Trading Metrics calculated at close of trading on 14-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1,125.2 |
1,114.6 |
-10.6 |
-0.9% |
1,094.0 |
High |
1,126.3 |
1,120.4 |
-5.9 |
-0.5% |
1,126.3 |
Low |
1,112.8 |
1,111.1 |
-1.7 |
-0.2% |
1,089.0 |
Close |
1,115.6 |
1,112.7 |
-2.9 |
-0.3% |
1,112.7 |
Range |
13.5 |
9.3 |
-4.2 |
-31.1% |
37.3 |
ATR |
16.7 |
16.1 |
-0.5 |
-3.2% |
0.0 |
Volume |
129,211 |
102,233 |
-26,978 |
-20.9% |
765,897 |
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,142.6 |
1,137.0 |
1,117.8 |
|
R3 |
1,133.3 |
1,127.7 |
1,115.3 |
|
R2 |
1,124.0 |
1,124.0 |
1,114.4 |
|
R1 |
1,118.4 |
1,118.4 |
1,113.6 |
1,116.6 |
PP |
1,114.7 |
1,114.7 |
1,114.7 |
1,113.8 |
S1 |
1,109.1 |
1,109.1 |
1,111.8 |
1,107.3 |
S2 |
1,105.4 |
1,105.4 |
1,111.0 |
|
S3 |
1,096.1 |
1,099.8 |
1,110.1 |
|
S4 |
1,086.8 |
1,090.5 |
1,107.6 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,221.2 |
1,204.3 |
1,133.2 |
|
R3 |
1,183.9 |
1,167.0 |
1,123.0 |
|
R2 |
1,146.6 |
1,146.6 |
1,119.5 |
|
R1 |
1,129.7 |
1,129.7 |
1,116.1 |
1,138.2 |
PP |
1,109.3 |
1,109.3 |
1,109.3 |
1,113.6 |
S1 |
1,092.4 |
1,092.4 |
1,109.3 |
1,100.9 |
S2 |
1,072.0 |
1,072.0 |
1,105.9 |
|
S3 |
1,034.7 |
1,055.1 |
1,102.4 |
|
S4 |
997.4 |
1,017.8 |
1,092.2 |
|
|
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 |
1,089.0 |
37.3 |
3.4% |
18.5 |
1.7% |
64% |
False |
False |
153,179 |
10 |
1,126.3 |
1,080.2 |
46.1 |
4.1% |
15.7 |
1.4% |
70% |
False |
False |
136,906 |
20 |
1,133.8 |
1,073.7 |
60.1 |
5.4% |
18.0 |
1.6% |
65% |
False |
False |
108,607 |
40 |
1,206.0 |
1,073.7 |
132.3 |
11.9% |
14.9 |
1.3% |
29% |
False |
False |
59,764 |
60 |
1,217.0 |
1,073.7 |
143.3 |
12.9% |
14.2 |
1.3% |
27% |
False |
False |
40,944 |
80 |
1,234.0 |
1,073.7 |
160.3 |
14.4% |
14.6 |
1.3% |
24% |
False |
False |
31,511 |
100 |
1,234.0 |
1,073.7 |
160.3 |
14.4% |
14.4 |
1.3% |
24% |
False |
False |
25,731 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.4% |
14.4 |
1.3% |
24% |
False |
False |
21,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,159.9 |
2.618 |
1,144.7 |
1.618 |
1,135.4 |
1.000 |
1,129.7 |
0.618 |
1,126.1 |
HIGH |
1,120.4 |
0.618 |
1,116.8 |
0.500 |
1,115.8 |
0.382 |
1,114.7 |
LOW |
1,111.1 |
0.618 |
1,105.4 |
1.000 |
1,101.8 |
1.618 |
1,096.1 |
2.618 |
1,086.8 |
4.250 |
1,071.6 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1,115.8 |
1,113.7 |
PP |
1,114.7 |
1,113.4 |
S1 |
1,113.7 |
1,113.0 |
|