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 |
17,300 |
17,218 |
-82 |
-0.5% |
17,530 |
High |
17,314 |
17,472 |
158 |
0.9% |
17,530 |
Low |
17,140 |
17,218 |
78 |
0.5% |
17,140 |
Close |
17,236 |
17,468 |
232 |
1.3% |
17,236 |
Range |
174 |
254 |
80 |
46.0% |
390 |
ATR |
156 |
163 |
7 |
4.5% |
0 |
Volume |
37 |
81 |
44 |
118.9% |
242 |
|
Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,148 |
18,062 |
17,608 |
|
R3 |
17,894 |
17,808 |
17,538 |
|
R2 |
17,640 |
17,640 |
17,515 |
|
R1 |
17,554 |
17,554 |
17,491 |
17,597 |
PP |
17,386 |
17,386 |
17,386 |
17,408 |
S1 |
17,300 |
17,300 |
17,445 |
17,343 |
S2 |
17,132 |
17,132 |
17,422 |
|
S3 |
16,878 |
17,046 |
17,398 |
|
S4 |
16,624 |
16,792 |
17,328 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,472 |
18,244 |
17,451 |
|
R3 |
18,082 |
17,854 |
17,343 |
|
R2 |
17,692 |
17,692 |
17,308 |
|
R1 |
17,464 |
17,464 |
17,272 |
17,383 |
PP |
17,302 |
17,302 |
17,302 |
17,262 |
S1 |
17,074 |
17,074 |
17,200 |
16,993 |
S2 |
16,912 |
16,912 |
17,165 |
|
S3 |
16,522 |
16,684 |
17,129 |
|
S4 |
16,132 |
16,294 |
17,022 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,500 |
17,140 |
360 |
2.1% |
174 |
1.0% |
91% |
False |
False |
58 |
10 |
17,635 |
17,140 |
495 |
2.8% |
166 |
1.0% |
66% |
False |
False |
51 |
20 |
17,979 |
17,140 |
839 |
4.8% |
139 |
0.8% |
39% |
False |
False |
39 |
40 |
18,002 |
17,140 |
862 |
4.9% |
143 |
0.8% |
38% |
False |
False |
37 |
60 |
18,149 |
17,140 |
1,009 |
5.8% |
110 |
0.6% |
33% |
False |
False |
26 |
80 |
18,149 |
17,140 |
1,009 |
5.8% |
89 |
0.5% |
33% |
False |
False |
20 |
100 |
18,149 |
17,140 |
1,009 |
5.8% |
72 |
0.4% |
33% |
False |
False |
16 |
120 |
18,149 |
17,140 |
1,009 |
5.8% |
63 |
0.4% |
33% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,552 |
2.618 |
18,137 |
1.618 |
17,883 |
1.000 |
17,726 |
0.618 |
17,629 |
HIGH |
17,472 |
0.618 |
17,375 |
0.500 |
17,345 |
0.382 |
17,315 |
LOW |
17,218 |
0.618 |
17,061 |
1.000 |
16,964 |
1.618 |
16,807 |
2.618 |
16,553 |
4.250 |
16,139 |
|
|
Fisher Pivots for day following 10-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,427 |
17,414 |
PP |
17,386 |
17,360 |
S1 |
17,345 |
17,306 |
|