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 |
1,103.8 |
1,108.2 |
4.4 |
0.4% |
1,095.1 |
High |
1,119.1 |
1,125.5 |
6.4 |
0.6% |
1,098.9 |
Low |
1,093.3 |
1,101.1 |
7.8 |
0.7% |
1,080.2 |
Close |
1,107.7 |
1,123.6 |
15.9 |
1.4% |
1,094.1 |
Range |
25.8 |
24.4 |
-1.4 |
-5.4% |
18.7 |
ATR |
16.3 |
16.9 |
0.6 |
3.5% |
0.0 |
Volume |
191,830 |
193,697 |
1,867 |
1.0% |
603,171 |
|
Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,189.9 |
1,181.2 |
1,137.0 |
|
R3 |
1,165.5 |
1,156.8 |
1,130.3 |
|
R2 |
1,141.1 |
1,141.1 |
1,128.1 |
|
R1 |
1,132.4 |
1,132.4 |
1,125.8 |
1,136.8 |
PP |
1,116.7 |
1,116.7 |
1,116.7 |
1,118.9 |
S1 |
1,108.0 |
1,108.0 |
1,121.4 |
1,112.4 |
S2 |
1,092.3 |
1,092.3 |
1,119.1 |
|
S3 |
1,067.9 |
1,083.6 |
1,116.9 |
|
S4 |
1,043.5 |
1,059.2 |
1,110.2 |
|
|
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 |
1,125.5 |
1,081.4 |
44.1 |
3.9% |
19.6 |
1.7% |
96% |
True |
False |
160,310 |
10 |
1,125.5 |
1,079.2 |
46.3 |
4.1% |
17.5 |
1.6% |
96% |
True |
False |
148,084 |
20 |
1,149.9 |
1,073.7 |
76.2 |
6.8% |
18.0 |
1.6% |
65% |
False |
False |
99,762 |
40 |
1,207.3 |
1,073.7 |
133.6 |
11.9% |
15.2 |
1.4% |
37% |
False |
False |
54,046 |
60 |
1,227.2 |
1,073.7 |
153.5 |
13.7% |
14.3 |
1.3% |
33% |
False |
False |
37,187 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.6 |
1.3% |
31% |
False |
False |
28,641 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.3 |
1.3% |
31% |
False |
False |
23,451 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.3% |
14.5 |
1.3% |
31% |
False |
False |
19,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,229.2 |
2.618 |
1,189.4 |
1.618 |
1,165.0 |
1.000 |
1,149.9 |
0.618 |
1,140.6 |
HIGH |
1,125.5 |
0.618 |
1,116.2 |
0.500 |
1,113.3 |
0.382 |
1,110.4 |
LOW |
1,101.1 |
0.618 |
1,086.0 |
1.000 |
1,076.7 |
1.618 |
1,061.6 |
2.618 |
1,037.2 |
4.250 |
997.4 |
|
|
Fisher Pivots for day following 12-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,120.2 |
1,118.2 |
PP |
1,116.7 |
1,112.7 |
S1 |
1,113.3 |
1,107.3 |
|