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 |
3,530.0 |
3,497.0 |
-33.0 |
-0.9% |
3,647.0 |
High |
3,548.0 |
3,529.0 |
-19.0 |
-0.5% |
3,669.0 |
Low |
3,498.0 |
3,466.0 |
-32.0 |
-0.9% |
3,466.0 |
Close |
3,503.0 |
3,484.0 |
-19.0 |
-0.5% |
3,484.0 |
Range |
50.0 |
63.0 |
13.0 |
26.0% |
203.0 |
ATR |
64.6 |
64.4 |
-0.1 |
-0.2% |
0.0 |
Volume |
283 |
166 |
-117 |
-41.3% |
2,058 |
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,682.0 |
3,646.0 |
3,518.7 |
|
R3 |
3,619.0 |
3,583.0 |
3,501.3 |
|
R2 |
3,556.0 |
3,556.0 |
3,495.6 |
|
R1 |
3,520.0 |
3,520.0 |
3,489.8 |
3,506.5 |
PP |
3,493.0 |
3,493.0 |
3,493.0 |
3,486.3 |
S1 |
3,457.0 |
3,457.0 |
3,478.2 |
3,443.5 |
S2 |
3,430.0 |
3,430.0 |
3,472.5 |
|
S3 |
3,367.0 |
3,394.0 |
3,466.7 |
|
S4 |
3,304.0 |
3,331.0 |
3,449.4 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,148.7 |
4,019.3 |
3,595.7 |
|
R3 |
3,945.7 |
3,816.3 |
3,539.8 |
|
R2 |
3,742.7 |
3,742.7 |
3,521.2 |
|
R1 |
3,613.3 |
3,613.3 |
3,502.6 |
3,576.5 |
PP |
3,539.7 |
3,539.7 |
3,539.7 |
3,521.3 |
S1 |
3,410.3 |
3,410.3 |
3,465.4 |
3,373.5 |
S2 |
3,336.7 |
3,336.7 |
3,446.8 |
|
S3 |
3,133.7 |
3,207.3 |
3,428.2 |
|
S4 |
2,930.7 |
3,004.3 |
3,372.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,669.0 |
3,466.0 |
203.0 |
5.8% |
73.8 |
2.1% |
9% |
False |
True |
411 |
10 |
3,677.0 |
3,466.0 |
211.0 |
6.1% |
56.9 |
1.6% |
9% |
False |
True |
291 |
20 |
3,699.0 |
3,466.0 |
233.0 |
6.7% |
54.5 |
1.6% |
8% |
False |
True |
972 |
40 |
3,699.0 |
3,272.0 |
427.0 |
12.3% |
63.5 |
1.8% |
50% |
False |
False |
2,779 |
60 |
3,699.0 |
3,272.0 |
427.0 |
12.3% |
61.0 |
1.7% |
50% |
False |
False |
2,063 |
80 |
3,706.0 |
3,272.0 |
434.0 |
12.5% |
58.0 |
1.7% |
49% |
False |
False |
1,613 |
100 |
3,740.0 |
3,272.0 |
468.0 |
13.4% |
51.0 |
1.5% |
45% |
False |
False |
1,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,796.8 |
2.618 |
3,693.9 |
1.618 |
3,630.9 |
1.000 |
3,592.0 |
0.618 |
3,567.9 |
HIGH |
3,529.0 |
0.618 |
3,504.9 |
0.500 |
3,497.5 |
0.382 |
3,490.1 |
LOW |
3,466.0 |
0.618 |
3,427.1 |
1.000 |
3,403.0 |
1.618 |
3,364.1 |
2.618 |
3,301.1 |
4.250 |
3,198.3 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3,497.5 |
3,533.5 |
PP |
3,493.0 |
3,517.0 |
S1 |
3,488.5 |
3,500.5 |
|