Trading Metrics calculated at close of trading on 18-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,472.66 |
17,537.30 |
64.64 |
0.4% |
17,375.18 |
High |
17,551.40 |
17,568.40 |
17.00 |
0.1% |
17,629.13 |
Low |
17,341.72 |
17,486.42 |
144.70 |
0.8% |
17,125.81 |
Close |
17,545.18 |
17,511.34 |
-33.84 |
-0.2% |
17,477.40 |
Range |
209.68 |
81.98 |
-127.70 |
-60.9% |
503.32 |
ATR |
178.38 |
171.49 |
-6.89 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,767.99 |
17,721.65 |
17,556.43 |
|
R3 |
17,686.01 |
17,639.67 |
17,533.88 |
|
R2 |
17,604.03 |
17,604.03 |
17,526.37 |
|
R1 |
17,557.69 |
17,557.69 |
17,518.85 |
17,539.87 |
PP |
17,522.05 |
17,522.05 |
17,522.05 |
17,513.15 |
S1 |
17,475.71 |
17,475.71 |
17,503.83 |
17,457.89 |
S2 |
17,440.07 |
17,440.07 |
17,496.31 |
|
S3 |
17,358.09 |
17,393.73 |
17,488.80 |
|
S4 |
17,276.11 |
17,311.75 |
17,466.25 |
|
|
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 |
17,568.40 |
17,125.81 |
442.59 |
2.5% |
165.81 |
0.9% |
87% |
True |
False |
|
10 |
17,661.37 |
17,125.81 |
535.56 |
3.1% |
183.75 |
1.0% |
72% |
False |
False |
|
20 |
17,919.35 |
17,125.81 |
793.54 |
4.5% |
169.47 |
1.0% |
49% |
False |
False |
|
40 |
18,188.81 |
17,125.81 |
1,063.00 |
6.1% |
169.52 |
1.0% |
36% |
False |
False |
|
60 |
18,229.75 |
17,125.81 |
1,103.94 |
6.3% |
165.65 |
0.9% |
35% |
False |
False |
|
80 |
18,351.36 |
17,125.81 |
1,225.55 |
7.0% |
161.48 |
0.9% |
31% |
False |
False |
|
100 |
18,351.36 |
17,125.81 |
1,225.55 |
7.0% |
164.11 |
0.9% |
31% |
False |
False |
|
120 |
18,351.36 |
17,125.81 |
1,225.55 |
7.0% |
170.30 |
1.0% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,916.82 |
2.618 |
17,783.02 |
1.618 |
17,701.04 |
1.000 |
17,650.38 |
0.618 |
17,619.06 |
HIGH |
17,568.40 |
0.618 |
17,537.08 |
0.500 |
17,527.41 |
0.382 |
17,517.74 |
LOW |
17,486.42 |
0.618 |
17,435.76 |
1.000 |
17,404.44 |
1.618 |
17,353.78 |
2.618 |
17,271.80 |
4.250 |
17,138.01 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,527.41 |
17,492.58 |
PP |
17,522.05 |
17,473.82 |
S1 |
17,516.70 |
17,455.06 |
|