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 |
1,088.8 |
1,094.0 |
5.2 |
0.5% |
1,095.1 |
High |
1,098.9 |
1,108.5 |
9.6 |
0.9% |
1,098.9 |
Low |
1,081.4 |
1,089.0 |
7.6 |
0.7% |
1,080.2 |
Close |
1,094.1 |
1,104.1 |
10.0 |
0.9% |
1,094.1 |
Range |
17.5 |
19.5 |
2.0 |
11.4% |
18.7 |
ATR |
15.3 |
15.6 |
0.3 |
2.0% |
0.0 |
Volume |
172,487 |
148,926 |
-23,561 |
-13.7% |
603,171 |
|
Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,159.0 |
1,151.1 |
1,114.8 |
|
R3 |
1,139.5 |
1,131.6 |
1,109.5 |
|
R2 |
1,120.0 |
1,120.0 |
1,107.7 |
|
R1 |
1,112.1 |
1,112.1 |
1,105.9 |
1,116.1 |
PP |
1,100.5 |
1,100.5 |
1,100.5 |
1,102.5 |
S1 |
1,092.6 |
1,092.6 |
1,102.3 |
1,096.6 |
S2 |
1,081.0 |
1,081.0 |
1,100.5 |
|
S3 |
1,061.5 |
1,073.1 |
1,098.7 |
|
S4 |
1,042.0 |
1,053.6 |
1,093.4 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,147.2 |
1,139.3 |
1,104.4 |
|
R3 |
1,128.5 |
1,120.6 |
1,099.2 |
|
R2 |
1,109.8 |
1,109.8 |
1,097.5 |
|
R1 |
1,101.9 |
1,101.9 |
1,095.8 |
1,096.5 |
PP |
1,091.1 |
1,091.1 |
1,091.1 |
1,088.4 |
S1 |
1,083.2 |
1,083.2 |
1,092.4 |
1,077.8 |
S2 |
1,072.4 |
1,072.4 |
1,090.7 |
|
S3 |
1,053.7 |
1,064.5 |
1,089.0 |
|
S4 |
1,035.0 |
1,045.8 |
1,083.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,108.5 |
1,080.2 |
28.3 |
2.6% |
14.3 |
1.3% |
84% |
True |
False |
129,234 |
10 |
1,108.5 |
1,079.2 |
29.3 |
2.7% |
14.4 |
1.3% |
85% |
True |
False |
128,699 |
20 |
1,161.0 |
1,073.7 |
87.3 |
7.9% |
16.5 |
1.5% |
35% |
False |
False |
82,686 |
40 |
1,207.3 |
1,073.7 |
133.6 |
12.1% |
14.7 |
1.3% |
23% |
False |
False |
44,567 |
60 |
1,234.0 |
1,073.7 |
160.3 |
14.5% |
13.9 |
1.3% |
19% |
False |
False |
30,865 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.5% |
14.3 |
1.3% |
19% |
False |
False |
23,908 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.5% |
14.1 |
1.3% |
19% |
False |
False |
19,628 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.5% |
14.3 |
1.3% |
19% |
False |
False |
16,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,191.4 |
2.618 |
1,159.6 |
1.618 |
1,140.1 |
1.000 |
1,128.0 |
0.618 |
1,120.6 |
HIGH |
1,108.5 |
0.618 |
1,101.1 |
0.500 |
1,098.8 |
0.382 |
1,096.4 |
LOW |
1,089.0 |
0.618 |
1,076.9 |
1.000 |
1,069.5 |
1.618 |
1,057.4 |
2.618 |
1,037.9 |
4.250 |
1,006.1 |
|
|
Fisher Pivots for day following 10-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,102.3 |
1,101.1 |
PP |
1,100.5 |
1,098.0 |
S1 |
1,098.8 |
1,095.0 |
|