Trading Metrics calculated at close of trading on 13-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1,108.2 |
1,125.2 |
17.0 |
1.5% |
1,095.1 |
High |
1,125.5 |
1,126.3 |
0.8 |
0.1% |
1,098.9 |
Low |
1,101.1 |
1,112.8 |
11.7 |
1.1% |
1,080.2 |
Close |
1,123.6 |
1,115.6 |
-8.0 |
-0.7% |
1,094.1 |
Range |
24.4 |
13.5 |
-10.9 |
-44.7% |
18.7 |
ATR |
16.9 |
16.7 |
-0.2 |
-1.4% |
0.0 |
Volume |
193,697 |
129,211 |
-64,486 |
-33.3% |
603,171 |
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,158.7 |
1,150.7 |
1,123.0 |
|
R3 |
1,145.2 |
1,137.2 |
1,119.3 |
|
R2 |
1,131.7 |
1,131.7 |
1,118.1 |
|
R1 |
1,123.7 |
1,123.7 |
1,116.8 |
1,121.0 |
PP |
1,118.2 |
1,118.2 |
1,118.2 |
1,116.9 |
S1 |
1,110.2 |
1,110.2 |
1,114.4 |
1,107.5 |
S2 |
1,104.7 |
1,104.7 |
1,113.1 |
|
S3 |
1,091.2 |
1,096.7 |
1,111.9 |
|
S4 |
1,077.7 |
1,083.2 |
1,108.2 |
|
|
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 |
1,126.3 |
1,081.4 |
44.9 |
4.0% |
20.1 |
1.8% |
76% |
True |
False |
167,230 |
10 |
1,126.3 |
1,079.2 |
47.1 |
4.2% |
17.2 |
1.5% |
77% |
True |
False |
144,096 |
20 |
1,146.3 |
1,073.7 |
72.6 |
6.5% |
18.3 |
1.6% |
58% |
False |
False |
104,696 |
40 |
1,207.3 |
1,073.7 |
133.6 |
12.0% |
15.2 |
1.4% |
31% |
False |
False |
57,234 |
60 |
1,217.0 |
1,073.7 |
143.3 |
12.8% |
14.2 |
1.3% |
29% |
False |
False |
39,297 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.4% |
14.7 |
1.3% |
26% |
False |
False |
30,245 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.4% |
14.4 |
1.3% |
26% |
False |
False |
24,721 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.4% |
14.4 |
1.3% |
26% |
False |
False |
20,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,183.7 |
2.618 |
1,161.6 |
1.618 |
1,148.1 |
1.000 |
1,139.8 |
0.618 |
1,134.6 |
HIGH |
1,126.3 |
0.618 |
1,121.1 |
0.500 |
1,119.6 |
0.382 |
1,118.0 |
LOW |
1,112.8 |
0.618 |
1,104.5 |
1.000 |
1,099.3 |
1.618 |
1,091.0 |
2.618 |
1,077.5 |
4.250 |
1,055.4 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,119.6 |
1,113.7 |
PP |
1,118.2 |
1,111.7 |
S1 |
1,116.9 |
1,109.8 |
|