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 |
20,650 |
20,650 |
0 |
0.0% |
20,575 |
High |
20,760 |
20,920 |
160 |
0.8% |
20,835 |
Low |
20,585 |
20,610 |
25 |
0.1% |
20,405 |
Close |
20,665 |
20,915 |
250 |
1.2% |
20,665 |
Range |
175 |
310 |
135 |
77.1% |
430 |
ATR |
277 |
279 |
2 |
0.8% |
0 |
Volume |
9,963 |
10,107 |
144 |
1.4% |
49,528 |
|
Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,745 |
21,640 |
21,086 |
|
R3 |
21,435 |
21,330 |
21,000 |
|
R2 |
21,125 |
21,125 |
20,972 |
|
R1 |
21,020 |
21,020 |
20,944 |
21,073 |
PP |
20,815 |
20,815 |
20,815 |
20,841 |
S1 |
20,710 |
20,710 |
20,887 |
20,763 |
S2 |
20,505 |
20,505 |
20,858 |
|
S3 |
20,195 |
20,400 |
20,830 |
|
S4 |
19,885 |
20,090 |
20,745 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,925 |
21,725 |
20,902 |
|
R3 |
21,495 |
21,295 |
20,783 |
|
R2 |
21,065 |
21,065 |
20,744 |
|
R1 |
20,865 |
20,865 |
20,705 |
20,965 |
PP |
20,635 |
20,635 |
20,635 |
20,685 |
S1 |
20,435 |
20,435 |
20,626 |
20,535 |
S2 |
20,205 |
20,205 |
20,586 |
|
S3 |
19,775 |
20,005 |
20,547 |
|
S4 |
19,345 |
19,575 |
20,429 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,920 |
20,430 |
490 |
2.3% |
242 |
1.2% |
99% |
True |
False |
10,316 |
10 |
20,920 |
20,085 |
835 |
4.0% |
238 |
1.1% |
99% |
True |
False |
10,255 |
20 |
20,920 |
20,075 |
845 |
4.0% |
230 |
1.1% |
99% |
True |
False |
10,035 |
40 |
20,990 |
19,165 |
1,825 |
8.7% |
311 |
1.5% |
96% |
False |
False |
13,486 |
60 |
20,990 |
19,165 |
1,825 |
8.7% |
283 |
1.4% |
96% |
False |
False |
11,019 |
80 |
20,990 |
19,165 |
1,825 |
8.7% |
242 |
1.2% |
96% |
False |
False |
8,270 |
100 |
20,990 |
19,165 |
1,825 |
8.7% |
205 |
1.0% |
96% |
False |
False |
6,616 |
120 |
20,990 |
18,560 |
2,430 |
11.6% |
171 |
0.8% |
97% |
False |
False |
5,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,238 |
2.618 |
21,732 |
1.618 |
21,422 |
1.000 |
21,230 |
0.618 |
21,112 |
HIGH |
20,920 |
0.618 |
20,802 |
0.500 |
20,765 |
0.382 |
20,729 |
LOW |
20,610 |
0.618 |
20,419 |
1.000 |
20,300 |
1.618 |
20,109 |
2.618 |
19,799 |
4.250 |
19,293 |
|
|
Fisher Pivots for day following 10-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
20,865 |
20,861 |
PP |
20,815 |
20,807 |
S1 |
20,765 |
20,753 |
|