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 |
17,382.93 |
17,401.64 |
18.71 |
0.1% |
17,696.74 |
High |
17,423.90 |
17,481.78 |
57.88 |
0.3% |
17,704.76 |
Low |
17,125.81 |
17,341.34 |
215.53 |
1.3% |
17,279.08 |
Close |
17,402.51 |
17,408.25 |
5.74 |
0.0% |
17,373.38 |
Range |
298.09 |
140.44 |
-157.65 |
-52.9% |
425.68 |
ATR |
185.09 |
181.90 |
-3.19 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,831.78 |
17,760.45 |
17,485.49 |
|
R3 |
17,691.34 |
17,620.01 |
17,446.87 |
|
R2 |
17,550.90 |
17,550.90 |
17,434.00 |
|
R1 |
17,479.57 |
17,479.57 |
17,421.12 |
17,515.24 |
PP |
17,410.46 |
17,410.46 |
17,410.46 |
17,428.29 |
S1 |
17,339.13 |
17,339.13 |
17,395.38 |
17,374.80 |
S2 |
17,270.02 |
17,270.02 |
17,382.50 |
|
S3 |
17,129.58 |
17,198.69 |
17,369.63 |
|
S4 |
16,989.14 |
17,058.25 |
17,331.01 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,729.45 |
18,477.09 |
17,607.50 |
|
R3 |
18,303.77 |
18,051.41 |
17,490.44 |
|
R2 |
17,878.09 |
17,878.09 |
17,451.42 |
|
R1 |
17,625.73 |
17,625.73 |
17,412.40 |
17,539.07 |
PP |
17,452.41 |
17,452.41 |
17,452.41 |
17,409.08 |
S1 |
17,200.05 |
17,200.05 |
17,334.36 |
17,113.39 |
S2 |
17,026.73 |
17,026.73 |
17,295.34 |
|
S3 |
16,601.05 |
16,774.37 |
17,256.32 |
|
S4 |
16,175.37 |
16,348.69 |
17,139.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,629.13 |
17,125.81 |
503.32 |
2.9% |
213.86 |
1.2% |
56% |
False |
False |
|
10 |
17,783.59 |
17,125.81 |
657.78 |
3.8% |
189.74 |
1.1% |
43% |
False |
False |
|
20 |
18,137.12 |
17,125.81 |
1,011.31 |
5.8% |
169.45 |
1.0% |
28% |
False |
False |
|
40 |
18,188.81 |
17,125.81 |
1,063.00 |
6.1% |
172.04 |
1.0% |
27% |
False |
False |
|
60 |
18,350.13 |
17,125.81 |
1,224.32 |
7.0% |
162.68 |
0.9% |
23% |
False |
False |
|
80 |
18,351.36 |
17,125.81 |
1,225.55 |
7.0% |
162.03 |
0.9% |
23% |
False |
False |
|
100 |
18,351.36 |
17,125.81 |
1,225.55 |
7.0% |
166.63 |
1.0% |
23% |
False |
False |
|
120 |
18,351.36 |
17,125.81 |
1,225.55 |
7.0% |
169.35 |
1.0% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,078.65 |
2.618 |
17,849.45 |
1.618 |
17,709.01 |
1.000 |
17,622.22 |
0.618 |
17,568.57 |
HIGH |
17,481.78 |
0.618 |
17,428.13 |
0.500 |
17,411.56 |
0.382 |
17,394.99 |
LOW |
17,341.34 |
0.618 |
17,254.55 |
1.000 |
17,200.90 |
1.618 |
17,114.11 |
2.618 |
16,973.67 |
4.250 |
16,744.47 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,411.56 |
17,392.07 |
PP |
17,410.46 |
17,375.88 |
S1 |
17,409.35 |
17,359.70 |
|