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 |
3,657.0 |
3,663.0 |
6.0 |
0.2% |
3,591.0 |
High |
3,682.0 |
3,670.0 |
-12.0 |
-0.3% |
3,688.0 |
Low |
3,623.0 |
3,599.0 |
-24.0 |
-0.7% |
3,587.0 |
Close |
3,675.0 |
3,604.0 |
-71.0 |
-1.9% |
3,640.0 |
Range |
59.0 |
71.0 |
12.0 |
20.3% |
101.0 |
ATR |
62.8 |
63.8 |
0.9 |
1.5% |
0.0 |
Volume |
994,198 |
994,198 |
0 |
0.0% |
3,516,311 |
|
Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,837.3 |
3,791.7 |
3,643.1 |
|
R3 |
3,766.3 |
3,720.7 |
3,623.5 |
|
R2 |
3,695.3 |
3,695.3 |
3,617.0 |
|
R1 |
3,649.7 |
3,649.7 |
3,610.5 |
3,637.0 |
PP |
3,624.3 |
3,624.3 |
3,624.3 |
3,618.0 |
S1 |
3,578.7 |
3,578.7 |
3,597.5 |
3,566.0 |
S2 |
3,553.3 |
3,553.3 |
3,591.0 |
|
S3 |
3,482.3 |
3,507.7 |
3,584.5 |
|
S4 |
3,411.3 |
3,436.7 |
3,565.0 |
|
|
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 |
3,599.0 |
89.0 |
2.5% |
53.0 |
1.5% |
6% |
False |
True |
795,469 |
10 |
3,688.0 |
3,543.0 |
145.0 |
4.0% |
50.6 |
1.4% |
42% |
False |
False |
800,743 |
20 |
3,714.0 |
3,502.0 |
212.0 |
5.9% |
52.0 |
1.4% |
48% |
False |
False |
846,128 |
40 |
3,714.0 |
3,280.0 |
434.0 |
12.0% |
70.0 |
1.9% |
75% |
False |
False |
1,117,940 |
60 |
3,714.0 |
3,280.0 |
434.0 |
12.0% |
68.4 |
1.9% |
75% |
False |
False |
806,230 |
80 |
3,718.0 |
3,280.0 |
438.0 |
12.2% |
70.5 |
2.0% |
74% |
False |
False |
606,373 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.3% |
64.9 |
1.8% |
67% |
False |
False |
485,592 |
120 |
3,761.0 |
3,280.0 |
481.0 |
13.3% |
56.8 |
1.6% |
67% |
False |
False |
404,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,971.8 |
2.618 |
3,855.9 |
1.618 |
3,784.9 |
1.000 |
3,741.0 |
0.618 |
3,713.9 |
HIGH |
3,670.0 |
0.618 |
3,642.9 |
0.500 |
3,634.5 |
0.382 |
3,626.1 |
LOW |
3,599.0 |
0.618 |
3,555.1 |
1.000 |
3,528.0 |
1.618 |
3,484.1 |
2.618 |
3,413.1 |
4.250 |
3,297.3 |
|
|
Fisher Pivots for day following 11-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,634.5 |
3,640.5 |
PP |
3,624.3 |
3,628.3 |
S1 |
3,614.2 |
3,616.2 |
|