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 |
3,541.0 |
3,506.0 |
-35.0 |
-1.0% |
3,657.0 |
High |
3,560.0 |
3,541.0 |
-19.0 |
-0.5% |
3,682.0 |
Low |
3,507.0 |
3,476.0 |
-31.0 |
-0.9% |
3,472.0 |
Close |
3,513.0 |
3,495.0 |
-18.0 |
-0.5% |
3,495.0 |
Range |
53.0 |
65.0 |
12.0 |
22.6% |
210.0 |
ATR |
68.6 |
68.3 |
-0.3 |
-0.4% |
0.0 |
Volume |
859,375 |
975,939 |
116,564 |
13.6% |
4,900,657 |
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,699.0 |
3,662.0 |
3,530.8 |
|
R3 |
3,634.0 |
3,597.0 |
3,512.9 |
|
R2 |
3,569.0 |
3,569.0 |
3,506.9 |
|
R1 |
3,532.0 |
3,532.0 |
3,501.0 |
3,518.0 |
PP |
3,504.0 |
3,504.0 |
3,504.0 |
3,497.0 |
S1 |
3,467.0 |
3,467.0 |
3,489.0 |
3,453.0 |
S2 |
3,439.0 |
3,439.0 |
3,483.1 |
|
S3 |
3,374.0 |
3,402.0 |
3,477.1 |
|
S4 |
3,309.0 |
3,337.0 |
3,459.3 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,179.7 |
4,047.3 |
3,610.5 |
|
R3 |
3,969.7 |
3,837.3 |
3,552.8 |
|
R2 |
3,759.7 |
3,759.7 |
3,533.5 |
|
R1 |
3,627.3 |
3,627.3 |
3,514.3 |
3,588.5 |
PP |
3,549.7 |
3,549.7 |
3,549.7 |
3,530.3 |
S1 |
3,417.3 |
3,417.3 |
3,475.8 |
3,378.5 |
S2 |
3,339.7 |
3,339.7 |
3,456.5 |
|
S3 |
3,129.7 |
3,207.3 |
3,437.3 |
|
S4 |
2,919.7 |
2,997.3 |
3,379.5 |
|
|
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% |
72.2 |
2.1% |
11% |
False |
False |
980,131 |
10 |
3,688.0 |
3,472.0 |
216.0 |
6.2% |
58.2 |
1.7% |
11% |
False |
False |
841,696 |
20 |
3,714.0 |
3,472.0 |
242.0 |
6.9% |
57.1 |
1.6% |
10% |
False |
False |
843,927 |
40 |
3,714.0 |
3,280.0 |
434.0 |
12.4% |
67.6 |
1.9% |
50% |
False |
False |
1,090,211 |
60 |
3,714.0 |
3,280.0 |
434.0 |
12.4% |
69.5 |
2.0% |
50% |
False |
False |
853,390 |
80 |
3,718.0 |
3,280.0 |
438.0 |
12.5% |
71.0 |
2.0% |
49% |
False |
False |
642,738 |
100 |
3,761.0 |
3,280.0 |
481.0 |
13.8% |
66.0 |
1.9% |
45% |
False |
False |
514,706 |
120 |
3,761.0 |
3,280.0 |
481.0 |
13.8% |
58.5 |
1.7% |
45% |
False |
False |
428,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,817.3 |
2.618 |
3,711.2 |
1.618 |
3,646.2 |
1.000 |
3,606.0 |
0.618 |
3,581.2 |
HIGH |
3,541.0 |
0.618 |
3,516.2 |
0.500 |
3,508.5 |
0.382 |
3,500.8 |
LOW |
3,476.0 |
0.618 |
3,435.8 |
1.000 |
3,411.0 |
1.618 |
3,370.8 |
2.618 |
3,305.8 |
4.250 |
3,199.8 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,508.5 |
3,528.5 |
PP |
3,504.0 |
3,517.3 |
S1 |
3,499.5 |
3,506.2 |
|