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 |
20,650 |
20,900 |
250 |
1.2% |
20,575 |
High |
20,920 |
20,945 |
25 |
0.1% |
20,835 |
Low |
20,610 |
20,550 |
-60 |
-0.3% |
20,405 |
Close |
20,915 |
20,635 |
-280 |
-1.3% |
20,665 |
Range |
310 |
395 |
85 |
27.4% |
430 |
ATR |
279 |
288 |
8 |
3.0% |
0 |
Volume |
10,107 |
16,767 |
6,660 |
65.9% |
49,528 |
|
Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,895 |
21,660 |
20,852 |
|
R3 |
21,500 |
21,265 |
20,744 |
|
R2 |
21,105 |
21,105 |
20,708 |
|
R1 |
20,870 |
20,870 |
20,671 |
20,790 |
PP |
20,710 |
20,710 |
20,710 |
20,670 |
S1 |
20,475 |
20,475 |
20,599 |
20,395 |
S2 |
20,315 |
20,315 |
20,563 |
|
S3 |
19,920 |
20,080 |
20,527 |
|
S4 |
19,525 |
19,685 |
20,418 |
|
|
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 |
20,945 |
20,485 |
460 |
2.2% |
292 |
1.4% |
33% |
True |
False |
12,234 |
10 |
20,945 |
20,220 |
725 |
3.5% |
241 |
1.2% |
57% |
True |
False |
10,481 |
20 |
20,945 |
20,075 |
870 |
4.2% |
239 |
1.2% |
64% |
True |
False |
10,342 |
40 |
20,990 |
19,165 |
1,825 |
8.8% |
317 |
1.5% |
81% |
False |
False |
13,647 |
60 |
20,990 |
19,165 |
1,825 |
8.8% |
286 |
1.4% |
81% |
False |
False |
11,299 |
80 |
20,990 |
19,165 |
1,825 |
8.8% |
246 |
1.2% |
81% |
False |
False |
8,479 |
100 |
20,990 |
19,165 |
1,825 |
8.8% |
207 |
1.0% |
81% |
False |
False |
6,784 |
120 |
20,990 |
18,560 |
2,430 |
11.8% |
174 |
0.8% |
85% |
False |
False |
5,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,624 |
2.618 |
21,979 |
1.618 |
21,584 |
1.000 |
21,340 |
0.618 |
21,189 |
HIGH |
20,945 |
0.618 |
20,794 |
0.500 |
20,748 |
0.382 |
20,701 |
LOW |
20,550 |
0.618 |
20,306 |
1.000 |
20,155 |
1.618 |
19,911 |
2.618 |
19,516 |
4.250 |
18,871 |
|
|
Fisher Pivots for day following 11-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
20,748 |
20,748 |
PP |
20,710 |
20,710 |
S1 |
20,673 |
20,673 |
|