323,191 |
48.2% |
3,516,311 |
|
Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,837.0 |
3,815.0 |
3,707.5 |
|
R3 |
3,778.0 |
3,756.0 |
3,691.2 |
|
R2 |
3,719.0 |
3,719.0 |
3,685.8 |
|
R1 |
3,697.0 |
3,697.0 |
3,680.4 |
3,708.0 |
PP |
3,660.0 |
3,660.0 |
3,660.0 |
3,665.5 |
S1 |
3,638.0 |
3,638.0 |
3,669.6 |
3,649.0 |
S2 |
3,601.0 |
3,601.0 |
3,664.2 |
|
S3 |
3,542.0 |
3,579.0 |
3,658.8 |
|
S4 |
3,483.0 |
3,520.0 |
3,642.6 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,941.3 |
3,891.7 |
3,695.6 |
|
R3 |
3,840.3 |
3,790.7 |
3,667.8 |
|
R2 |
3,739.3 |
3,739.3 |
3,658.5 |
|
R1 |
3,689.7 |
3,689.7 |
3,649.3 |
3,714.5 |
PP |
3,638.3 |
3,638.3 |
3,638.3 |
3,650.8 |
S1 |
3,588.7 |
3,588.7 |
3,630.7 |
3,613.5 |
S2 |
3,537.3 |
3,537.3 |
3,621.5 |
|
S3 |
3,436.3 |
3,487.7 |
3,612.2 |
|
S4 |
3,335.3 |
3,386.7 |
3,584.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,688.0 |
3,601.0 |
87.0 |
2.4% |
45.0 |
1.2% |
85% |
False |
False |
768,897 |
10 |
3,688.0 |
3,520.0 |
168.0 |
4.6% |
48.3 |
1.3% |
92% |
False |
False |
778,663 |
20 |
3,714.0 |
3,502.0 |
212.0 |
5.8% |
50.9 |
1.4% |
82% |
False |
False |
842,707 |
40 |
3,714.0 |
3,280.0 |
434.0 |
11.8% |
69.6 |
1.9% |
91% |
False |
False |
1,129,797 |
60 |
3,714.0 |
3,280.0 |
434.0 |
11.8% |
68.4 |
1.9% |
91% |
False |
False |
789,697 |
80 |
3,731.0 |
3,280.0 |
451.0 |
12.3% |
70.3 |
1.9% |
88% |
False |
False |
593,947 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.1% |
64.6 |
1.8% |
82% |
False |
False |
475,650 |
120 |
3,761.0 |
3,280.0 |
481.0 |
13.1% |
56.2 |
1.5% |
82% |
False |
False |
396,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,932.8 |
2.618 |
3,836.5 |
1.618 |
3,777.5 |
1.000 |
3,741.0 |
0.618 |
3,718.5 |
HIGH |
3,682.0 |
0.618 |
3,659.5 |
0.500 |
3,652.5 |
0.382 |
3,645.5 |
LOW |
3,623.0 |
0.618 |
3,586.5 |
1.000 |
3,564.0 |
1.618 |
3,527.5 |
2.618 |
3,468.5 |
4.250 |
3,372.3 |
|
|
Fisher Pivots for day following 10-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,667.5 |
3,668.5 |
PP |
3,660.0 |
3,662.0 |
S1 |
3,652.5 |
3,655.5 |
|