Trading Metrics calculated at close of trading on 19-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
17,537.30 |
17,508.74 |
-28.56 |
-0.2% |
17,375.18 |
High |
17,568.40 |
17,517.19 |
-51.21 |
-0.3% |
17,629.13 |
Low |
17,486.42 |
17,282.42 |
-204.00 |
-1.2% |
17,125.81 |
Close |
17,511.34 |
17,348.73 |
-162.61 |
-0.9% |
17,477.40 |
Range |
81.98 |
234.77 |
152.79 |
186.4% |
503.32 |
ATR |
171.49 |
176.01 |
4.52 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,087.09 |
17,952.68 |
17,477.85 |
|
R3 |
17,852.32 |
17,717.91 |
17,413.29 |
|
R2 |
17,617.55 |
17,617.55 |
17,391.77 |
|
R1 |
17,483.14 |
17,483.14 |
17,370.25 |
17,432.96 |
PP |
17,382.78 |
17,382.78 |
17,382.78 |
17,357.69 |
S1 |
17,248.37 |
17,248.37 |
17,327.21 |
17,198.19 |
S2 |
17,148.01 |
17,148.01 |
17,305.69 |
|
S3 |
16,913.24 |
17,013.60 |
17,284.17 |
|
S4 |
16,678.47 |
16,778.83 |
17,219.61 |
|
|
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 |
17,282.42 |
285.98 |
1.6% |
153.14 |
0.9% |
23% |
False |
True |
|
10 |
17,629.13 |
17,125.81 |
503.32 |
2.9% |
190.38 |
1.1% |
44% |
False |
False |
|
20 |
17,860.95 |
17,125.81 |
735.14 |
4.2% |
175.61 |
1.0% |
30% |
False |
False |
|
40 |
18,139.10 |
17,125.81 |
1,013.29 |
5.8% |
173.37 |
1.0% |
22% |
False |
False |
|
60 |
18,190.35 |
17,125.81 |
1,064.54 |
6.1% |
165.57 |
1.0% |
21% |
False |
False |
|
80 |
18,351.36 |
17,125.81 |
1,225.55 |
7.1% |
162.53 |
0.9% |
18% |
False |
False |
|
100 |
18,351.36 |
17,125.81 |
1,225.55 |
7.1% |
165.47 |
1.0% |
18% |
False |
False |
|
120 |
18,351.36 |
17,125.81 |
1,225.55 |
7.1% |
171.58 |
1.0% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,514.96 |
2.618 |
18,131.82 |
1.618 |
17,897.05 |
1.000 |
17,751.96 |
0.618 |
17,662.28 |
HIGH |
17,517.19 |
0.618 |
17,427.51 |
0.500 |
17,399.81 |
0.382 |
17,372.10 |
LOW |
17,282.42 |
0.618 |
17,137.33 |
1.000 |
17,047.65 |
1.618 |
16,902.56 |
2.618 |
16,667.79 |
4.250 |
16,284.65 |
|
|
Fisher Pivots for day following 19-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
17,399.81 |
17,425.41 |
PP |
17,382.78 |
17,399.85 |
S1 |
17,365.76 |
17,374.29 |
|