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 |
17,401.64 |
17,410.12 |
8.48 |
0.0% |
17,375.18 |
High |
17,481.78 |
17,492.90 |
11.12 |
0.1% |
17,629.13 |
Low |
17,341.34 |
17,394.06 |
52.72 |
0.3% |
17,125.81 |
Close |
17,408.25 |
17,477.40 |
69.15 |
0.4% |
17,477.40 |
Range |
140.44 |
98.84 |
-41.60 |
-29.6% |
503.32 |
ATR |
181.90 |
175.97 |
-5.93 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,751.31 |
17,713.19 |
17,531.76 |
|
R3 |
17,652.47 |
17,614.35 |
17,504.58 |
|
R2 |
17,553.63 |
17,553.63 |
17,495.52 |
|
R1 |
17,515.51 |
17,515.51 |
17,486.46 |
17,534.57 |
PP |
17,454.79 |
17,454.79 |
17,454.79 |
17,464.32 |
S1 |
17,416.67 |
17,416.67 |
17,468.34 |
17,435.73 |
S2 |
17,355.95 |
17,355.95 |
17,459.28 |
|
S3 |
17,257.11 |
17,317.83 |
17,450.22 |
|
S4 |
17,158.27 |
17,218.99 |
17,423.04 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,920.74 |
18,702.39 |
17,754.23 |
|
R3 |
18,417.42 |
18,199.07 |
17,615.81 |
|
R2 |
17,914.10 |
17,914.10 |
17,569.68 |
|
R1 |
17,695.75 |
17,695.75 |
17,523.54 |
17,804.93 |
PP |
17,410.78 |
17,410.78 |
17,410.78 |
17,465.37 |
S1 |
17,192.43 |
17,192.43 |
17,431.26 |
17,301.61 |
S2 |
16,907.46 |
16,907.46 |
17,385.12 |
|
S3 |
16,404.14 |
16,689.11 |
17,338.99 |
|
S4 |
15,900.82 |
16,185.79 |
17,200.57 |
|
|
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% |
206.46 |
1.2% |
70% |
False |
False |
|
10 |
17,704.76 |
17,125.81 |
578.95 |
3.3% |
188.42 |
1.1% |
61% |
False |
False |
|
20 |
18,137.12 |
17,125.81 |
1,011.31 |
5.8% |
169.93 |
1.0% |
35% |
False |
False |
|
40 |
18,188.81 |
17,125.81 |
1,063.00 |
6.1% |
168.76 |
1.0% |
33% |
False |
False |
|
60 |
18,314.89 |
17,125.81 |
1,189.08 |
6.8% |
163.04 |
0.9% |
30% |
False |
False |
|
80 |
18,351.36 |
17,125.81 |
1,225.55 |
7.0% |
161.16 |
0.9% |
29% |
False |
False |
|
100 |
18,351.36 |
17,125.81 |
1,225.55 |
7.0% |
166.23 |
1.0% |
29% |
False |
False |
|
120 |
18,351.36 |
17,125.81 |
1,225.55 |
7.0% |
169.07 |
1.0% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,912.97 |
2.618 |
17,751.66 |
1.618 |
17,652.82 |
1.000 |
17,591.74 |
0.618 |
17,553.98 |
HIGH |
17,492.90 |
0.618 |
17,455.14 |
0.500 |
17,443.48 |
0.382 |
17,431.82 |
LOW |
17,394.06 |
0.618 |
17,332.98 |
1.000 |
17,295.22 |
1.618 |
17,234.14 |
2.618 |
17,135.30 |
4.250 |
16,973.99 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,466.09 |
17,421.39 |
PP |
17,454.79 |
17,365.37 |
S1 |
17,443.48 |
17,309.36 |
|