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 |
20,900 |
20,650 |
-250 |
-1.2% |
20,575 |
High |
20,945 |
20,700 |
-245 |
-1.2% |
20,835 |
Low |
20,550 |
20,055 |
-495 |
-2.4% |
20,405 |
Close |
20,635 |
20,385 |
-250 |
-1.2% |
20,665 |
Range |
395 |
645 |
250 |
63.3% |
430 |
ATR |
288 |
313 |
26 |
8.9% |
0 |
Volume |
16,767 |
23,666 |
6,899 |
41.1% |
49,528 |
|
Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,315 |
21,995 |
20,740 |
|
R3 |
21,670 |
21,350 |
20,563 |
|
R2 |
21,025 |
21,025 |
20,503 |
|
R1 |
20,705 |
20,705 |
20,444 |
20,543 |
PP |
20,380 |
20,380 |
20,380 |
20,299 |
S1 |
20,060 |
20,060 |
20,326 |
19,898 |
S2 |
19,735 |
19,735 |
20,267 |
|
S3 |
19,090 |
19,415 |
20,208 |
|
S4 |
18,445 |
18,770 |
20,030 |
|
|
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 |
20,055 |
890 |
4.4% |
351 |
1.7% |
37% |
False |
True |
14,175 |
10 |
20,945 |
20,055 |
890 |
4.4% |
274 |
1.3% |
37% |
False |
True |
11,850 |
20 |
20,945 |
20,055 |
890 |
4.4% |
260 |
1.3% |
37% |
False |
True |
10,914 |
40 |
20,990 |
19,165 |
1,825 |
9.0% |
326 |
1.6% |
67% |
False |
False |
14,015 |
60 |
20,990 |
19,165 |
1,825 |
9.0% |
294 |
1.4% |
67% |
False |
False |
11,693 |
80 |
20,990 |
19,165 |
1,825 |
9.0% |
254 |
1.2% |
67% |
False |
False |
8,775 |
100 |
20,990 |
19,165 |
1,825 |
9.0% |
213 |
1.0% |
67% |
False |
False |
7,021 |
120 |
20,990 |
18,595 |
2,395 |
11.7% |
180 |
0.9% |
75% |
False |
False |
5,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,441 |
2.618 |
22,389 |
1.618 |
21,744 |
1.000 |
21,345 |
0.618 |
21,099 |
HIGH |
20,700 |
0.618 |
20,454 |
0.500 |
20,378 |
0.382 |
20,302 |
LOW |
20,055 |
0.618 |
19,657 |
1.000 |
19,410 |
1.618 |
19,012 |
2.618 |
18,367 |
4.250 |
17,314 |
|
|
Fisher Pivots for day following 12-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
20,383 |
20,500 |
PP |
20,380 |
20,462 |
S1 |
20,378 |
20,423 |
|