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 |
3,663.0 |
3,585.0 |
-78.0 |
-2.1% |
3,591.0 |
High |
3,670.0 |
3,585.0 |
-85.0 |
-2.3% |
3,688.0 |
Low |
3,599.0 |
3,472.0 |
-127.0 |
-3.5% |
3,587.0 |
Close |
3,604.0 |
3,492.0 |
-112.0 |
-3.1% |
3,640.0 |
Range |
71.0 |
113.0 |
42.0 |
59.2% |
101.0 |
ATR |
63.8 |
68.6 |
4.9 |
7.6% |
0.0 |
Volume |
994,198 |
1,076,947 |
82,749 |
8.3% |
3,516,311 |
|
Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,855.3 |
3,786.7 |
3,554.2 |
|
R3 |
3,742.3 |
3,673.7 |
3,523.1 |
|
R2 |
3,629.3 |
3,629.3 |
3,512.7 |
|
R1 |
3,560.7 |
3,560.7 |
3,502.4 |
3,538.5 |
PP |
3,516.3 |
3,516.3 |
3,516.3 |
3,505.3 |
S1 |
3,447.7 |
3,447.7 |
3,481.6 |
3,425.5 |
S2 |
3,403.3 |
3,403.3 |
3,471.3 |
|
S3 |
3,290.3 |
3,334.7 |
3,460.9 |
|
S4 |
3,177.3 |
3,221.7 |
3,429.9 |
|
|
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 |
3,472.0 |
216.0 |
6.2% |
63.8 |
1.8% |
9% |
False |
True |
877,952 |
10 |
3,688.0 |
3,472.0 |
216.0 |
6.2% |
56.5 |
1.6% |
9% |
False |
True |
827,032 |
20 |
3,714.0 |
3,472.0 |
242.0 |
6.9% |
55.7 |
1.6% |
8% |
False |
True |
835,292 |
40 |
3,714.0 |
3,280.0 |
434.0 |
12.4% |
70.7 |
2.0% |
49% |
False |
False |
1,108,946 |
60 |
3,714.0 |
3,280.0 |
434.0 |
12.4% |
69.3 |
2.0% |
49% |
False |
False |
824,174 |
80 |
3,718.0 |
3,280.0 |
438.0 |
12.5% |
70.8 |
2.0% |
48% |
False |
False |
619,828 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.8% |
65.7 |
1.9% |
44% |
False |
False |
496,360 |
120 |
3,761.0 |
3,280.0 |
481.0 |
13.8% |
57.7 |
1.7% |
44% |
False |
False |
413,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,065.3 |
2.618 |
3,880.8 |
1.618 |
3,767.8 |
1.000 |
3,698.0 |
0.618 |
3,654.8 |
HIGH |
3,585.0 |
0.618 |
3,541.8 |
0.500 |
3,528.5 |
0.382 |
3,515.2 |
LOW |
3,472.0 |
0.618 |
3,402.2 |
1.000 |
3,359.0 |
1.618 |
3,289.2 |
2.618 |
3,176.2 |
4.250 |
2,991.8 |
|
|
Fisher Pivots for day following 12-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,528.5 |
3,577.0 |
PP |
3,516.3 |
3,548.7 |
S1 |
3,504.2 |
3,520.3 |
|