Trading Metrics calculated at close of trading on 11-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,218 |
17,449 |
231 |
1.3% |
17,530 |
High |
17,472 |
17,456 |
-16 |
-0.1% |
17,530 |
Low |
17,218 |
17,219 |
1 |
0.0% |
17,140 |
Close |
17,468 |
17,270 |
-198 |
-1.1% |
17,236 |
Range |
254 |
237 |
-17 |
-6.7% |
390 |
ATR |
163 |
169 |
6 |
3.8% |
0 |
Volume |
81 |
227 |
146 |
180.2% |
242 |
|
Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,026 |
17,885 |
17,400 |
|
R3 |
17,789 |
17,648 |
17,335 |
|
R2 |
17,552 |
17,552 |
17,314 |
|
R1 |
17,411 |
17,411 |
17,292 |
17,363 |
PP |
17,315 |
17,315 |
17,315 |
17,291 |
S1 |
17,174 |
17,174 |
17,248 |
17,126 |
S2 |
17,078 |
17,078 |
17,227 |
|
S3 |
16,841 |
16,937 |
17,205 |
|
S4 |
16,604 |
16,700 |
17,140 |
|
|
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% |
204 |
1.2% |
36% |
False |
False |
91 |
10 |
17,635 |
17,140 |
495 |
2.9% |
172 |
1.0% |
26% |
False |
False |
69 |
20 |
17,979 |
17,140 |
839 |
4.9% |
147 |
0.8% |
15% |
False |
False |
48 |
40 |
18,002 |
17,140 |
862 |
5.0% |
146 |
0.8% |
15% |
False |
False |
42 |
60 |
18,149 |
17,140 |
1,009 |
5.8% |
114 |
0.7% |
13% |
False |
False |
30 |
80 |
18,149 |
17,140 |
1,009 |
5.8% |
92 |
0.5% |
13% |
False |
False |
23 |
100 |
18,149 |
17,140 |
1,009 |
5.8% |
75 |
0.4% |
13% |
False |
False |
18 |
120 |
18,149 |
17,140 |
1,009 |
5.8% |
65 |
0.4% |
13% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,463 |
2.618 |
18,077 |
1.618 |
17,840 |
1.000 |
17,693 |
0.618 |
17,603 |
HIGH |
17,456 |
0.618 |
17,366 |
0.500 |
17,338 |
0.382 |
17,310 |
LOW |
17,219 |
0.618 |
17,073 |
1.000 |
16,982 |
1.618 |
16,836 |
2.618 |
16,599 |
4.250 |
16,212 |
|
|
Fisher Pivots for day following 11-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,338 |
17,306 |
PP |
17,315 |
17,294 |
S1 |
17,293 |
17,282 |
|