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 |
3,585.0 |
3,541.0 |
-44.0 |
-1.2% |
3,591.0 |
High |
3,585.0 |
3,560.0 |
-25.0 |
-0.7% |
3,688.0 |
Low |
3,472.0 |
3,507.0 |
35.0 |
1.0% |
3,587.0 |
Close |
3,492.0 |
3,513.0 |
21.0 |
0.6% |
3,640.0 |
Range |
113.0 |
53.0 |
-60.0 |
-53.1% |
101.0 |
ATR |
68.6 |
68.6 |
0.0 |
-0.1% |
0.0 |
Volume |
1,076,947 |
859,375 |
-217,572 |
-20.2% |
3,516,311 |
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,685.7 |
3,652.3 |
3,542.2 |
|
R3 |
3,632.7 |
3,599.3 |
3,527.6 |
|
R2 |
3,579.7 |
3,579.7 |
3,522.7 |
|
R1 |
3,546.3 |
3,546.3 |
3,517.9 |
3,536.5 |
PP |
3,526.7 |
3,526.7 |
3,526.7 |
3,521.8 |
S1 |
3,493.3 |
3,493.3 |
3,508.1 |
3,483.5 |
S2 |
3,473.7 |
3,473.7 |
3,503.3 |
|
S3 |
3,420.7 |
3,440.3 |
3,498.4 |
|
S4 |
3,367.7 |
3,387.3 |
3,483.9 |
|
|
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 |
3,682.0 |
3,472.0 |
210.0 |
6.0% |
66.4 |
1.9% |
20% |
False |
False |
919,145 |
10 |
3,688.0 |
3,472.0 |
216.0 |
6.1% |
56.8 |
1.6% |
19% |
False |
False |
830,720 |
20 |
3,714.0 |
3,472.0 |
242.0 |
6.9% |
55.6 |
1.6% |
17% |
False |
False |
827,702 |
40 |
3,714.0 |
3,280.0 |
434.0 |
12.4% |
70.2 |
2.0% |
54% |
False |
False |
1,098,069 |
60 |
3,714.0 |
3,280.0 |
434.0 |
12.4% |
69.0 |
2.0% |
54% |
False |
False |
838,190 |
80 |
3,718.0 |
3,280.0 |
438.0 |
12.5% |
70.9 |
2.0% |
53% |
False |
False |
630,553 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.7% |
65.9 |
1.9% |
48% |
False |
False |
504,951 |
120 |
3,761.0 |
3,280.0 |
481.0 |
13.7% |
58.0 |
1.7% |
48% |
False |
False |
420,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,785.3 |
2.618 |
3,698.8 |
1.618 |
3,645.8 |
1.000 |
3,613.0 |
0.618 |
3,592.8 |
HIGH |
3,560.0 |
0.618 |
3,539.8 |
0.500 |
3,533.5 |
0.382 |
3,527.2 |
LOW |
3,507.0 |
0.618 |
3,474.2 |
1.000 |
3,454.0 |
1.618 |
3,421.2 |
2.618 |
3,368.2 |
4.250 |
3,281.8 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,533.5 |
3,571.0 |
PP |
3,526.7 |
3,551.7 |
S1 |
3,519.8 |
3,532.3 |
|